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Condensed Schedule of Investment
9 Months Ended
Sep. 30, 2012
Condensed Schedule of Investments

United States 12 Month Natural Gas Fund, LP

Condensed Schedule of Investments (Unaudited)

At September 30, 2012

 

    Number of
Contracts
    Unrealized
Gain (Loss)
on Open
Commodity
Contracts
    % of
Partners'
Capital
 
Open Futures Contracts - Long
United States Contracts                        
NYMEX Natural Gas Futures NG November 2012 contracts, expiring October 2012     114     $ (48,210 )     (0.09 )
NYMEX Natural Gas Futures NG December 2012 contracts, expiring November 2012     114       26,790       0.05  
NYMEX Natural Gas Futures NG January 2013 contracts, expiring December 2012     115       137,520       0.27  
NYMEX Natural Gas Futures NG February 2013 contracts, expiring January 2013     114       239,670       0.46  
NYMEX Natural Gas Futures NG March 2013 contracts, expiring February 2013     115       223,020       0.43  
NYMEX Natural Gas Futures NG April 2013 contracts, expiring March 2013     115       352,680       0.69  
NYMEX Natural Gas Futures NG May 2013 contracts, expiring April 2013     114       488,380       0.95  
NYMEX Natural Gas Futures NG June 2013 contracts, expiring May 2013     114       261,050       0.51  
NYMEX Natural Gas Futures NG July 2013 contracts, expiring June 2013     115       538,640       1.05  
NYMEX Natural Gas Futures NG August 2013 contracts, expiring July 2013     114       223,310       0.43  
NYMEX Natural Gas Futures NG September 2013 contracts, expiring August 2013     114       338,310       0.66  
NYMEX Natural Gas Futures NG October 2013 contracts, expiring September 2013     115       184,020       0.36  
Total Open Futures Contracts     1,373     $ 2,965,180       5.77  

 

    Principal
Amount
    Market
Value
       
Cash Equivalents
United States Treasury Obligation                        
U.S. Treasury Bill, 0.09%, 10/11/2012   $ 3,000,000     $ 2,999,926       5.84  
                         
United States - Money Market Funds                        
Fidelity Institutional Government Portfolio - Class I     2,509,053       2,509,053       4.88  
Goldman Sachs Financial Square Funds - Government Fund - Class SL     1,502,134       1,502,134       2.93  
Morgan Stanley Institutional Liquidity Fund - Government Portfolio     6,509,874       6,509,874       12.67  
Wells Fargo Advantage Government Money Market Fund - Class I     10,000,167       10,000,167       19.46  
Total Money Market Funds             20,521,228       39.94  
Total Cash Equivalents           $ 23,521,154       45.78