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, 2018
Interest rate:
Amount of realized gain (loss)	$ 23,192,076	$ 25,984,870
Amount of unrealized appreciation (depreciation)	(18,132,701)	(5,349,613)
Total	5,059,375	20,635,257
Futures
Interest rate:
Amount of realized gain (loss)	23,192,076	25,984,870
Amount of unrealized appreciation (depreciation)	(18,132,701)	(5,349,613)
Total	$ 5,059,375	$ 20,635,257