| 2 Year Treasury Note Future June 26
| - | 13.92% | - | - | 66,800,000 |
| United States Treasury Bonds 4.625%
| - | 6.39% | - | - | 33,345,000 |
| United States Treasury Bonds 4.625%
| - | 3.07% | - | - | 16,250,000 |
| United States Treasury Notes 3.875%
| - | 2.98% | - | - | 14,930,000 |
| United States Treasury Notes 4.125%
| - | 2.65% | - | - | 13,145,000 |
| United States Treasury Bonds 4.625%
| - | 1.05% | - | - | 5,450,000 |
| United States Treasury Bonds 4.875%
| - | 1.01% | - | - | 5,100,000 |
| United States Treasury Bonds 4.5%
| - | 1.00% | - | - | 5,409,000 |
| Federal National Mortgage Association 6%
| - | 0.67% | - | - | 3,250,000 |
| United States Treasury Bonds 4.25%
| - | 0.61% | - | - | 3,460,000 |