DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Derivative [Line Items]
Unrealized Gain/(Loss)	$ (14,025)	$ 16,745	$ (23,656)	$ 5,350
Realized Gain/(Loss)	(10,617)	10,042	(51,848)	(17,702)
Net Result from Derivative Transactions	(24,642)	26,787	(75,504)	(12,352)
Futures
Derivative [Line Items]
Unrealized Gain/(Loss)	(13,712)	15,782	(22,276)	4,813
Realized Gain/(Loss)	(10,221)	10,627	(51,017)	(16,410)
Net Result from Derivative Transactions	(23,933)	26,409	(73,293)	(11,597)
Swaps
Derivative [Line Items]
Unrealized Gain/(Loss)	(187)	834	(1,266)	462
Realized Gain/(Loss)	(322)	(488)	(660)	(1,099)
Net Result from Derivative Transactions	(509)	346	(1,926)	(637)
Credit Derivatives
Derivative [Line Items]
Unrealized Gain/(Loss)	(126)	129	(114)	75
Realized Gain/(Loss)	(74)	(97)	(171)	(193)
Net Result from Derivative Transactions	$ (200)	$ 32	$ (285)	$ (118)