| 2 Year Treasury Note Future June 26
| - | 5.12% | - | - | 3,000,000 |
| 5 Year Treasury Note Future June 26
| - | 5.02% | - | - | 2,800,000 |
| US Treasury Bond Future June 26
| - | 3.26% | - | - | 1,700,000 |
| United States Treasury Notes 3.5%
| - | 2.62% | - | - | 1,600,000 |
| United States Treasury Notes 4.125%
| - | 2.16% | - | - | 1,315,000 |
| United States Treasury Notes 4%
| - | 1.87% | - | - | 1,150,000 |
| United States Treasury Notes 4.125%
| - | 1.75% | - | - | 1,055,000 |
| United States Treasury Notes 4.625%
| - | 1.39% | - | - | 815,000 |
| Ultra US Treasury Bond Future June 26
| - | 1.18% | - | - | 600,000 |
| United States Treasury Notes 2.875%
| - | 0.86% | - | - | 535,000 |