| 2 Year Treasury Note Future June 26
| - | 5.26% | - | - | 20,800,000 |
| Federal National Mortgage Association 6%
| - | 3.80% | - | - | 15,300,000 |
| Federal National Mortgage Association 5.5%
| - | 2.48% | - | - | 10,090,000 |
| United States Treasury Notes 3.5%
| - | 2.39% | - | - | 9,873,000 |
| United States Treasury Notes 0.375%
| - | 1.88% | - | - | 8,143,000 |
| United States Treasury Notes 4.25%
| - | 1.86% | - | - | 7,490,000 |
| United States Treasury Notes 2.875%
| - | 1.61% | - | - | 6,710,000 |
| United States Treasury Bonds 3%
| - | 1.35% | - | - | 7,170,000 |
| United States Treasury Notes 4.375%
| - | 1.29% | - | - | 5,136,000 |
| US Treasury Bond Future June 26
| - | 1.29% | - | - | 4,500,000 |