DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES - Gains and Losses on Derivative Contracts (Details) - USD ($)	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Interest rate:
Amount of realized gain (loss)	$ 2,792,794	$ 2,233,051
Amount of unrealized appreciation (depreciation)	12,783,088	(3,077,088)
Total	15,575,882	(844,037)
Futures
Interest rate:
Amount of realized gain (loss)	2,792,794	2,233,051
Amount of unrealized appreciation (depreciation)	12,783,088	(3,077,088)
Total	$ 15,575,882	$ (844,037)