MBF Alpha Commodities Index

Date:	03/10/10
Contact:	Richard Rosenberg Phn: (502) 327-1405 Fax: (502) 327-1407 richard.rosenberg@us.icapenergy.com

CL	Close 3/9	1day?	2day?	3day?	4day?	5day?	Close 3/8	Close 3/5	Close 3/4	Close 3/3	Close 3/2			Crude Oil (Par = 100)
K0	81.86	-0.45	-0.06	1.23	0.60	1.80	82.31	81.92	80.63	81.26	80.06					6-month strip
M0	82.30	-0.48	-0.07	1.20	0.66	1.86	82.78	82.37	81.10	81.64	80.44			CRD Rolled on 1st Bus. Day of Month
N0	82.75	-0.50	-0.07	1.21	0.75	1.94	83.25	82.82	81.54	82.00	80.81
Q0	83.14	-0.49	-0.04	1.26	0.85	2.03	83.63	83.18	81.88	82.29	81.11				CRD	?CRD Calculation		Adj CRD Val
U0	83.48	-0.48	-0.01	1.30	0.93	2.10	83.96	83.49	82.18	82.55	81.38		F11	1-Mar	85.58	(J0-V0)/6	-0.34	85.24
V0	83.78	-0.47	0.01	1.32	0.98	2.14	84.25	83.77	82.46	82.80	81.64		F12	1-Mar	89.01	(J0-V0)/6	-0.34	88.67
													F13	1-Mar	99.47	(J0-V0)/6	-0.34	99.12
K0-V0	82.89	-0.48	-0.04	1.25	0.80	1.98	83.36	82.93	81.63	82.09	80.91
CRD F11	85.24						85.24	85.24	85.24	85.24	85.24
MACI F11	168.13	-0.48	-0.04	1.25	0.80	1.98	168.61	168.17	166.87	167.33	166.15
CRD F12	88.67						88.67	88.67	88.67	88.67	88.67
MACI F12	171.56	-0.48	-0.04	1.25	0.80	1.98	172.04	171.60	170.30	170.76	169.58
CRD F13	99.12						99.12	99.12	99.12	99.12	99.12
MACI F13	182.01	-0.48	-0.04	1.25	0.79	1.98	182.49	182.05	180.76	181.21	180.03
HO	Close 3/9	1day?	2day?	3day?	4day?	5day?	Close 3/8	Close 3/5	Close 3/4	Close 3/3	Close 3/2			Heating Oil (Par = 1)
K0	2.1026	-0.0168	-0.0078	0.0212	-0.0011	0.0360	2.1194	2.1104	2.0814	2.1037	2.0666					6-month strip
M0	2.1165	-0.0172	-0.0070	0.0219	0.0019	0.0382	2.1337	2.1235	2.0946	2.1146	2.0783			CRD Rolled on 1st Bus. Day of Month
N0	2.1345	-0.0173	-0.0074	0.0210	0.0034	0.0394	2.1518	2.1419	2.1135	2.1311	2.0951
Q0	2.1528	-0.0168	-0.0073	0.0211	0.0054	0.0412	2.1696	2.1601	2.1317	2.1474	2.1116				CRD	?CRD Calculation		Adj CRD Val
U0	2.1727	-0.0169	-0.0068	0.0221	0.0072	0.0421	2.1896	2.1795	2.1506	2.1655	2.1306		F11	1-Mar	0.5426	(J0-V0)/6	-0.0172	0.5254
V0	2.1962	-0.0171	-0.0059	0.0231	0.0089	0.0431	2.2133	2.2021	2.1731	2.1873	2.1531		F12	1-Mar	0.6985	(J0-V0)/6	-0.0172	0.6813
													F13	1-Mar	0.9860	(J0-V0)/6	-0.0172	0.9688
K0-V0	2.1459	-0.0170	-0.0070	0.0217	0.0043	0.0400	2.1629	2.1529	2.1242	2.1416	2.1059
CRD F11	0.5254						0.5254	0.5254	0.5254	0.5254	0.5254
MACI F11	2.6713	-0.0170	-0.0070	0.0217	0.0043	0.0400	2.6883	2.6783	2.6495	2.6670	2.6313
CRD F12	0.6813						0.6813	0.6813	0.6813	0.6813	0.6813
MACI F12	2.8272	-0.0170	-0.0070	0.0217	0.0043	0.0400	2.8442	2.8342	2.8055	2.8229	2.7872
CRD F13	0.9688						0.9688	0.9688	0.9688	0.9688	0.9688
MACI F13	3.1146	-0.0170	-0.0070	0.0217	0.0043	0.0400	3.1317	3.1217	3.0929	3.1104	3.0746
RB	Close 3/9	1day?	2day?	3day?	4day?	5day?	Close 3/8	Close 3/5	Close 3/4	Close 3/3	Close 3/2			RBOB Gasoline (Par = 1)
K0	2.2623	-0.0255	-0.0111	0.0263	0.0129	0.0597	2.2878	2.2734	2.2360	2.2494	2.2026					6-month strip
M0	2.2558	-0.0227	-0.0100	0.0262	0.0124	0.0549	2.2785	2.2658	2.2296	2.2434	2.2009			CRD Rolled on 1st Bus. Day of Month
N0	2.2471	-0.0223	-0.0095	0.0260	0.0119	0.0525	2.2694	2.2566	2.2211	2.2352	2.1946
Q0	2.2372	-0.0225	-0.0092	0.0259	0.0115	0.0510	2.2597	2.2464	2.2113	2.2257	2.1862				CRD	?CRD Calculation		Adj CRD Val
U0	2.2249	-0.0230	-0.0093	0.0256	0.0113	0.0499	2.2479	2.2342	2.1993	2.2136	2.1750		F11	1-Mar	0.8139	(J0-V0)/6	0.0192	0.8331
V0	2.1192	-0.0223	-0.0105	0.0237	0.0112	0.0486	2.1415	2.1297	2.0955	2.1080	2.0706		F12	1-Mar	0.8802	(J0-V0)/6	0.0192	0.8994
													F13	1-Mar	0.9805	(J0-V0)/6	0.0192	0.9997
K0-V0	2.2244	-0.0231	-0.0099	0.0256	0.0119	0.0528	2.2475	2.2344	2.1988	2.2126	2.1717
CRD F11	0.8331						0.8331	0.8331	0.8331	0.8331	0.8331
MACI F11	3.0575	-0.0231	-0.0099	0.0256	0.0119	0.0528	3.0806	3.0674	3.0319	3.0456	3.0047
CRD F12	0.8994						0.8994	0.8994	0.8994	0.8994	0.8994
MACI F12	3.1238	-0.0231	-0.0099	0.0256	0.0119	0.0528	3.1468	3.1337	3.0982	3.1119	3.0710
CRD F13	0.9997						0.9997	0.9997	0.9997	0.9997	0.9997
MACI F13	3.2241	-0.0231	-0.0099	0.0256	0.0119	0.0528	3.2472	3.2340	3.1985	3.2122	3.1713
NG	Close 3/9	1day?	2day?	3day?	4day?	5day?	Close 3/8	Close 3/5	Close 3/4	Close 3/3	Close 3/2			Natural Gas (Par = 10)
K0	4.575	-0.015	-0.084	-0.068	-0.246	-0.200	4.590	4.659	4.643	4.821	4.775					6-month strip
M0	4.643	-0.016	-0.086	-0.074	-0.249	-0.207	4.659	4.729	4.717	4.892	4.850			CRD Rolled on 1st Bus. Day of Month
N0	4.735	-0.015	-0.085	-0.071	-0.242	-0.199	4.750	4.820	4.806	4.977	4.934
Q0	4.797	-0.017	-0.086	-0.070	-0.241	-0.200	4.814	4.883	4.867	5.038	4.997				CRD	?CRD Calculation		Adj CRD Val
U0	4.836	-0.020	-0.087	-0.067	-0.239	-0.199	4.856	4.923	4.903	5.075	5.035		F11	1-Mar	6.415	(J0-V0)/6	-0.074	6.341
V0	4.933	-0.024	-0.091	-0.071	-0.246	-0.207	4.957	5.024	5.004	5.179	5.140		F12	1-Mar	7.532	(J0-V0)/6	-0.074	7.459
													F13	1-Mar	9.958	(J0-V0)/6	-0.074	9.884
K0-V0	4.753	-0.018	-0.087	-0.070	-0.244	-0.202	4.771	4.840	4.823	4.997	4.955
CRD F11	6.341						6.341	6.341	6.341	6.341	6.341
MACI F11	11.094	-0.018	-0.087	-0.070	-0.244	-0.202	11.112	11.181	11.164	11.338	11.296
CRD F12	7.459						7.459	7.459	7.459	7.459	7.459
MACI F12	12.212	-0.018	-0.087	-0.070	-0.244	-0.202	12.230	12.298	12.282	12.456	12.414
CRD F13	9.884						9.884	9.884	9.884	9.884	9.884
MACI F13	14.637	-0.018	-0.087	-0.070	-0.244	-0.202	14.655	14.723	14.707	14.881	14.839