DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES - Asset and Liabilities Subject to Master Netting Agreements (Details) - USD ($)	Sep. 30, 2017	Dec. 31, 2016
Derivative [Line Items]
Gross amounts of recognized assets	$ 0	$ 8,053,813
Gross amounts offset in the Balance Sheet		0
Net amounts of assets presented in the Balance Sheet		8,053,813
Gross amounts not offset in the Balance Sheet, Financial instruments		0
Gross amounts not offset in the Balance Sheet, Cash collateral (Received)/Pledged		0
Net Amount		8,053,813
Gross amounts of recognized liabilities	(1,238,190,075)	(804,811,000)
Gross amounts offset in the Balance Sheet	0	0
Net amounts of liabilities presented in the Balance Sheet	(1,238,190,075)	(804,811,000)
Gross amounts not offset in the Balance Sheet, Cash collateral (Received)/Pledged	0	0
Gross amounts not offset in the Balance Sheet, Cash collateral (Received) / Pledged	529,075	0
Net Amount	(1,237,661,000)	(804,811,000)
Repurchase agreements
Derivative [Line Items]
Gross amounts of recognized liabilities	(1,237,661,000)	(804,811,000)
Gross amounts offset in the Balance Sheet	0	0
Net amounts of liabilities presented in the Balance Sheet	(1,237,661,000)	(804,811,000)
Gross amounts not offset in the Balance Sheet, Cash collateral (Received)/Pledged	0	0
Gross amounts not offset in the Balance Sheet, Cash collateral (Received) / Pledged	0	0
Net Amount	(1,237,661,000)	(804,811,000)
Futures
Derivative [Line Items]
Gross amounts of recognized assets	0	8,053,813
Gross amounts offset in the Balance Sheet		0
Net amounts of assets presented in the Balance Sheet		8,053,813
Gross amounts not offset in the Balance Sheet, Financial instruments		0
Gross amounts not offset in the Balance Sheet, Cash collateral (Received)/Pledged		0
Net Amount		$ 8,053,813
Gross amounts of recognized liabilities	(529,075)
Gross amounts offset in the Balance Sheet	0
Net amounts of liabilities presented in the Balance Sheet	(529,075)
Gross amounts not offset in the Balance Sheet, Cash collateral (Received)/Pledged	0
Gross amounts not offset in the Balance Sheet, Cash collateral (Received) / Pledged	529,075
Net Amount	$ 0

Fair value of liability associated with financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset.

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