DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Derivative [Line Items]
Unrealized Gain/(Loss)	$ 17,383	$ (13,758)	$ (6,273)	$ (8,407)
Realized Gain/(Loss)	(8,027)	(28,484)	(59,875)	(46,187)
Net Result from Derivative Transactions	9,356	(42,242)	(66,148)	(54,594)
Futures
Derivative [Line Items]
Unrealized Gain/(Loss)	16,876	(13,281)	(5,401)	(8,468)
Realized Gain/(Loss)	(7,617)	(27,990)	(58,634)	(44,400)
Net Result from Derivative Transactions	9,259	(41,271)	(64,035)	(52,868)
Swaps
Derivative [Line Items]
Unrealized Gain/(Loss)	683	(768)	(582)	(306)
Realized Gain/(Loss)	(311)	(476)	(972)	(1,574)
Net Result from Derivative Transactions	372	(1,244)	(1,554)	(1,880)
Credit Derivatives
Derivative [Line Items]
Unrealized Gain/(Loss)	(176)	291	(290)	367
Realized Gain/(Loss)	(99)	(18)	(269)	(213)
Net Result from Derivative Transactions	$ (275)	$ 273	$ (559)	$ 154