| 2 Year Treasury Note Future Mar 26
| - | 6.33% | - | - | 782 |
| 2 Year Treasury Note Future June 26
| - | 5.57% | - | - | 687 |
| 5 Year Treasury Note Future Mar 26
| - | 3.57% | - | - | 840 |
| Ultra US Treasury Bond Future June 26
| - | 1.23% | - | - | 264 |
| United States Treasury Notes 3.5%
| - | 1.16% | - | - | 30,000,000 |
| Ultra US Treasury Bond Future Mar 26
| - | 1.14% | - | - | 244 |
| 10 Year Treasury Note Future Mar 26
| - | 0.96% | - | - | 218 |
| 5 Year Treasury Note Future June 26
| - | 0.94% | - | - | 222 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.83% | - | - | 30,455,000 |
| United States Treasury Notes 4.25%
| - | 0.79% | - | - | 20,000,000 |