MBF Alpha Commodities Index

Date:	07/08/08
Contact:	Richard Rosenberg Phn: (502) 327-1405 Fax: (502) 327-1407 richard.rosenberg@us.icapenergy.com

CL	Close 7/8	1day?	2day?	3day?	4day?	5day?	Close 7/7	Close 7/3	Close 7/2	Close 7/1	Close 6/30		Crude Oil (Par = 100)
Q8	136.04	-5.33	-9.25	-7.53	-4.93	-3.96	141.37	145.29	143.57	140.97	140.00				6-month strip
U8	136.73	-5.30	-9.13	-7.41	-4.85	-3.85	142.03	145.86	144.14	141.58	140.58		CRD Rolled on 1st Bus. Day of Month
V8	137.21	-5.21	-8.91	-7.29	-4.77	-3.74	142.42	146.12	144.50	141.98	140.95
X8	137.66	-5.08	-8.65	-7.11	-4.62	-3.58	142.74	146.31	144.77	142.28	141.24			CRD	?CRD Calculation		Adj CRD Val
Z8	138.05	-4.97	-8.45	-6.92	-4.42	-3.40	143.02	146.50	144.97	142.47	141.45		1-Jul	101.39	(Q8-G9)/6	0.02	101.11
F9	138.39	-4.89	-8.29	-6.73	-4.20	-3.17	143.28	146.68	145.12	142.59	141.56
G9	138.66	-4.82	-8.13	-6.55	-3.99	-2.95	143.48	146.79	145.21	142.65	141.61
Q8-F9											140.96
U8-G9	137.78	-5.05	-8.59	-7.00	-4.48	-3.45	142.83	146.38	144.79	142.26	141.23
Strip Total	137.78						142.83	146.38	144.79	142.26	140.96
CRD	101.11						101.11	101.11	101.11	101.11	101.39
Index Value	238.89	-5.05	-8.59	-7.00	-4.48	-3.46	243.94	247.49	245.90	243.37	242.35
HO	Close 7/8	1day?	2day?	3day?	4day?	5day?	Close 7/7	Close 7/3	Close 7/2	Close 7/1	Close 6/30		Heating Oil (Par = 1)
Q8	3.8202	-0.1494	-0.2858	-0.2513	-0.1233	-0.0898	3.9696	4.1060	4.0715	3.9435	3.9100				6-month strip
U8	3.8603	-0.1473	-0.2827	-0.2472	-0.1217	-0.0877	4.0076	4.1430	4.1075	3.9820	3.9480		CRD Rolled on 1st Bus. Day of Month
V8	3.8998	-0.1463	-0.2802	-0.2452	-0.1227	-0.0852	4.0461	4.1800	4.1450	4.0225	3.9850
X8	3.9353	-0.1438	-0.2767	-0.2422	-0.1207	-0.0797	4.0791	4.2120	4.1775	4.0560	4.0150			CRD	?CRD Calculation		Adj CRD Val
Z8	3.9703	-0.1413	-0.2727	-0.2387	-0.1177	-0.0742	4.1116	4.2430	4.2090	4.0880	4.0445		1-Jul	0.9764	(Q8-G9)/6	-0.0200	0.9462
F9	3.9983	-0.1383	-0.2687	-0.2347	-0.1142	-0.0687	4.1366	4.2670	4.2330	4.1125	4.0670
G9	4.0083	-0.1358	-0.2667	-0.2367	-0.1167	-0.0702	4.1441	4.2750	4.2450	4.1250	4.0785
Q8-F9											3.9949
U8-G9	3.9454	-0.1421	-0.2746	-0.2408	-0.1190	-0.0776	4.0875	4.2200	4.1862	4.0643	4.0230
Strip Value	3.9454						4.0875	4.2200	4.1862	4.0643	3.9949
CRD	0.9462						0.9462	0.9462	0.9462	0.9462	0.9764
Index Value	4.8916	-0.1421	-0.2746	-0.2408	-0.1190	-0.0798