DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES - Gains and Losses on Derivative Contracts (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Interest rate:
Amount of realized gain (loss)	$ 23,192,076	$ 1,453,074	$ 25,984,870	$ 3,686,125
Amount of unrealized appreciation (depreciation)	(18,132,701)	(5,813,275)	(5,349,613)	(8,890,363)
Total	5,059,375	(4,360,201)	20,635,257	(5,204,238)
Futures
Interest rate:
Amount of realized gain (loss)	23,192,076	1,453,074	25,984,870	3,686,125
Amount of unrealized appreciation (depreciation)	(18,132,701)	(5,813,275)	(5,349,613)	(8,890,363)
Total	$ 5,059,375	$ (4,360,201)	$ 20,635,257	$ (5,204,238)