| 2 Year Treasury Note Future June 26
| - | 7.96% | - | - | 23,600,000 |
| United States Treasury Bonds 4.625%
| - | 5.52% | - | - | 17,245,000 |
| United States Treasury Notes 3.875%
| - | 3.94% | - | - | 12,080,000 |
| United States Treasury Notes 4.125%
| - | 3.63% | - | - | 11,045,000 |
| United States Treasury Bonds 4.625%
| - | 2.19% | - | - | 6,900,000 |
| United States Treasury Bonds 4.625%
| - | 1.75% | - | - | 5,450,000 |
| United States Treasury Bonds 4.875%
| - | 1.69% | - | - | 5,100,000 |
| United States Treasury Bonds 4.5%
| - | 1.68% | - | - | 5,409,000 |
| United States Treasury Bonds 4.25%
| - | 1.03% | - | - | 3,460,000 |
| Federal National Mortgage Association 5.5%
| - | 0.88% | - | - | 2,675,000 |