MBF Alpha Commodities Index
| CL |
Close 3/17 |
1day? |
2day? |
3day? |
4day? |
5day? |
Close 3/16 |
Close 3/15 |
Close 3/12 |
Close 3/11 |
Close 3/10 |
|
|
Crude Oil (Par = 100) |
|
| K0 |
83.21 |
1.24 |
3.13 |
1.67 |
0.78 |
0.78 |
81.97 |
80.08 |
81.54 |
82.43 |
82.43 |
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6-month strip |
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| M0 |
83.56 |
1.25 |
3.13 |
1.68 |
0.78 |
0.77 |
82.31 |
80.43 |
81.88 |
82.78 |
82.79 |
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CRD Rolled on 1st Bus. Day of Month |
|
| N0 |
83.89 |
1.24 |
3.09 |
1.64 |
0.71 |
0.70 |
82.65 |
80.80 |
82.25 |
83.18 |
83.19 |
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| Q0 |
84.15 |
1.22 |
3.02 |
1.57 |
0.60 |
0.60 |
82.93 |
81.13 |
82.58 |
83.55 |
83.55 |
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CRD |
?CRD Calculation |
Adj CRD Val |
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| U0 |
84.36 |
1.20 |
2.94 |
1.49 |
0.47 |
0.50 |
83.16 |
81.42 |
82.87 |
83.89 |
83.86 |
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F11 |
1-Mar |
85.58 |
(J0-V0)/6 |
-0.34 |
85.24 |
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| V0 |
84.52 |
1.17 |
2.86 |
1.39 |
0.34 |
0.39 |
83.35 |
81.66 |
83.13 |
84.18 |
84.13 |
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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 |
83.95 |
1.22 |
3.03 |
1.57 |
0.61 |
0.62 |
82.73 |
80.92 |
82.38 |
83.34 |
83.33 |
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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 |
169.19 |
1.22 |
3.03 |
1.57 |
0.61 |
0.62 |
167.97 |
166.16 |
167.62 |
168.58 |
168.57 |
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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 |
172.62 |
1.22 |
3.03 |
1.57 |
0.61 |
0.62 |
171.40 |
169.59 |
171.05 |
172.01 |
172.00 |
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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 |
183.07 |
1.22 |
3.03 |
1.57 |
0.61 |
0.62 |
181.85 |
180.04 |
181.50 |
182.46 |
182.45 |
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| HO |
Close 3/17 |
1day? |
2day? |
3day? |
4day? |
5day? |
Close 3/16 |
Close 3/15 |
Close 3/12 |
Close 3/11 |
Close 3/10 |
|
|
Heating Oil (Par = 1) |
|
| K0 |
2.1513 |
0.0260 |
0.0821 |
0.0459 |
0.0255 |
0.0236 |
2.1253 |
2.0692 |
2.1054 |
2.1258 |
2.1277 |
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6-month strip |
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| M0 |
2.1633 |
0.0276 |
0.0818 |
0.0457 |
0.0260 |
0.0232 |
2.1357 |
2.0815 |
2.1176 |
2.1373 |
2.1401 |
|
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CRD Rolled on 1st Bus. Day of Month |
|
| N0 |
2.1790 |
0.0283 |
0.0809 |
0.0442 |
0.0249 |
0.0219 |
2.1507 |
2.0981 |
2.1348 |
2.1541 |
2.1571 |
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| Q0 |
2.1950 |
0.0285 |
0.0796 |
0.0429 |
0.0237 |
0.0204 |
2.1665 |
2.1154 |
2.1521 |
2.1713 |
2.1746 |
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CRD |
?CRD Calculation |
Adj CRD Val |
|
| U0 |
2.2119 |
0.0290 |
0.0783 |
0.0418 |
0.0223 |
0.0185 |
2.1829 |
2.1336 |
2.1701 |
2.1896 |
2.1934 |
|
F11 |
1-Mar |
0.5426 |
(J0-V0)/6 |
-0.0172 |
0.5254 |
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| V0 |
2.2299 |
0.0285 |
0.0751 |
0.0384 |
0.0185 |
0.0140 |
2.2014 |
2.1548 |
2.1915 |
2.2114 |
2.2159 |
|
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 |
2.1884 |
0.0280 |
0.0796 |
0.0432 |
0.0235 |
0.0203 |
2.1604 |
2.1088 |
2.1453 |
2.1649 |
2.1681 |
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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 |
2.7138 |
0.0280 |
0.0796 |
0.0432 |
0.0235 |
0.0203 |
2.6858 |
2.6342 |
2.6706 |
2.6903 |
2.6935 |
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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 |
2.8697 |
0.0280 |
0.0796 |
0.0432 |
0.0235 |
0.0203 |
2.8417 |
2.7901 |
2.8266 |
2.8462 |
2.8494 |
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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 |
3.1572 |
0.0280 |
0.0796 |
0.0432 |
0.0235 |
0.0203 |
3.1292 |
3.0775 |
3.1140 |
3.1337 |
3.1369 |
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| RB |
Close 3/17 |
1day? |
2day? |
3day? |
4day? |
5day? |
Close 3/16 |
Close 3/15 |
Close 3/12 |
Close 3/11 |
Close 3/10 |
|
|
RBOB Gasoline (Par = 1) |
|
| K0 |
2.3093 |
0.0355 |
0.0843 |
0.0512 |
0.0324 |
0.0225 |
2.2738 |
2.2250 |
2.2581 |
2.2769 |
2.2868 |
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6-month strip |
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| M0 |
2.2992 |
0.0344 |
0.0801 |
0.0468 |
0.0272 |
0.0194 |
2.2648 |
2.2191 |
2.2524 |
2.2720 |
2.2798 |
|
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CRD Rolled on 1st Bus. Day of Month |
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| N0 |
2.2877 |
0.0338 |
0.0776 |
0.0444 |
0.0246 |
0.0174 |
2.2539 |
2.2101 |
2.2433 |
2.2631 |
2.2703 |
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| Q0 |
2.2755 |
0.0331 |
0.0759 |
0.0430 |
0.0227 |
0.0158 |
2.2424 |
2.1996 |
2.2325 |
2.2528 |
2.2597 |
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CRD |
?CRD Calculation |
Adj CRD Val |
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| U0 |
2.2621 |
0.0331 |
0.0747 |
0.0425 |
0.0215 |
0.0148 |
2.2290 |
2.1874 |
2.2196 |
2.2406 |
2.2473 |
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F11 |
1-Mar |
0.8139 |
(J0-V0)/6 |
0.0192 |
0.8331 |
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| V0 |
2.1506 |
0.0319 |
0.0721 |
0.0397 |
0.0178 |
0.0113 |
2.1187 |
2.0785 |
2.1109 |
2.1328 |
2.1393 |
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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 |
2.2641 |
0.0336 |
0.0774 |
0.0446 |
0.0244 |
0.0169 |
2.2304 |
2.1866 |
2.2195 |
2.2397 |
2.2472 |
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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 |
3.0972 |
0.0336 |
0.0774 |
0.0446 |
0.0244 |
0.0169 |
3.0635 |
3.0197 |
3.0526 |
3.0728 |
3.0803 |
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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 |
3.1634 |
0.0336 |
0.0774 |
0.0446 |
0.0244 |
0.0169 |
3.1298 |
3.0860 |
3.1188 |
3.1391 |
3.1466 |
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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 |
3.2638 |
0.0336 |
0.0774 |
0.0446 |
0.0244 |
0.0169 |
3.2301 |
3.1863 |
3.2192 |
3.2394 |
3.2469 |
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| NG |
Close 3/17 |
1day? |
2day? |
3day? |
4day? |
5day? |
Close 3/16 |
Close 3/15 |
Close 3/12 |
Close 3/11 |
Close 3/10 |
|
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Natural Gas (Par = 10) |
|
| K0 |
4.371 |
-0.047 |
-0.096 |
-0.095 |
-0.135 |
-0.253 |
4.418 |
4.467 |
4.466 |
4.506 |
4.624 |
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6-month strip |
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| M0 |
4.443 |
-0.050 |
-0.099 |
-0.095 |
-0.136 |
-0.253 |
4.493 |
4.542 |
4.538 |
4.579 |
4.696 |
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CRD Rolled on 1st Bus. Day of Month |
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| N0 |
4.533 |
-0.054 |
-0.103 |
-0.099 |
-0.139 |
-0.256 |
4.587 |
4.636 |
4.632 |
4.672 |
4.789 |
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| Q0 |
4.603 |
-0.052 |
-0.100 |
-0.099 |
-0.137 |
-0.248 |
4.655 |
4.703 |
4.702 |
4.740 |
4.851 |
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CRD |
?CRD Calculation |
Adj CRD Val |
|
| U0 |
4.640 |
-0.053 |
-0.101 |
-0.100 |
-0.138 |
-0.246 |
4.693 |
4.741 |
4.740 |
4.778 |
4.886 |
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F11 |
1-Mar |
6.415 |
(J0-V0)/6 |
-0.074 |
6.341 |
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| V0 |
4.747 |
-0.051 |
-0.098 |
-0.095 |
-0.131 |
-0.234 |
4.798 |
4.845 |
4.842 |
4.878 |
4.981 |
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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 |
4.556 |
-0.051 |
-0.099 |
-0.097 |
-0.136 |
-0.248 |
4.607 |
4.656 |
4.653 |
4.692 |
4.805 |
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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 |
10.897 |
-0.051 |
-0.099 |
-0.097 |
-0.136 |
-0.248 |
10.948 |
10.997 |
10.994 |
11.033 |
11.145 |
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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 |
12.015 |
-0.051 |
-0.099 |
-0.097 |
-0.136 |
-0.248 |
12.066 |
12.114 |
12.112 |
12.151 |
12.263 |
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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 |
14.440 |
-0.051 |
-0.099 |
-0.097 |
-0.136 |
-0.248 |
14.491 |
14.539 |
14.537 |
14.576 |
14.688 |
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