| 5 Year Treasury Note Future June 26
| - | 4.93% | - | - | 2,800,000 |
| United States Treasury Notes 3.5%
| - | 4.73% | - | - | 2,925,000 |
| US Treasury Bond Future June 26
| - | 3.15% | - | - | 1,700,000 |
| 2 Year Treasury Note Future June 26
| - | 2.70% | - | - | 1,600,000 |
| United States Treasury Notes 4.125%
| - | 1.73% | - | - | 1,055,000 |
| United States Treasury Notes 4.25%
| - | 1.63% | - | - | 1,005,000 |
| United States Treasury Notes 3.625%
| - | 1.53% | - | - | 955,000 |
| United States Treasury Notes 4.625%
| - | 1.36% | - | - | 815,000 |
| United States Treasury Notes 3.875%
| - | 1.35% | - | - | 830,000 |
| United States Treasury Notes 3.5%
| - | 1.14% | - | - | 710,000 |