| 1 | US TREASURY N/B 02/34 4 | N/A | 1.03% | 866,500 |
| 2 | US TREASURY N/B 11/33 4.5 | N/A | 1.02% | 826,000 |
| 3 | US TREASURY N/B 08/33 3.875 | N/A | 0.93% | 785,500 |
| 4 | US TREASURY N/B 11/32 4.125 | N/A | 0.85% | 704,500 |
| 5 | US TREASURY N/B 02/33 3.5 | N/A | 0.84% | 731,500 |
| 6 | US TREASURY N/B 05/33 3.375 | N/A | 0.82% | 718,000 |
|
| 7 | US TREASURY N/B 08/31 1.25 | N/A | 0.82% | 812,500 |
| 8 | US TREASURY N/B 05/32 2.875 | N/A | 0.81% | 731,500 |
| 9 | US TREASURY N/B 08/32 2.75 | N/A | 0.80% | 731,500 |
| 10 | US TREASURY N/B 11/31 1.375 | N/A | 0.80% | 785,500 |
| 11 | US TREASURY N/B 05/31 1.625 | N/A | 0.79% | 758,500 |
| 12 | US TREASURY N/B 02/32 1.875 | N/A | 0.78% | 745,000 |
| 13 | US TREASURY N/B 05/34 4.375 | N/A | 0.78% | 640,200 |
| 14 | US TREASURY N/B 02/31 1.125 | N/A | 0.77% | 758,500 |
| 15 | US TREASURY N/B 11/30 0.875 | N/A | 0.74% | 735,500 |
| 16 | US TREASURY N/B 08/30 0.625 | N/A | 0.71% | 708,500 |
| 17 | US TREASURY N/B 08/34 3.875 | N/A | 0.69% | 585,500 |
| 18 | US TREASURY N/B 01/27 1.5 | N/A | 0.66% | 566,800 |
| 19 | US TREASURY N/B 04/26 4.875 | N/A | 0.64% | 512,800 |
| 20 | US TREASURY N/B 04/29 4.625 | N/A | 0.64% | 512,800 |
| 21 | US TREASURY N/B 03/26 4.5 | N/A | 0.60% | 485,800 |
| 22 | US TREASURY N/B 03/29 4.125 | N/A | 0.60% | 485,800 |
| 23 | US TREASURY N/B 05/30 0.625 | N/A | 0.58% | 566,800 |
| 24 | US TREASURY N/B 02/26 4.625 | N/A | 0.57% | 458,800 |
| 25 | US TREASURY N/B 02/29 4.25 | N/A | 0.57% | 458,800 |
| 26 | US TREASURY N/B 11/53 4.75 | N/A | 0.57% | 458,800 |
| 27 | US TREASURY N/B 11/26 4.25 | N/A | 0.56% | 450,000 |
| 28 | US TREASURY N/B 02/54 4.25 | N/A | 0.55% | 485,800 |
| 29 | US TREASURY N/B 01/26 4.25 | N/A | 0.54% | 432,000 |
| 30 | US TREASURY N/B 04/27 4.5 | N/A | 0.54% | 432,000 |
| 31 | US TREASURY N/B 05/28 2.875 | N/A | 0.54% | 458,800 |
| 32 | US TREASURY N/B 08/28 2.875 | N/A | 0.54% | 458,800 |
| 33 | US TREASURY N/B 01/29 4 | N/A | 0.53% | 432,000 |
| 34 | US TREASURY N/B 02/26 0.5 | N/A | 0.51% | 432,000 |
| 35 | US TREASURY N/B 02/28 2.75 | N/A | 0.51% | 432,000 |
| 36 | US TREASURY N/B 05/26 0.75 | N/A | 0.51% | 432,000 |
| 37 | US TREASURY N/B 08/26 0.75 | N/A | 0.51% | 432,000 |
| 38 | US TREASURY N/B 08/53 4.125 | N/A | 0.51% | 458,800 |
| 39 | US TREASURY N/B 11/26 1.25 | N/A | 0.51% | 432,000 |
| 40 | US TREASURY N/B 11/28 3.125 | N/A | 0.51% | 432,000 |
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| 41 | US TREASURY N/B 02/29 2.625 | N/A | 0.50% | 432,000 |
| 42 | US TREASURY N/B 03/27 4.25 | N/A | 0.50% | 405,000 |
| 43 | US TREASURY N/B 05/29 4.5 | N/A | 0.50% | 405,000 |
| 44 | US TREASURY N/B 11/28 4.375 | N/A | 0.50% | 405,000 |
| 45 | US TREASURY N/B 12/25 4.25 | N/A | 0.50% | 405,000 |
| 46 | US TREASURY N/B 11/27 4.125 | N/A | 0.49% | 400,000 |
| 47 | US TREASURY N/B 12/28 3.75 | N/A | 0.49% | 405,000 |
| 48 | US TREASURY N/B 02/28 1.125 | N/A | 0.48% | 432,000 |
| 49 | US TREASURY N/B 04/28 1.25 | N/A | 0.48% | 432,000 |
| 50 | US TREASURY N/B 05/28 1.25 | N/A | 0.48% | 432,000 |
