| 2 Year Treasury Note Future June 26
| - | 13.07% | - | - | 1,683 |
| 5 Year Treasury Note Future June 26
| - | 4.38% | - | - | 1,077 |
| 10 Year Treasury Note Future June 26
| - | 1.76% | - | - | 421 |
| Ultra US Treasury Bond Future June 26
| - | 1.70% | - | - | 383 |
| United States Treasury Notes 3.5%
| - | 1.52% | - | - | 41,000,000 |
| Government National Mortgage Association 5.5%
| - | 0.96% | - | - | 25,515,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.79% | - | - | 30,455,000 |
| Government National Mortgage Association 2%
| - | 0.72% | - | - | 23,049,665 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.67% | - | - | 24,500,000 |
| United States Treasury Notes 2.375%
| - | 0.66% | - | - | 16,000,000 |