| 5 Year Treasury Note Future June 26
| - | 4.95% | - | - | 2,800,000 |
| United States Treasury Notes 3.5%
| - | 4.75% | - | - | 2,925,000 |
| US Treasury Bond Future June 26
| - | 3.16% | - | - | 1,700,000 |
| 2 Year Treasury Note Future June 26
| - | 2.71% | - | - | 1,600,000 |
| United States Treasury Notes 4.125%
| - | 1.74% | - | - | 1,055,000 |
| United States Treasury Notes 4.25%
| - | 1.64% | - | - | 1,005,000 |
| United States Treasury Notes 3.625%
| - | 1.54% | - | - | 955,000 |
| United States Treasury Notes 4.625%
| - | 1.37% | - | - | 815,000 |
| United States Treasury Notes 3.875%
| - | 1.36% | - | - | 830,000 |
| United States Treasury Notes 3.5%
| - | 1.14% | - | - | 710,000 |