| 2 Year Treasury Note Future June 26
| - | 6.63% | - | - | 26,600,000 |
| Federal National Mortgage Association 6%
| - | 3.74% | - | - | 15,300,000 |
| Federal National Mortgage Association 5.5%
| - | 2.44% | - | - | 10,090,000 |
| United States Treasury Notes 3.5%
| - | 2.36% | - | - | 9,873,000 |
| United States Treasury Notes 0.375%
| - | 1.86% | - | - | 8,143,000 |
| United States Treasury Notes 4.25%
| - | 1.81% | - | - | 7,490,000 |
| United States Treasury Notes 2.875%
| - | 1.73% | - | - | 7,360,000 |
| Ultra US Treasury Bond Future June 26
| - | 1.41% | - | - | 5,000,000 |
| United States Treasury Notes 4.375%
| - | 1.25% | - | - | 5,136,000 |
| United States Treasury Notes 4.375%
| - | 1.23% | - | - | 5,000,000 |