| 5 Year Treasury Note Future June 26
| - | 20.99% | - | - | 39,300,000 |
| United States Treasury Notes 3.875%
| - | 1.72% | - | - | 3,498,000 |
| United States Treasury Notes 3.625%
| - | 1.47% | - | - | 2,949,000 |
| United States Treasury Notes 3.625%
| - | 1.35% | - | - | 2,760,000 |
| United States Treasury Notes 4%
| - | 1.29% | - | - | 2,591,000 |
| United States Treasury Notes 4%
| - | 1.18% | - | - | 2,375,000 |
| United States Treasury Notes 4.25%
| - | 1.11% | - | - | 2,220,000 |
| United States Treasury Notes 4.125%
| - | 1.03% | - | - | 2,133,000 |
| United States Treasury Notes 3.75%
| - | 1.01% | - | - | 2,023,000 |
| United States Treasury Notes 3.75%
| - | 0.82% | - | - | 1,700,000 |