| United States Treasury Notes 3.625%
| - | 6.70% | - | - | 4,020,000 |
| 2 Year Treasury Note Future June 26
| - | 6.25% | - | - | 3,600,000 |
| United States Treasury Notes 4.125%
| - | 6.09% | - | - | 3,610,000 |
| United States Treasury Notes 4.25%
| - | 5.31% | - | - | 3,155,000 |
| United States Treasury Notes 4%
| - | 4.96% | - | - | 2,955,000 |
| United States Treasury Bills 0.01%
| - | 3.71% | - | - | 2,225,000 |
| United States Treasury Notes 2.875%
| - | 2.93% | - | - | 1,800,000 |
| United States Treasury Notes 3.75%
| - | 2.84% | - | - | 1,735,000 |
| United States Treasury Notes 3.5%
| - | 2.62% | - | - | 1,580,000 |
| United States Treasury Notes 3.875%
| - | 2.57% | - | - | 1,530,000 |