| 2 Year Treasury Note Future June 26
| - | 8.82% | - | - | 27,800,000 |
| United States Treasury Bonds 4.625%
| - | 5.61% | - | - | 19,045,000 |
| United States Treasury Notes 4.125%
| - | 5.26% | - | - | 17,045,000 |
| United States Treasury Notes 3.875%
| - | 4.46% | - | - | 14,580,000 |
| United States Treasury Bonds 4.625%
| - | 2.22% | - | - | 7,600,000 |
| United States Treasury Bonds 4.625%
| - | 1.61% | - | - | 5,450,000 |
| United States Treasury Bonds 4.875%
| - | 1.55% | - | - | 5,100,000 |
| United States Treasury Bonds 4.5%
| - | 1.54% | - | - | 5,409,000 |
| United States Treasury Bonds 4.25%
| - | 0.95% | - | - | 3,460,000 |
| Federal National Mortgage Association 5.5%
| - | 0.82% | - | - | 2,675,000 |