| 2 Year Treasury Note Future June 26
| - | 17.55% | - | - | 89,400,000 |
| United States Treasury Bonds 4.625%
| - | 2.93% | - | - | 16,028,000 |
| United States Treasury Bills 0.01%
| - | 2.27% | - | - | 12,000,000 |
| 10 Year Treasury Note Future June 26
| - | 1.95% | - | - | 9,300,000 |
| 5 Year Treasury Note Future June 26
| - | 1.78% | - | - | 8,700,000 |
| United States Treasury Notes 4.125%
| - | 1.74% | - | - | 9,302,000 |
| Federal National Mortgage Association 2.5%
| - | 1.10% | - | - | 6,846,064 |
| Federal National Mortgage Association 2%
| - | 1.06% | - | - | 6,945,394 |
| Government National Mortgage Association 5%
| - | 0.93% | - | - | 4,954,082 |
| Federal National Mortgage Association 5.5%
| - | 0.78% | - | - | 4,070,454 |