United States 12 Month Natural Gas Fund LP
For the period ended Dec 31, 2023. Filed Mar 8, 2024.
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FY2023 · Filed Mar 8, 2024
UNL$5.42+0.9%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
Schedule 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 | | $1,917,603 | 49 | | $(685,743) | (4.21) |
| NYMEX Natural Gas Futures NG March 2024 contracts, expiring February 2024 | | 1,720,754 | 49 | | (580,524) | (3.56) |
| NYMEX Natural Gas Futures NG April 2024 contracts, expiring March 2024 | | 1,547,869 | 49 | | (418,909) | (2.57) |
| NYMEX Natural Gas Futures NG May 2024 contracts, expiring April 2024 | | 1,524,588 | 49 | | (364,268) | (2.24) |
| NYMEX Natural Gas Futures NG June 2024 contracts, expiring May 2024 | | 1,578,961 | 49 | | (344,651) | (2.11) |
| NYMEX Natural Gas Futures NG July 2024 contracts, expiring June 2024 | | 1,631,373 | 49 | | (331,893) | (2.04) |
| NYMEX Natural Gas Futures NG August 2024 contracts, expiring July 2024 | | 1,656,713 | 49 | | (335,183) | (2.06) |
| NYMEX Natural Gas Futures NG September 2024 contracts, expiring August 2024 | | 1,676,457 | 49 | | (367,177) | (2.25) |
| NYMEX Natural Gas Futures NG October 2024 contracts, expiring September 2024 | | 1,699,939 | 50 | | (328,939) | (2.02) |
| NYMEX Natural Gas Futures NG November 2024 contracts, expiring October 2024 | | 1,924,977 | 49 | | (410,387) | (2.52) |
| NYMEX Natural Gas Futures NG December 2024 contracts, expiring November 2024 | | 2,070,081 | 49 | | (335,971) | (2.06) |
| NYMEX Natural Gas Futures NG January 2025 contracts, expiring December 2024 | | 1,808,760 | 49 | | 53,240 | 0.33 |
| Total Open Futures Contracts* | | $20,758,075 | 589 | | $(4,450,405) | (27.31) |
| · · · · · · · · | ||||||
|---|---|---|---|---|---|---|
| · · · · · · · · % of | ||||||
| | | Shares/Principal | | Market | | Partners’ |
| · Amount · Value · Capital | ||||||
| Cash Equivalents · · | ||||||
| United States Money Market Funds · · | ||||||
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Shares, 5.27%# | | 11,000,000 | | $11,000,000 | 67.50 | |
| Total United States Money Market Funds | | | | | $11,000,000 | 67.50 |
#Reflects the 7-day yield at December 31, 2023.
*Collateral amounted to $6,113,231 on open commodity futures contracts.
See accompanying notes to financial statements.
Schedule of Investments
At December 31, 2022
| · · · · · · · · · · | ||||||
|---|---|---|---|---|---|---|
| · · · · 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 2023 contracts, expiring January 2023 | | $3,907,500 | 49 | | $(1,714,750) | (6.86) |
| NYMEX Natural Gas Futures NG March 2023 contracts, expiring February 2023 | | 3,399,110 | 49 | | (1,388,150) | (5.55) |
| NYMEX Natural Gas Futures NG April 2023 contracts, expiring March 2023 | | 2,523,960 | 49 | | (604,630) | (2.42) |
| NYMEX Natural Gas Futures NG May 2023 contracts, expiring April 2023 | | 2,398,162 | 48 | | (511,282) | (2.05) |
| NYMEX Natural Gas Futures NG June 2023 contracts, expiring May 2023 | | 2,392,990 | 48 | | (450,430) | (1.80) |
| NYMEX Natural Gas Futures NG July 2023 contracts, expiring June 2023 | | 2,731,685 | 49 | | (694,755) | (2.78) |
| NYMEX Natural Gas Futures NG August 2023 contracts, expiring July 2023 | | 2,339,863 | 48 | | (341,623) | (1.37) |
| NYMEX Natural Gas Futures NG September 2023 contracts, expiring August 2023 | | 2,554,978 | 48 | | (582,178) | (2.33) |
| NYMEX Natural Gas Futures NG October 2023 contracts, expiring September 2023 | | 2,845,911 | 48 | | (842,391) | (3.37) |
| NYMEX Natural Gas Futures NG November 2023 contracts, expiring October 2023 | | 2,686,527 | 48 | | (534,207) | (2.14) |
| NYMEX Natural Gas Futures NG December 2023 contracts, expiring November 2023 | | 2,698,053 | 49 | | (308,323) | (1.23) |
| NYMEX Natural Gas Futures NG January 2024 contracts, expiring December 2023 | | 2,952,391 | 49 | | (447,021) | (1.79) |
| Total Open Futures Contracts* | | $33,431,130 | 582 | | $(8,419,740) | (33.69) |
| · · · · · · · | |||||
|---|---|---|---|---|---|
| · 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%# | 22,000,000 | | $22,000,000 | 88.03 | |
| Total United States Money Market Funds | | | | $22,000,000 | 88.03 |
#Reflects the 7-day yield at December 31, 2022.
*Collateral amounted to $11,220,362 on open commodity futures contracts.
See accompanying notes to financial statements.
The text of this filing, as the company filed it with the SEC, without its images or exhibits. This is not investment advice.