DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES - Gains and Losses on Derivative Contracts (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Interest rate:
Amount of realized gain (loss)	$ (1,636,725)	$ (820,974)	$ 2,049,400	$ (3,167,877)
Amount of unrealized appreciation (depreciation)	307,263	3,340,600	(8,583,100)	(7,172,338)
Total	(1,329,462)	2,519,626	(6,533,700)	(10,340,215)
Futures
Interest rate:
Amount of realized gain (loss)	(1,636,725)	(820,974)	2,049,400	(3,167,877)
Amount of unrealized appreciation (depreciation)	307,263	3,340,600	(8,583,100)	(7,172,338)
Total	$ (1,329,462)	$ 2,519,626	$ (6,533,700)	$ (10,340,215)