DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES - Asset and Liabilities Subject to Master Netting Agreements (Details) - USD ($)	Dec. 31, 2017	Dec. 31, 2016
Assets
Gross amounts of recognized assets	$ 5,349,613	$ 8,053,813
Gross amounts offset in the Balance Sheet	0	0
Net amounts of assets presented in the Balance Sheet	5,349,613	8,053,813
Gross amounts not offset in the Balance Sheet, Financial instruments	0	0
Gross amounts not offset in the Balance Sheet, Cash collateral (Received) / Pledged	0	0
Net amount	5,349,613	8,053,813
Liabilities [Abstract]
Gross amounts of recognized liabilities	(1,234,522,000)	(804,811,000)
Gross amounts offset in the Balance Sheet	0	0
Net amounts of liabilities presented in the Balance Sheet	(1,234,522,000)	(804,811,000)
Gross amounts not offset in the Balance Sheet, Financial instruments	0	0
Gross amounts not offset in the Balance Sheet, Cash collateral (Received) / Pledged	0	0
Net amount	(1,234,522,000)	(804,811,000)
Repurchase agreements
Liabilities [Abstract]
Gross amounts of recognized liabilities	(1,234,522,000)	(804,811,000)
Gross amounts offset in the Balance Sheet	0	0
Net amounts of liabilities presented in the Balance Sheet	(1,234,522,000)	(804,811,000)
Gross amounts not offset in the Balance Sheet, Financial instruments	0	0
Gross amounts not offset in the Balance Sheet, Cash collateral (Received) / Pledged	0	0
Net amount	(1,234,522,000)	(804,811,000)
Eurodollar Futures
Assets
Gross amounts of recognized assets	5,349,613	8,053,813
Gross amounts offset in the Balance Sheet	0	0
Net amounts of assets presented in the Balance Sheet	5,349,613	8,053,813
Gross amounts not offset in the Balance Sheet, Financial instruments	0	0
Gross amounts not offset in the Balance Sheet, Cash collateral (Received) / Pledged	0	0
Net amount	$ 5,349,613	$ 8,053,813