MBF Alpha Commodities Index

Date:	03/22/10
Contact:	Richard Rosenberg Phn: (502) 327-1405 Fax: (502) 327-1407 richard.rosenberg@us.icapenergy.com

CL	Close 3/19	1day?	2day?	3day?	4day?	5day?	Close 3/18	Close 3/17	Close 3/16	Close 3/15	Close 3/12			Crude Oil (Par = 100)
K0	80.97	-1.57	-2.24	-1.00	0.89	-0.57	82.54	83.21	81.97	80.08	81.54					6-month strip
M0	81.36	-1.58	-2.20	-0.95	0.93	-0.52	82.94	83.56	82.31	80.43	81.88			CRD Rolled on 1st Bus. Day of Month
N0	81.77	-1.57	-2.12	-0.88	0.97	-0.48	83.34	83.89	82.65	80.80	82.25
Q0	82.12	-1.56	-2.03	-0.81	0.99	-0.46	83.68	84.15	82.93	81.13	82.58				CRD	?CRD Calculation		Adj CRD Val
U0	82.39	-1.55	-1.97	-0.77	0.97	-0.48	83.94	84.36	83.16	81.42	82.87		F11	1-Mar	85.58	(J0-V0)/6	-0.34	85.24
V0	82.61	-1.54	-1.91	-0.74	0.95	-0.52	84.15	84.52	83.35	81.66	83.13		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	81.87	-1.56	-2.08	-0.86	0.95	-0.51	83.43	83.95	82.73	80.92	82.38
CRD F11	85.24						85.24	85.24	85.24	85.24	85.24
MACI F11	167.11	-1.56	-2.08	-0.86	0.95	-0.51	168.67	169.19	167.97	166.16	167.62
CRD F12	88.67						88.67	88.67	88.67	88.67	88.67
MACI F12	170.54	-1.56	-2.08	-0.86	0.95	-0.51	172.10	172.62	171.40	169.59	171.05
CRD F13	99.12						99.12	99.12	99.12	99.12	99.12
MACI F13	180.99	-1.56	-2.08	-0.86	0.95	-0.50	182.56	183.07	181.85	180.04	181.50
HO	Close 3/19	1day?	2day?	3day?	4day?	5day?	Close 3/18	Close 3/17	Close 3/16	Close 3/15	Close 3/12			Heating Oil (Par = 1)
K0	2.0891	-0.0438	-0.0622	-0.0362	0.0199	-0.0163	2.1329	2.1513	2.1253	2.0692	2.1054					6-month strip
M0	2.1036	-0.0443	-0.0597	-0.0321	0.0221	-0.0140	2.1479	2.1633	2.1357	2.0815	2.1176			CRD Rolled on 1st Bus. Day of Month
N0	2.1212	-0.0443	-0.0578	-0.0295	0.0231	-0.0136	2.1655	2.1790	2.1507	2.0981	2.1348
Q0	2.1388	-0.0447	-0.0562	-0.0277	0.0234	-0.0133	2.1835	2.1950	2.1665	2.1154	2.1521				CRD	?CRD Calculation		Adj CRD Val
U0	2.1580	-0.0442	-0.0539	-0.0249	0.0244	-0.0121	2.2022	2.2119	2.1829	2.1336	2.1701		F11	1-Mar	0.5426	(J0-V0)/6	-0.0172	0.5254
V0	2.1783	-0.0433	-0.0516	-0.0231	0.0235	-0.0132	2.2216	2.2299	2.2014	2.1548	2.1915		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	2.1315	-0.0441	-0.0569	-0.0289	0.0227	-0.0137	2.1756	2.1884	2.1604	2.1088	2.1453
CRD F11	0.5254						0.5254	0.5254	0.5254	0.5254	0.5254
MACI F11	2.6569	-0.0441	-0.0569	-0.0289	0.0227	-0.0137	2.7010	2.7138	2.6858	2.6342	2.6706
CRD F12	0.6813						0.6813	0.6813	0.6813	0.6813	0.6813
MACI F12	2.8128	-0.0441	-0.0569	-0.0289	0.0227	-0.0137	2.8569	2.8697	2.8417	2.7901	2.8266
CRD F13	0.9688						0.9688	0.9688	0.9688	0.9688	0.9688
MACI F13	3.1003	-0.0441	-0.0569	-0.0289	0.0227	-0.0137	3.1444	3.1572	3.1292	3.0775	3.1140
RB	Close 3/19	1day?	2day?	3day?	4day?	5day?	Close 3/18	Close 3/17	Close 3/16	Close 3/15	Close 3/12			RBOB Gasoline (Par = 1)
K0	2.2543	-0.0442	-0.0550	-0.0195	0.0293	-0.0038	2.2985	2.3093	2.2738	2.2250	2.2581					6-month strip
M0	2.2438	-0.0423	-0.0554	-0.0210	0.0247	-0.0086	2.2861	2.2992	2.2648	2.2191	2.2524			CRD Rolled on 1st Bus. Day of Month
N0	2.2322	-0.0410	-0.0555	-0.0217	0.0221	-0.0111	2.2732	2.2877	2.2539	2.2101	2.2433
Q0	2.2199	-0.0406	-0.0556	-0.0225	0.0203	-0.0126	2.2605	2.2755	2.2424	2.1996	2.2325				CRD	?CRD Calculation		Adj CRD Val
U0	2.2069	-0.0400	-0.0552	-0.0221	0.0195	-0.0127	2.2469	2.2621	2.2290	2.1874	2.2196		F11	1-Mar	0.8139	(J0-V0)/6	0.0192	0.8331
V0	2.0956	-0.0395	-0.0550	-0.0231	0.0171	-0.0153	2.1351	2.1506	2.1187	2.0785	2.1109		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	2.2088	-0.0413	-0.0553	-0.0217	0.0222	-0.0107	2.2501	2.2641	2.2304	2.1866	2.2195
CRD F11	0.8331						0.8331	0.8331	0.8331	0.8331	0.8331
MACI F11	3.0419	-0.0413	-0.0553	-0.0217	0.0222	-0.0107	3.0831	3.0972	3.0635	3.0197	3.0526
CRD F12	0.8994						0.8994	0.8994	0.8994	0.8994	0.8994
MACI F12	3.1081	-0.0413	-0.0553	-0.0217	0.0222	-0.0107	3.1494	3.1634	3.1298	3.0860	3.1188
CRD F13	0.9997						0.9997	0.9997	0.9997	0.9997	0.9997
MACI F13	3.2085	-0.0413	-0.0553	-0.0217	0.0222	-0.0107	3.2497	3.2638	3.2301	3.1863	3.2192
NG	Close 3/19	1day?	2day?	3day?	4day?	5day?	Close 3/18	Close 3/17	Close 3/16	Close 3/15	Close 3/12			Natural Gas (Par = 10)
K0	4.228	0.075	-0.143	-0.190	-0.239	-0.238	4.153	4.371	4.418	4.467	4.466					6-month strip
M0	4.296	0.070	-0.147	-0.197	-0.246	-0.242	4.226	4.443	4.493	4.542	4.538			CRD Rolled on 1st Bus. Day of Month
N0	4.387	0.066	-0.146	-0.200	-0.249	-0.245	4.321	4.533	4.587	4.636	4.632
Q0	4.462	0.068	-0.141	-0.193	-0.241	-0.240	4.394	4.603	4.655	4.703	4.702				CRD	?CRD Calculation		Adj CRD Val
U0	4.501	0.069	-0.139	-0.192	-0.240	-0.239	4.432	4.640	4.693	4.741	4.740		F11	1-Mar	6.415	(J0-V0)/6	-0.074	6.341
V0	4.621	0.076	-0.126	-0.177	-0.224	-0.221	4.545	4.747	4.798	4.845	4.842		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	4.416	0.071	-0.140	-0.192	-0.240	-0.237	4.345	4.556	4.607	4.656	4.653
CRD F11	6.341						6.341	6.341	6.341	6.341	6.341
MACI F11	10.757	0.071	-0.140	-0.192	-0.240	-0.238	10.686	10.897	10.948	10.997	10.994
CRD F12	7.459						7.459	7.459	7.459	7.459	7.459
MACI F12	11.874	0.071	-0.140	-0.191	-0.240	-0.237	11.804	12.015	12.066	12.114	12.112
CRD F13	9.884						9.884	9.884	9.884	9.884	9.884
MACI F13	14.300	0.071	-0.140	-0.191	-0.240	-0.237	14.229	14.440	14.491	14.539	14.537