| 2 Year Treasury Note Future June 26
| - | 4.49% | - | - | 125 |
| United States Treasury Bonds 2.5%
| - | 3.04% | - | - | 25,140,600 |
| United States Treasury Bonds 1.375%
| - | 2.64% | - | - | 31,408,800 |
| United States Treasury Bonds 4.25%
| - | 2.24% | - | - | 14,565,700 |
| United States Treasury Notes 1.875%
| - | 2.17% | - | - | 12,197,400 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.53% | - | - | 9,492,460 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.44% | - | - | 8,339,610 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.41% | - | - | 8,455,154 |
| Federal National Mortgage Association 4%
| - | 1.37% | - | - | 8,311,906 |
| Federal National Mortgage Association 2.5%
| - | 1.35% | - | - | 9,020,554 |