United States Natural Gas Fund LP
For the period ended Dec 31, 2023. Filed Feb 29, 2024.
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FY2023 · Filed Feb 29, 2024
UNG$10.42+3.4%Stored close · as of Nov 10, 2026
Extracted filing text, with the paragraph anchors used by the comparison.
See the whole filing, with its images and exhibitsContents
Schedules of Investments at December 31, 2023 and 2022
Schedule of Investments
At December 31, 2023
| · · · · · · · · · · | ||||||
|---|---|---|---|---|---|---|
| · · · · · · · Fair · · | ||||||
| · · · · · · · Value/Unrealized · · | ||||||
| · · · · · · · Gain (Loss) on · · | ||||||
| · · · · · · · Open · · | ||||||
| · · · · · Number of · · Commodity · · % of Partners’ | ||||||
| · Notional Amount · Contracts · Contracts · Capital | ||||||
| Open Commodity Futures Contracts - Long | | | | | | |
| United States Contracts · · | ||||||
| NYMEX Natural Gas Futures NG February 2024 contracts, expiring January 2024* | | $695,222,259 | 29,248 | | $40,072,461 | 4.11 |
| · · · · · · · | ||||
|---|---|---|---|---|
| · Shares/Principal Amount · Market Value · % of Partners’ Capital | ||||
| Cash Equivalents · | ||||
| United States Money Market Funds · | ||||
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Shares, 5.27%# | 70,950,000 | | $70,950,000 | 7.29 |
| Total United States Money Market Funds | | $70,950,000 | 7.29 | |
Open OTC Commodity Swap Contracts
| · · · · · · · · · · · · · · · · · · | |||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| · · · · · · · · · · · · · · · · · Unrealized Gain | |||||||||||||||
| · · · · · · · · · · · · · · · · · (Loss) on | |||||||||||||||
| · · · · · · · · · · · · · Fair Value/Open · · Upfront · · Commodity | |||||||||||||||
| Fund Receives from · · Fund Pays · · · · Payment · · · · Notional · · Commodity · · Payments/(Premiums · · Swap | |||||||||||||||
| Counterparty · Counterparty · Counterparty · Frequency · Expiration Date · Amount · Swap Contracts · Received) · Contracts(a) | |||||||||||||||
| MACQUARIE MQCP362H 12122023Index(b) | 0.25% | Macquarie Bank Ltd | Monthly | 01/12/2024 | | $129,306,126 | 144,210,360 | — | | $14,904,234 | |||||
| SOC GEN SGIXCNG1 09292023Index(b) | 0.40 | Societe Generale | Monthly | 03/29/2024 | | 94,559,204 | 94,558,181 | — | | (1,023) | |||||
| Total Open OTC Commodity Swap ContractsÙ | | $223,865,330 | 238,768,541 | — | | $14,903,211 | |||||||||
| (a) | Reflects the value at reset date of December 29, 2023. |
|---|
| (b) | Custom index comprised of a basket of underlying instruments. |
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| # | Reflects the 7-day yield at December 31, 2023. |
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˄Collateral amounted to $40,660,000 on open OTC commodity swap contracts.
| * | Collateral amounted to $210,148,873 on open commodity futures contracts. |
|---|
Schedule of Investments
At December 31, 2022
| · · · · · · · · · · | ||||||||
|---|---|---|---|---|---|---|---|---|
| · · · · · · · Fair · · | ||||||||
| · · · · · · · Value/Unrealized · · | ||||||||
| | | | | | | Gain (Loss) on | | |
| · · · · · · · Open · · | ||||||||
| | | Notional | | Number of | | Commodity | | % of Partners’ |
| · Amount · Contracts · Contracts · Capital | ||||||||
| Open Commodity Futures Contracts – Long · · · · · · | ||||||||
| United States Contracts · · · · · · | ||||||||
| NYMEX Natural Gas Futures NG February 2023 contracts, expiring January 2023* | | $574,231,687 | | 9,597 | | $(144,765,937) | | (33.72) |
| · · · · · · · · | |||||||
|---|---|---|---|---|---|---|---|
| · Shares/Principal · · % of Partners’ | |||||||
| · · Amount · · Market Value · · Capital | |||||||
| Cash Equivalents · · · · | |||||||
| United States Money Market Funds · · · · · · · · | |||||||
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Shares, 4.12%# | | 317,800,000 | | $317,800,000 | 74.02 | ||
| Total United States Money Market Funds | | | | | $317,800,000 | | 74.02 |
#Reflects the 7-day yield at December 31, 2022.
*Collateral amounted to $241,622,902 on open commodity futures contracts.
The text of this filing, as the company filed it with the SEC, without its images or exhibits. This is not investment advice.