| Us 5yr Note (Cbt) Jun26 Xcbt 20260630
| - | 16.57% | - | - | 786,400,000 |
| Ultra 10 Year US Treasury Note Future June 26
| - | 5.07% | - | - | 229,100,000 |
| 10 Year Treasury Note Future June 26
| - | 3.39% | - | - | 156,600,000 |
| US Treasury Bond Future June 26
| - | 2.60% | - | - | 117,400,000 |
| United States Treasury Bonds 4.75%
| - | 1.51% | - | - | 79,430,000 |
| United States Treasury Bonds 1.125%
| - | 1.34% | - | - | 109,422,000 |
| United States Treasury Bonds 4.875%
| - | 1.20% | - | - | 61,630,000 |
| Federal National Mortgage Association 2.5%
| - | 1.10% | - | - | 66,758,800 |
| Federal National Mortgage Association 5.5%
| - | 1.07% | - | - | 54,540,992 |
| Bank of America Corp. 3.974%
| - | 1.06% | - | - | 55,107,000 |