| 2 Year Treasury Note Future June 26
| - | 3.29% | - | - | 85 |
| United States Treasury Bonds 2.5%
| - | 2.50% | - | - | 19,331,700 |
| United States Treasury Bonds 1.375%
| - | 2.38% | - | - | 26,264,700 |
| United States Treasury Notes 1.875%
| - | 2.24% | - | - | 11,889,400 |
| 5 Year Treasury Note Future June 26
| - | 1.91% | - | - | 95 |
| United States Treasury Bonds 4.25%
| - | 1.85% | - | - | 11,167,000 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.64% | - | - | 9,514,921 |
| United States Treasury Bonds 3.375%
| - | 1.61% | - | - | 11,110,200 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.56% | - | - | 8,478,120 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.54% | - | - | 8,590,950 |