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Condensed Schedule of Investments
3 Months Ended
Mar. 31, 2012
Condensed Schedule of Investments

United States 12 Month Natural Gas Fund, LP

Condensed Schedule of Investments (Unaudited)

At March 31, 2012

 

000000000 000000000 000000000
     Number of
Contracts
     Unrealized
Loss
on Open
Commodity
Contracts
    % of
Partners’
Capital
 

Open Futures Contracts - Long

       

United States Contracts

       

NYMEX Natural Gas Futures NG May 2012 contracts, expiring April 2012

     85       $ (1,369,100     (4.78

NYMEX Natural Gas Futures NG June 2012 contracts, expiring May 2012

     85         (1,293,000     (4.51

NYMEX Natural Gas Futures NG July 2012 contracts, expiring June 2012

     85         (1,287,180     (4.49

NYMEX Natural Gas Futures NG August 2012 contracts, expiring July 2012

     86         (1,188,310     (4.15

NYMEX Natural Gas Futures NG September 2012 contracts, expiring August 2012

     85         (1,051,330     (3.67

NYMEX Natural Gas Futures NG October 2012 contracts, expiring September 2012

     85         (1,005,200     (3.51

NYMEX Natural Gas Futures NG November 2012 contracts, expiring October 2012

     85         (760,560     (2.65

NYMEX Natural Gas Futures NG December 2012 contracts, expiring November 2012

     86         (580,130     (2.03

NYMEX Natural Gas Futures NG January 2013 contracts, expiring December 2012

     85         (405,110     (1.41

NYMEX Natural Gas Futures NG February 2013 contracts, expiring January 2013

     86         (248,110     (0.87

NYMEX Natural Gas Futures NG March 2013 contracts, expiring February 2013

     85         (257,570     (0.90

NYMEX Natural Gas Futures NG April 2013 contracts, expiring March 2013

     85         (91,510     (0.32
  

 

 

    

 

 

   

 

 

 

Total Open Futures Contracts

     1,023       $ (9,537,110     (33.29
  

 

 

    

 

 

   

 

 

 
     Principal
Amount
     Market
Value
       

Cash Equivalents

       

United States Treasury Obligation

       

U.S. Treasury Bill, 0.03%, 6/21/2012

   $   1,760,000      $ 1,759,881       6.14   
     

 

 

   

 

 

 

United States - Money Market Funds

       

Fidelity Institutional Government Portfolio - Class I

     2,508,926        2,508,926       8.76   

Goldman Sachs Financial Square Funds - Government Fund - Class SL

     1,502,003        1,502,003       5.24   

Morgan Stanley Institutional Liquidity Fund - Government Portfolio

     6,508,263        6,508,263       22.72   
     

 

 

   

 

 

 

Total Money Market Funds

        10,519,192       36.72   
     

 

 

   

 

 

 

Total Cash Equivalents

      $ 12,279,073       42.86