| 5 Year Treasury Note Future June 26
| - | 5.06% | - | - | 2,800,000 |
| United States Treasury Notes 3.5%
| - | 4.84% | - | - | 2,925,000 |
| US Treasury Bond Future June 26
| - | 3.23% | - | - | 1,700,000 |
| 2 Year Treasury Note Future June 26
| - | 2.77% | - | - | 1,600,000 |
| United States Treasury Notes 4.25%
| - | 2.21% | - | - | 1,325,000 |
| United States Treasury Notes 4%
| - | 1.88% | - | - | 1,150,000 |
| United States Treasury Notes 4.125%
| - | 1.77% | - | - | 1,055,000 |
| United States Treasury Notes 3.625%
| - | 1.57% | - | - | 955,000 |
| United States Treasury Notes 4.625%
| - | 1.40% | - | - | 815,000 |
| Ultra US Treasury Bond Future June 26
| - | 0.97% | - | - | 500,000 |