DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES (Tables)

3 Months Ended

Mar. 31, 2019

Derivative Instrument Detail [Abstract]

Hedged Risks and Gains and Losses on Derivative Instruments

The following table summarizes the underlying hedged risks and the amount of gains and losses on derivative instruments reported net in the condensed consolidated statement of operations as realized gain (loss) on derivative contracts, net and unrealized gain (loss) on derivative contracts, net for the three months ended March 31, 2018. The Company did not hold any derivative instruments as of March 31, 2019:

	Three Months Ended March 31, 2018
Primary underlying risk	Amount of realized gain (loss)		Amount of unrealized appreciation (depreciation)		Total
Interest rate:
Futures	$	2,792,794	$	12,783,088	$	15,575,882
Total	$	2,792,794	$	12,783,088	$	15,575,882