RESTRICTED CASH (Details) - USD ($)		Jun. 30, 2017	Dec. 31, 2016
Restricted cash balance held by:
Due to broker	[1]	$ (45,081,053)	$ (4,244,678)
Restricted cash	[1]	15,816,577	10,355,222
Total		15,816,577	6,110,544
Broker counterparties for derivatives trading
Restricted cash balance held by:
Due from broker		6,950,338
Due to broker			(4,244,678)
Repurchase counterparties as restricted collateral
Restricted cash balance held by:
Restricted cash		$ 8,866,239	$ 10,355,222

[1] Our consolidated balance sheets include assets and liabilities of consolidated variable interest entities ("VIEs") as the Company is the primary beneficiary of these VIEs. As of June 30, 2017 and December 31, 2016, assets of consolidated VIEs totaled $1,308,989,628 and $1,369,120,941 respectively, and the liabilities of consolidated VIEs totaled $1,282,788,661 and $1,344,404,080 respectively