DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES (Tables)

6 Months Ended

Jun. 30, 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 and six months ended June 30, 2018. The Company did not hold any derivative instruments as of June 30, 2019:

	Three Months Ended June 30, 2018
Primary underlying risk	Amount of realized gain (loss)		Amount of unrealized appreciation (depreciation)			Total
Interest rate:
Futures	$	23,192,076	$	(18,132,701	)	$	5,059,375
Total	$	23,192,076	$	(18,132,701	)	$	5,059,375

	Six Months Ended June 30, 2018
Primary underlying risk	Amount of realized gain (loss)		Amount of unrealized appreciation (depreciation)			Total
Interest rate:
Futures	$	25,984,870	$	(5,349,613	)	$	20,635,257
Total	$	25,984,870	$	(5,349,613	)	$	20,635,257