| United States Treasury Notes 3.625%
| - | 6.63% | - | - | 4,020,000 |
| 2 Year Treasury Note Future June 26
| - | 6.19% | - | - | 3,600,000 |
| United States Treasury Notes 4.125%
| - | 6.02% | - | - | 3,610,000 |
| United States Treasury Notes 4%
| - | 4.90% | - | - | 2,955,000 |
| United States Treasury Notes 2.875%
| - | 4.55% | - | - | 2,825,000 |
| United States Treasury Notes 4.25%
| - | 3.70% | - | - | 2,230,000 |
| United States Treasury Bills 0.01%
| - | 3.43% | - | - | 2,075,000 |
| United States Treasury Notes 3.75%
| - | 2.80% | - | - | 1,735,000 |
| United States Treasury Notes 4.125%
| - | 2.46% | - | - | 1,520,000 |
| United States Treasury Notes 3.875%
| - | 2.19% | - | - | 1,325,000 |