| 5 Year Treasury Note Future June 26
| - | 20.57% | - | - | 35,700,000 |
| United States Treasury Notes 3.875%
| - | 1.86% | - | - | 3,498,000 |
| United States Treasury Notes 3.625%
| - | 1.57% | - | - | 2,949,000 |
| United States Treasury Notes 3.625%
| - | 1.45% | - | - | 2,760,000 |
| United States Treasury Notes 4%
| - | 1.39% | - | - | 2,591,000 |
| United States Treasury Notes 4%
| - | 1.27% | - | - | 2,375,000 |
| United States Treasury Notes 4.25%
| - | 1.20% | - | - | 2,220,000 |
| United States Treasury Notes 4.125%
| - | 1.12% | - | - | 2,133,000 |
| United States Treasury Notes 3.75%
| - | 0.89% | - | - | 1,700,000 |
| United States Treasury Notes 3.875%
| - | 0.88% | - | - | 1,669,000 |