| Ultra 10 Year US Treasury Note Future Sept 25
| - | 15.63% | - | - | 96,200,000 |
| 2 Year Treasury Note Future Sept 25
| - | 6.06% | - | - | 40,400,000 |
| United States Treasury Bonds 4.125%
| - | 3.31% | - | - | 25,660,000 |
| Long Gilt Future Sept 25
| - | 2.13% | - | - | 12,000,000 |
| United States Treasury Notes 4.375%
| - | 2.09% | - | - | 14,285,000 |
| United States Treasury Bonds 4.75%
| - | 1.92% | - | - | 13,685,000 |
| United States Treasury Bonds 4.25%
| - | 1.85% | - | - | 14,490,000 |
| United States Treasury Bonds 4.625%
| - | 1.80% | - | - | 13,245,000 |
| United States Treasury Notes 4.125%
| - | 1.64% | - | - | 11,380,000 |
| United States Treasury Notes 3.875%
| - | 1.43% | - | - | 9,925,000 |