MBF Alpha Commodities Index
| 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 |
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|
6-month strip |
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| 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 |
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| 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 |
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| G9 |
138.66 |
-4.82 |
-8.13 |
-6.55 |
-3.99 |
-2.95 |
143.48 |
146.79 |
145.21 |
142.65 |
141.61 |
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| Q8-F9 |
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|
140.96 |
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| U8-G9 |
137.78 |
-5.05 |
-8.59 |
-7.00 |
-4.48 |
-3.45 |
142.83 |
146.38 |
144.79 |
142.26 |
141.23 |
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| Strip Total |
137.78 |
|
|
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|
|
142.83 |
146.38 |
144.79 |
142.26 |
140.96 |
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| CRD |
101.11 |
|
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|
|
101.11 |
101.11 |
101.11 |
101.11 |
101.39 |
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| Index Value |
238.89 |
-5.05 |
-8.59 |
-7.00 |
-4.48 |
-3.46 |
243.94 |
247.49 |
245.90 |
243.37 |
242.35 |
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| 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 |
|
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| 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 |
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| G9 |
4.0083 |
-0.1358 |
-0.2667 |
-0.2367 |
-0.1167 |
-0.0702 |
4.1441 |
4.2750 |
4.2450 |
4.1250 |
4.0785 |
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| Q8-F9 |
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3.9949 |
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| U8-G9 |
3.9454 |
-0.1421 |
-0.2746 |
-0.2408 |
-0.1190 |
-0.0776 |
4.0875 |
4.2200 |
4.1862 |
4.0643 |
4.0230 |
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| Strip Value |
3.9454 |
|
|
|
|
|
4.0875 |
4.2200 |
4.1862 |
4.0643 |
3.9949 |
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| CRD |
0.9462 |
|
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|
0.9462 |
0.9462 |
0.9462 |
0.9462 |
0.9764 |
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| Index Value |
4.8916 |
-0.1421 |
-0.2746 |
-0.2408 |
-0.1190 |
-0.0798 |
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