| 5 Year Treasury Note Future June 26
| - | 7.20% | - | - | 12,100,000 |
| United States Treasury Notes 4.25%
| - | 2.12% | - | - | 3,812,500 |
| 10 Year Treasury Note Future June 26
| - | 2.08% | - | - | 3,400,000 |
| United States Treasury Notes 3.875%
| - | 1.92% | - | - | 3,498,000 |
| United States Treasury Notes 4.625%
| - | 1.71% | - | - | 3,044,000 |
| United States Treasury Notes 3.625%
| - | 1.62% | - | - | 2,949,000 |
| United States Treasury Notes 3.625%
| - | 1.50% | - | - | 2,760,000 |
| United States Treasury Notes 4%
| - | 1.43% | - | - | 2,591,000 |
| United States Treasury Notes 4%
| - | 1.31% | - | - | 2,375,000 |
| United States Treasury Notes 4.25%
| - | 1.24% | - | - | 2,220,000 |