| 2 Year Treasury Note Future Mar 26
| - | 3.30% | - | - | 85 |
| United States Treasury Bonds 2.5%
| - | 2.98% | - | - | 22,664,900 |
| United States Treasury Bonds 1.375%
| - | 2.38% | - | - | 26,100,400 |
| United States Treasury Bonds 4.25%
| - | 2.08% | - | - | 12,432,100 |
| 5 Year Treasury Note Future Mar 26
| - | 1.93% | - | - | 95 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.69% | - | - | 9,634,625 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.62% | - | - | 8,644,519 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.59% | - | - | 8,787,253 |
| Federal National Mortgage Association 2.5%
| - | 1.49% | - | - | 9,188,111 |
| Federal National Mortgage Association 5.5%
| - | 1.42% | - | - | 7,487,547 |