RESTRICTED CASH (Details) - USD ($)		Sep. 30, 2017	Dec. 31, 2016
Restricted cash balance held by:
Due to broker	[1]	$ 0	$ (4,244,678)
Restricted cash	[1]	15,437,341	10,355,222
Total		15,437,341	6,110,544
Broker counterparties for derivatives trading
Restricted cash balance held by:
Due from broker		5,647,225
Due to broker			(4,244,678)
Repurchase counterparties as restricted collateral
Restricted cash balance held by:
Restricted cash		$ 9,790,116	$ 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 September 30, 2017 and December 31, 2016, assets of consolidated VIEs totaled $1,280,093,874 and $1,369,120,941 respectively, and the liabilities of consolidated VIEs totaled $1,253,353,428 and $1,344,404,080 respectively