United States 12 Month Natural Gas Fund, LP / "Natural Gas" | Tables in SEC filings

UNL United States 12 Month Natural Gas Fund, LP

Quarterly report


				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)


Correlation Matrix 10 Years	Large Cap US Equities (S&P 600)		US Gov't Bonds (BEUSG4 Index)		Global Equities (FTSE World Index)		Crude Oil		Heating Oil		Unleaded Gasoline		Natural Gas
Large Cap US Equities (S&P 500)	1.000		0.112		0.979		0.348		0.204		0.449		0.110
US Gov't Bonds (BEUSG4 Index)		1.000		0.123		(0.266)		(0.407)		(0.203)		(0.175)
Global Equities (FTSE World Index)			1.000		0.398		0.249		0.495		0.073
Crude Oil				1.000		0.749		0.752		0.036
Heating Oil					1.000		0.644		0.080
Unleaded Gasoline						1.000		0.044
Natural Gas							1.000
Source: Bloomberg, NYMEX


Correlation Matrix 1 Year	Large Cap US Equities (S&P 500)		US Gov't Bonds (BEUSG4 Index)		Global Equities (FTSE World Index)		Crude Oil		Heating Oil		Unleaded Gasoline		Natural Gas
Large Cap US Equities (S&P 500)	1.000		0.760		0.984		(0.179)		(0.219)		0.294		(0.355)
US Gov't Bonds (BEUSG4 Index)		1.000		0.817		(0.399)		(0.284)		0.032		(0.317)
Global Equities (FTSE World Index)			1.000		(0.217)		(0.265)		0.262		(0.410)
Crude Oil				1.000		0.841		0.560		(0.352)
Heating Oil					1.000		0.263		(0.255)
Unleaded Gasoline						1.000		(0.541)
Natural Gas							1.000
Source: Bloomberg, NYMEX


				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 November 2024 contracts, expiring October 2024	$	1,525,740	51	$	(35,010)	(0.17)
NYMEX Natural Gas Futures NG December 2024 contracts, expiring November 2024		1,836,143	52		(96,743)	(0.48)
NYMEX Natural Gas Futures NG January 2025 contracts, expiring December 2024		1,927,520	51		(90,500)	(0.45)
NYMEX Natural Gas Futures NG February 2025 contracts, expiring January 2025		1,842,080	51		(65,240)	(0.32)
NYMEX Natural Gas Futures NG March 2025 contracts, expiring February 2025		1,608,744	51		15,096	0.07
NYMEX Natural Gas Futures NG April 2025 contracts, expiring March 2025		1,508,377	51		35,903	0.18
Natural Gas Futures NG May 2025 contracts, expiring April 2025		1,599,861	52		(8,141)	(0.04)
NYMEX Natural Gas Futures NG June 2025 contracts, expiring May 2025		1,651,394	52		8,966	0.04
NYMEX Natural Gas Futures NG July 2025 contracts, expiring June 2025		1,827,784	52		(93,584)	(0.46)
NYMEX August 2025 contracts, expiring July 2025		1,681,290	51		31,800	0.16
NYMEX Natural Gas Futures NG September 2025 contracts, expiring August 2025		1,666,842	51		35,028	0.17
NYMEX October 2025 contracts, expiring September 2025		1,687,416	52		86,824	0.43
Total Open Futures Contracts*	$	20,363,190	617	$	(175,600)	(0.87)


				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 August 2024 contracts, expiring July 2024	$	1,334,890	48	$	(86,410)	(0.47)
NYMEX Natural Gas Futures NG September 2024 contracts, expiring August 2024		1,319,680	48		(72,640)	(0.40)
NYMEX Natural Gas Futures NG October 2024 contracts, expiring September 2024		1,336,760	48		(44,600)	(0.24)
NYMEX Natural Gas Futures NG November 2024 contracts, expiring October 2024		1,540,287	48		(61,407)	(0.34)
NYMEX Natural Gas Futures NG December 2024 contracts, expiring November 2024		1,778,099	48		(70,259)	(0.39)
NYMEX Natural Gas Futures NG January 2025 contracts, expiring December 2024		1,842,158	48		(6,638)	(0.04)
NYMEX Natural Gas Futures NG February 2025 contracts, expiring January 2025		1,788,182	48		(30,422)	(0.17)
NYMEX Natural Gas Futures NG March 2025 contracts, expiring February 2025		1,534,518	48		27,402	0.15
NYMEX Natural Gas Futures NG April 2025 contracts, expiring March 2025		1,436,047	48		14,033	0.08
NYMEX Natural Gas Futures NG May 2025 contracts, expiring April 2025		1,502,877	48		(40,317)	(0.22)
NYMEX Natural Gas Futures NG June 2025 contracts, expiring May 2025		1,544,237	48		(2,477)	(0.01)
NYMEX Natural Gas Futures NG July 2025 contracts, expiring June 2025		1,725,850	48		(85,210)	(0.47)
Total Open Futures Contracts*	$	18,683,585	576	$	(458,945)	(2.52)

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