DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES (Tables)

12 Months Ended

Dec. 31, 2019

Derivative Instrument Detail [Abstract]

Schedule of 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 consolidated statement of operations as realized gain on derivative contracts, net and change in unrealized (loss) on derivative contracts, net for the year ended December 31, 2018:

	Year Ended December 31, 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