MBF Alpha Commodities Index
| CL |
Close 3/19 |
1day? |
2day? |
3day? |
4day? |
5day? |
Close 3/18 |
Close 3/17 |
Close 3/16 |
Close 3/15 |
Close 3/12 |
|
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Crude Oil (Par = 100) |
|
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| K0 |
80.97 |
-1.57 |
-2.24 |
-1.00 |
0.89 |
-0.57 |
82.54 |
83.21 |
81.97 |
80.08 |
81.54 |
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6-month strip |
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| M0 |
81.36 |
-1.58 |
-2.20 |
-0.95 |
0.93 |
-0.52 |
82.94 |
83.56 |
82.31 |
80.43 |
81.88 |
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CRD Rolled on 1st Bus. Day of Month |
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| N0 |
81.77 |
-1.57 |
-2.12 |
-0.88 |
0.97 |
-0.48 |
83.34 |
83.89 |
82.65 |
80.80 |
82.25 |
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| Q0 |
82.12 |
-1.56 |
-2.03 |
-0.81 |
0.99 |
-0.46 |
83.68 |
84.15 |
82.93 |
81.13 |
82.58 |
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CRD |
?CRD Calculation |
Adj CRD Val |
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| 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 |
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| V0 |
82.61 |
-1.54 |
-1.91 |
-0.74 |
0.95 |
-0.52 |
84.15 |
84.52 |
83.35 |
81.66 |
83.13 |
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F12 |
1-Mar |
89.01 |
(J0-V0)/6 |
-0.34 |
88.67 |
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F13 |
1-Mar |
99.47 |
(J0-V0)/6 |
-0.34 |
99.12 |
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| K0-V0 |
81.87 |
-1.56 |
-2.08 |
-0.86 |
0.95 |
-0.51 |
83.43 |
83.95 |
82.73 |
80.92 |
82.38 |
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| CRD F11 |
85.24 |
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85.24 |
85.24 |
85.24 |
85.24 |
85.24 |
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| MACI F11 |
167.11 |
-1.56 |
-2.08 |
-0.86 |
0.95 |
-0.51 |
168.67 |
169.19 |
167.97 |
166.16 |
167.62 |
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| CRD F12 |
88.67 |
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88.67 |
88.67 |
88.67 |
88.67 |
88.67 |
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| MACI F12 |
170.54 |
-1.56 |
-2.08 |
-0.86 |
0.95 |
-0.51 |
172.10 |
172.62 |
171.40 |
169.59 |
171.05 |
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| CRD F13 |
99.12 |
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99.12 |
99.12 |
99.12 |
99.12 |
99.12 |
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| MACI F13 |
180.99 |
-1.56 |
-2.08 |
-0.86 |
0.95 |
-0.50 |
182.56 |
183.07 |
181.85 |
180.04 |
181.50 |
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| HO |
Close 3/19 |
1day? |
2day? |
3day? |
4day? |
5day? |
Close 3/18 |
Close 3/17 |
Close 3/16 |
Close 3/15 |
Close 3/12 |
|
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Heating Oil (Par = 1) |
|
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| K0 |
2.0891 |
-0.0438 |
-0.0622 |
-0.0362 |
0.0199 |
-0.0163 |
2.1329 |
2.1513 |
2.1253 |
2.0692 |
2.1054 |
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6-month strip |
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|
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| M0 |
2.1036 |
-0.0443 |
-0.0597 |
-0.0321 |
0.0221 |
-0.0140 |
2.1479 |
2.1633 |
2.1357 |
2.0815 |
2.1176 |
|
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CRD Rolled on 1st Bus. Day of Month |
|
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| N0 |
2.1212 |
-0.0443 |
-0.0578 |
-0.0295 |
0.0231 |
-0.0136 |
2.1655 |
2.1790 |
2.1507 |
2.0981 |
2.1348 |
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| Q0 |
2.1388 |
-0.0447 |
-0.0562 |
-0.0277 |
0.0234 |
-0.0133 |
2.1835 |
2.1950 |
2.1665 |
2.1154 |
2.1521 |
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CRD |
?CRD Calculation |
Adj CRD Val |
|
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| 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 |
|
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| 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 |
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F13 |
1-Mar |
0.9860 |
(J0-V0)/6 |
-0.0172 |
0.9688 |
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| K0-V0 |
2.1315 |
-0.0441 |
-0.0569 |
-0.0289 |
0.0227 |
-0.0137 |
2.1756 |
2.1884 |
2.1604 |
2.1088 |
2.1453 |
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| CRD F11 |
0.5254 |
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0.5254 |
0.5254 |
0.5254 |
0.5254 |
0.5254 |
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| MACI F11 |
2.6569 |
-0.0441 |
-0.0569 |
-0.0289 |
0.0227 |
-0.0137 |
2.7010 |
2.7138 |
2.6858 |
2.6342 |
2.6706 |
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| CRD F12 |
0.6813 |
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0.6813 |
0.6813 |
0.6813 |
0.6813 |
0.6813 |
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| MACI F12 |
2.8128 |
-0.0441 |
-0.0569 |
-0.0289 |
0.0227 |
-0.0137 |
2.8569 |
2.8697 |
2.8417 |
2.7901 |
2.8266 |
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| CRD F13 |
0.9688 |
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0.9688 |
0.9688 |
0.9688 |
0.9688 |
0.9688 |
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| MACI F13 |
3.1003 |
-0.0441 |
-0.0569 |
-0.0289 |
0.0227 |
-0.0137 |
3.1444 |
3.1572 |
3.1292 |
3.0775 |
3.1140 |
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| RB |
Close 3/19 |
1day? |
2day? |
3day? |
4day? |
5day? |
Close 3/18 |
Close 3/17 |
Close 3/16 |
Close 3/15 |
Close 3/12 |
|
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RBOB Gasoline (Par = 1) |
|
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| K0 |
2.2543 |
-0.0442 |
-0.0550 |
-0.0195 |
0.0293 |
-0.0038 |
2.2985 |
2.3093 |
2.2738 |
2.2250 |
2.2581 |
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6-month strip |
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| M0 |
2.2438 |
-0.0423 |
-0.0554 |
-0.0210 |
0.0247 |
-0.0086 |
2.2861 |
2.2992 |
2.2648 |
2.2191 |
2.2524 |
|
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CRD Rolled on 1st Bus. Day of Month |
|
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| N0 |
2.2322 |
-0.0410 |
-0.0555 |
-0.0217 |
0.0221 |
-0.0111 |
2.2732 |
2.2877 |
2.2539 |
2.2101 |
2.2433 |
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| Q0 |
2.2199 |
-0.0406 |
-0.0556 |
-0.0225 |
0.0203 |
-0.0126 |
2.2605 |
2.2755 |
2.2424 |
2.1996 |
2.2325 |
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CRD |
?CRD Calculation |
Adj CRD Val |
|
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| 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 |
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| 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 |
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F13 |
1-Mar |
0.9805 |
(J0-V0)/6 |
0.0192 |
0.9997 |
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| K0-V0 |
2.2088 |
-0.0413 |
-0.0553 |
-0.0217 |
0.0222 |
-0.0107 |
2.2501 |
2.2641 |
2.2304 |
2.1866 |
2.2195 |
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| CRD F11 |
0.8331 |
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0.8331 |
0.8331 |
0.8331 |
0.8331 |
0.8331 |
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| MACI F11 |
3.0419 |
-0.0413 |
-0.0553 |
-0.0217 |
0.0222 |
-0.0107 |
3.0831 |
3.0972 |
3.0635 |
3.0197 |
3.0526 |
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| CRD F12 |
0.8994 |
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0.8994 |
0.8994 |
0.8994 |
0.8994 |
0.8994 |
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| MACI F12 |
3.1081 |
-0.0413 |
-0.0553 |
-0.0217 |
0.0222 |
-0.0107 |
3.1494 |
3.1634 |
3.1298 |
3.0860 |
3.1188 |
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| CRD F13 |
0.9997 |
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0.9997 |
0.9997 |
0.9997 |
0.9997 |
0.9997 |
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| MACI F13 |
3.2085 |
-0.0413 |
-0.0553 |
-0.0217 |
0.0222 |
-0.0107 |
3.2497 |
3.2638 |
3.2301 |
3.1863 |
3.2192 |
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| NG |
Close 3/19 |
1day? |
2day? |
3day? |
4day? |
5day? |
Close 3/18 |
Close 3/17 |
Close 3/16 |
Close 3/15 |
Close 3/12 |
|
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Natural Gas (Par = 10) |
|
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| K0 |
4.228 |
0.075 |
-0.143 |
-0.190 |
-0.239 |
-0.238 |
4.153 |
4.371 |
4.418 |
4.467 |
4.466 |
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6-month strip |
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| M0 |
4.296 |
0.070 |
-0.147 |
-0.197 |
-0.246 |
-0.242 |
4.226 |
4.443 |
4.493 |
4.542 |
4.538 |
|
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CRD Rolled on 1st Bus. Day of Month |
|
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| N0 |
4.387 |
0.066 |
-0.146 |
-0.200 |
-0.249 |
-0.245 |
4.321 |
4.533 |
4.587 |
4.636 |
4.632 |
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| Q0 |
4.462 |
0.068 |
-0.141 |
-0.193 |
-0.241 |
-0.240 |
4.394 |
4.603 |
4.655 |
4.703 |
4.702 |
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CRD |
?CRD Calculation |
Adj CRD Val |
|
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| 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 |
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| V0 |
4.621 |
0.076 |
-0.126 |
-0.177 |
-0.224 |
-0.221 |
4.545 |
4.747 |
4.798 |
4.845 |
4.842 |
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F12 |
1-Mar |
7.532 |
(J0-V0)/6 |
-0.074 |
7.459 |
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F13 |
1-Mar |
9.958 |
(J0-V0)/6 |
-0.074 |
9.884 |
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| K0-V0 |
4.416 |
0.071 |
-0.140 |
-0.192 |
-0.240 |
-0.237 |
4.345 |
4.556 |
4.607 |
4.656 |
4.653 |
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| CRD F11 |
6.341 |
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6.341 |
6.341 |
6.341 |
6.341 |
6.341 |
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| MACI F11 |
10.757 |
0.071 |
-0.140 |
-0.192 |
-0.240 |
-0.238 |
10.686 |
10.897 |
10.948 |
10.997 |
10.994 |
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| CRD F12 |
7.459 |
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7.459 |
7.459 |
7.459 |
7.459 |
7.459 |
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| MACI F12 |
11.874 |
0.071 |
-0.140 |
-0.191 |
-0.240 |
-0.237 |
11.804 |
12.015 |
12.066 |
12.114 |
12.112 |
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| CRD F13 |
9.884 |
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9.884 |
9.884 |
9.884 |
9.884 |
9.884 |
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| MACI F13 |
14.300 |
0.071 |
-0.140 |
-0.191 |
-0.240 |
-0.237 |
14.229 |
14.440 |
14.491 |
14.539 |
14.537 |
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