MBF Alpha Commodities Index

Date:
Contact:

CL

Close 11/17

day1?

day2?

day3?

day4?

day5?

Close 11/14

Close 11/13

Close 11/12

Close 11/11

Close 11/10

F9

55.49

-2.11

-3.57

-1.54

-4.73

-7.78

57.60

59.06

57.03

60.22

63.27

G9

56.28

-2.12

-3.72

-1.67

-4.84

-7.91

58.40

60.00

57.95

61.12

64.19

H9

57.15

-2.15

-3.80

-1.69

-4.90

-7.94

59.30

60.95

58.84

62.05

65.09

J9

58.06

-2.19

-3.84

-1.67

-4.89

-7.89

60.25

61.90

59.73

62.95

65.95

K9

58.99

-2.20

-3.84

-1.63

-4.85

-7.80

61.19

62.83

60.62

63.84

66.79

M9

59.90

-2.20

-3.80

-1.57

-4.79

-7.67

62.10

63.70

61.47

64.69

67.57

F9-M9

57.65

-2.16

-3.76

-1.63

-4.83

-7.83

59.81

61.41

59.27

62.48

65.48

Strip Value

57.65

-

-

-

-

-

59.81

61.41

59.27

62.48

65.48

CRD

99.52

-

-

-

-

-

99.52

99.52

99.52

99.52

99.52

Index Value

157.17

-2.16

-3.76

-1.63

-4.83

-7.83

159.33

160.93

158.79

162.00

165.00

 

HO

Close 11/17

day1?

day2?

day3?

day4?

day5?

Close 11/14

Close 11/13

Close 11/12

Close 11/11

Close 11/10

F9

1.8090

-0.0500

-0.0895

-0.0519

-0.1460

-0.2236

1.8590

1.8985

1.8609

1.9550

2.0326

G9

1.8275

-0.0530

-0.0930

-0.0544

-0.1470

-0.2246

1.8805

1.9205

1.8819

1.9745

2.0521

H9

1.8360

-0.0560

-0.0970

-0.0589

-0.1515

-0.2296

1.8920

1.9330

1.8949

1.9875

2.0656

J9

1.8310

-0.0570

-0.0970

-0.0589

-0.1535

-0.2331

1.8880

1.9280

1.8899

1.9845

2.0641

K9

1.8370

-0.0565

-0.0955

-0.0574

-0.1495

-0.2296

1.8935

1.9325

1.8944

1.9865

2.0666

M9

1.8485

-0.0560

-0.0945

-0.0559

-0.1450

-0.2256

1.9045

1.9430

1.9044

1.9935

2.0741

F9-M9

1.8315

-0.0548

-0.0944

-0.0562

-0.1488

-0.2277

1.8863

1.9259

1.8877

1.9803

2.0592

Strip Value

1.8315

-

-

-

-

-

1.8863

1.9259

1.8877

1.9803

2.0592

CRD

0.8860

-

-

-

-

-

0.8860

0.8860

0.8860

0.8860

0.8860

Index Value

2.7175

-0.0548

-0.0944

-0.0562

-0.1488

-0.2277

2.7723

2.8119

2.7737

2.8663

2.9452

 

RB

Close 11/17

day1?

day2?

day3?

day4?

day5?

Close 11/14

Close 11/13

Close 11/12

Close 11/11

Close 11/10

F9

1.2041

-0.0695

-0.1318

-0.0785

-0.1403

-0.2033

1.2736

1.3359

1.2826

1.3444