| 5 Year Treasury Note Future June 26
| - | 5.12% | - | - | 2,800,000 |
| United States Treasury Notes 3.5%
| - | 4.91% | - | - | 2,925,000 |
| US Treasury Bond Future June 26
| - | 3.27% | - | - | 1,700,000 |
| 2 Year Treasury Note Future June 26
| - | 2.80% | - | - | 1,600,000 |
| United States Treasury Notes 4%
| - | 1.90% | - | - | 1,150,000 |
| United States Treasury Notes 4.25%
| - | 1.88% | - | - | 1,115,000 |
| United States Treasury Notes 4.125%
| - | 1.79% | - | - | 1,055,000 |
| United States Treasury Notes 4.625%
| - | 1.42% | - | - | 815,000 |
| Ultra US Treasury Bond Future June 26
| - | 0.99% | - | - | 500,000 |
| United States Treasury Notes 3.625%
| - | 0.98% | - | - | 585,000 |