DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Derivative [Line Items]
Unrealized Gain/(Loss)	$ (2,200)	$ 17,383	$ (3,510)	$ (6,273)
Realized Gain/(Loss)	1,852	(8,027)	(14,842)	(59,875)
Net Result from Derivative Transactions	(348)	9,356	(18,352)	(66,148)
Futures
Derivative [Line Items]
Unrealized Gain/(Loss)	(2,587)	16,876	(4,249)	(5,401)
Realized Gain/(Loss)	2,192	(7,617)	(13,571)	(58,634)
Net Result from Derivative Transactions	(395)	9,259	(17,820)	(64,035)
Swaps
Derivative [Line Items]
Unrealized Gain/(Loss)	277	683	561	(582)
Realized Gain/(Loss)	(242)	(311)	(780)	(972)
Net Result from Derivative Transactions	35	372	(219)	(1,554)
Credit Derivatives
Derivative [Line Items]
Unrealized Gain/(Loss)	110	(176)	178	(290)
Realized Gain/(Loss)	(98)	(99)	(491)	(269)
Net Result from Derivative Transactions	$ 12	$ (275)	$ (313)	$ (559)