DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES - Gains and Losses on Derivative Contracts (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Interest rate:
Amount of realized gain (loss)	$ 1,453,074	$ (761,362)	$ 3,686,125	$ (2,346,903)
Amount of unrealized appreciation (depreciation)	(5,813,275)	(2,050,538)	(8,890,363)	(10,512,938)
Total	(4,360,201)	(2,811,900)	(5,204,238)	(12,859,841)
Futures
Interest rate:
Amount of realized gain (loss)	1,453,074	(761,362)	3,686,125	(2,346,903)
Amount of unrealized appreciation (depreciation)	(5,813,275)	(2,050,538)	(8,890,363)	(10,512,938)
Total	$ (4,360,201)	$ (2,811,900)	$ (5,204,238)	$ (12,859,841)