| United States Treasury Notes 4.125%
| - | 6.60% | - | - | 3,880,000 |
| United States Treasury Notes 2.875%
| - | 6.45% | - | - | 3,820,000 |
| United States Treasury Notes 3.75%
| - | 4.73% | - | - | 2,795,000 |
| United States Treasury Notes 4.125%
| - | 4.58% | - | - | 2,620,000 |
| United States Treasury Notes 4.25%
| - | 4.55% | - | - | 2,615,000 |
| United States Treasury Notes 4%
| - | 3.79% | - | - | 2,180,000 |
| United States Treasury Notes 3.875%
| - | 2.29% | - | - | 1,325,000 |
| United States Treasury Notes 4.25%
| - | 2.25% | - | - | 1,305,000 |
| 2 Year Treasury Note Future Sept 26
| - | 2.16% | - | - | 1,200,000 |
| United States Treasury Notes 4.375%
| - | 1.79% | - | - | 1,030,000 |