DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Derivative [Line Items]
Unrealized Gain/(Loss)	$ (3,432)	$ 4,224	$ 10,182
Realized Gain/(Loss)	(9,209)	(5,633)	(49,119)
Net Result from Derivative Transactions	(12,641)	(1,409)	(38,937)
Futures
Derivative [Line Items]
Unrealized Gain/(Loss)	(4,975)	3,608	9,214
Realized Gain/(Loss)	(7,655)	(3,954)	(46,816)
Net Result from Derivative Transactions	(12,630)	(346)	(37,602)
Swaps
Derivative [Line Items]
Unrealized Gain/(Loss)	1,126	956	661
Realized Gain/(Loss)	(1,008)	(1,264)	(1,992)
Net Result from Derivative Transactions	118	(308)	(1,331)
Credit Derivatives
Derivative [Line Items]
Unrealized Gain/(Loss)	417	(340)	307
Realized Gain/(Loss)	(546)	(415)	(311)
Net Result from Derivative Transactions	$ (129)	$ (755)	$ (4)