MBF Alpha Commodities Index
| 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) |
|
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| K0 |
81.86 |
-0.45 |
-0.06 |
1.23 |
0.60 |
1.80 |
82.31 |
81.92 |
80.63 |
81.26 |
80.06 |
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6-month strip |
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| M0 |
82.30 |
-0.48 |
-0.07 |
1.20 |
0.66 |
1.86 |
82.78 |
82.37 |
81.10 |
81.64 |
80.44 |
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CRD Rolled on 1st Bus. Day of Month |
|
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| N0 |
82.75 |
-0.50 |
-0.07 |
1.21 |
0.75 |
1.94 |
83.25 |
82.82 |
81.54 |
82.00 |
80.81 |
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| Q0 |
83.14 |
-0.49 |
-0.04 |
1.26 |
0.85 |
2.03 |
83.63 |
83.18 |
81.88 |
82.29 |
81.11 |
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CRD |
?CRD Calculation |
Adj CRD Val |
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| 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 |
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| 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 |
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F13 |
1-Mar |
99.47 |
(J0-V0)/6 |
-0.34 |
99.12 |
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| K0-V0 |
82.89 |
-0.48 |
-0.04 |
1.25 |
0.80 |
1.98 |
83.36 |
82.93 |
81.63 |
82.09 |
80.91 |
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| CRD F11 |
85.24 |
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|
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85.24 |
85.24 |
85.24 |
85.24 |
85.24 |
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| MACI F11 |
168.13 |
-0.48 |
-0.04 |
1.25 |
0.80 |
1.98 |
168.61 |
168.17 |
166.87 |
167.33 |
166.15 |
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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 |
171.56 |
-0.48 |
-0.04 |
1.25 |
0.80 |
1.98 |
172.04 |
171.60 |
170.30 |
170.76 |
169.58 |
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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 |
182.01 |
-0.48 |
-0.04 |
1.25 |
0.79 |
1.98 |
182.49 |
182.05 |
180.76 |
181.21 |
180.03 |
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| 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 |
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|
6-month strip |
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|
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| M0 |
2.1165 |
-0.0172 |
-0.0070 |
0.0219 |
0.0019 |
0.0382 |
2.1337 |
2.1235 |
2.0946 |
2.1146 |
2.0783 |
|
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CRD Rolled on 1st Bus. Day of Month |
|
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| N0 |
2.1345 |
-0.0173 |
-0.0074 |
0.0210 |
0.0034 |
0.0394 |
2.1518 |
2.1419 |
2.1135 |
2.1311 |
2.0951 |
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| Q0 |
2.1528 |
-0.0168 |
-0.0073 |
0.0211 |
0.0054 |
0.0412 |
2.1696 |
2.1601 |
2.1317 |
2.1474 |
2.1116 |
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CRD |
?CRD Calculation |
Adj CRD Val |
|
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| 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 |
|
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| 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 |
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F13 |
1-Mar |
0.9860 |
(J0-V0)/6 |
-0.0172 |
0.9688 |
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| K0-V0 |
2.1459 |
-0.0170 |
-0.0070 |
0.0217 |
0.0043 |
0.0400 |
2.1629 |
2.1529 |
2.1242 |
2.1416 |
2.1059 |
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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 |
2.6713 |
-0.0170 |
-0.0070 |
0.0217 |
0.0043 |
0.0400 |
2.6883 |
2.6783 |
2.6495 |
2.6670 |
2.6313 |
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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 |
2.8272 |
-0.0170 |
-0.0070 |
0.0217 |
0.0043 |
0.0400 |
2.8442 |
2.8342 |
2.8055 |
2.8229 |
2.7872 |
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| CRD F13 |
0.9688 |
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|
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0.9688 |
0.9688 |
0.9688 |
0.9688 |
0.9688 |
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| MACI F13 |
3.1146 |
-0.0170 |
-0.0070 |
0.0217 |
0.0043 |
0.0400 |
3.1317 |
3.1217 |
3.0929 |
3.1104 |
3.0746 |
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| 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) |
|
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| K0 |
2.2623 |
-0.0255 |
-0.0111 |
0.0263 |
0.0129 |
0.0597 |
2.2878 |
2.2734 |
2.2360 |
2.2494 |
2.2026 |
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6-month strip |
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|
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| M0 |
2.2558 |
-0.0227 |
-0.0100 |
0.0262 |
0.0124 |
0.0549 |
2.2785 |
2.2658 |
2.2296 |
2.2434 |
2.2009 |
|
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CRD Rolled on 1st Bus. Day of Month |
|
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| N0 |
2.2471 |
-0.0223 |
-0.0095 |
0.0260 |
0.0119 |
0.0525 |
2.2694 |
2.2566 |
2.2211 |
2.2352 |
2.1946 |
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| Q0 |
2.2372 |
-0.0225 |
-0.0092 |
0.0259 |
0.0115 |
0.0510 |
2.2597 |
2.2464 |
2.2113 |
2.2257 |
2.1862 |
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CRD |
?CRD Calculation |
Adj CRD Val |
|
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| 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 |
|
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| 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 |
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F13 |
1-Mar |
0.9805 |
(J0-V0)/6 |
0.0192 |
0.9997 |
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| K0-V0 |
2.2244 |
-0.0231 |
-0.0099 |
0.0256 |
0.0119 |
0.0528 |
2.2475 |
2.2344 |
2.1988 |
2.2126 |
2.1717 |
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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 |
3.0575 |
-0.0231 |
-0.0099 |
0.0256 |
0.0119 |
0.0528 |
3.0806 |
3.0674 |
3.0319 |
3.0456 |
3.0047 |
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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 |
3.1238 |
-0.0231 |
-0.0099 |
0.0256 |
0.0119 |
0.0528 |
3.1468 |
3.1337 |
3.0982 |
3.1119 |
3.0710 |
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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 |
3.2241 |
-0.0231 |
-0.0099 |
0.0256 |
0.0119 |
0.0528 |
3.2472 |
3.2340 |
3.1985 |
3.2122 |
3.1713 |
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| 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 |
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6-month strip |
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| M0 |
4.643 |
-0.016 |
-0.086 |
-0.074 |
-0.249 |
-0.207 |
4.659 |
4.729 |
4.717 |
4.892 |
4.850 |
|
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CRD Rolled on 1st Bus. Day of Month |
|
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| N0 |
4.735 |
-0.015 |
-0.085 |
-0.071 |
-0.242 |
-0.199 |
4.750 |
4.820 |
4.806 |
4.977 |
4.934 |
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| Q0 |
4.797 |
-0.017 |
-0.086 |
-0.070 |
-0.241 |
-0.200 |
4.814 |
4.883 |
4.867 |
5.038 |
4.997 |
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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 |
|
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| 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 |
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F13 |
1-Mar |
9.958 |
(J0-V0)/6 |
-0.074 |
9.884 |
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| K0-V0 |
4.753 |
-0.018 |
-0.087 |
-0.070 |
-0.244 |
-0.202 |
4.771 |
4.840 |
4.823 |
4.997 |
4.955 |
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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 |
11.094 |
-0.018 |
-0.087 |
-0.070 |
-0.244 |
-0.202 |
11.112 |
11.181 |
11.164 |
11.338 |
11.296 |
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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 |
12.212 |
-0.018 |
-0.087 |
-0.070 |
-0.244 |
-0.202 |
12.230 |
12.298 |
12.282 |
12.456 |
12.414 |
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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 |
14.637 |
-0.018 |
-0.087 |
-0.070 |
-0.244 |
-0.202 |
14.655 |
14.723 |
14.707 |
14.881 |
14.839 |
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