| 1 | US TREASURY N/B 11/33 4.5 | N/A | 2.44% | 167,820,800 |
| 2 | US TREASURY N/B 08/32 2.75 | N/A | 2.24% | 173,015,400 |
| 3 | US TREASURY N/B 11/32 4.125 | N/A | 2.17% | 152,576,300 |
| 4 | US TREASURY N/B 08/33 3.875 | N/A | 2.16% | 155,371,100 |
| 5 | US TREASURY N/B 05/33 3.375 | N/A | 2.03% | 151,764,800 |
| 6 | US TREASURY N/B 02/34 4 | N/A | 2.02% | 144,694,100 |
| 7 | US TREASURY N/B 05/34 4.375 | N/A | 1.90% | 132,647,400 |
| 8 | US TREASURY N/B 05/32 2.875 | N/A | 1.73% | 131,643,800 |
| 9 | US TREASURY N/B 08/31 1.25 | N/A | 1.65% | 138,205,700 |
| 10 | US TREASURY N/B 01/29 1.75 | N/A | 1.58% | 119,359,500 |
|
| 11 | US TREASURY N/B 05/28 3.625 | N/A | 1.58% | 110,514,700 |
| 12 | US TREASURY N/B 06/28 1.25 | N/A | 1.55% | 117,640,200 |
| 13 | US TREASURY N/B 04/29 2.875 | N/A | 1.54% | 111,768,100 |
| 14 | US TREASURY N/B 02/33 3.5 | N/A | 1.53% | 112,660,900 |
| 15 | US TREASURY N/B 08/34 3.875 | N/A | 1.53% | 111,224,900 |
| 16 | US TREASURY N/B 08/29 3.125 | N/A | 1.51% | 109,025,200 |
| 17 | US TREASURY N/B 02/29 1.875 | N/A | 1.43% | 107,940,200 |
| 18 | US TREASURY N/B 12/28 3.75 | N/A | 1.38% | 96,134,800 |
| 19 | US TREASURY N/B 08/30 0.625 | N/A | 1.36% | 114,432,200 |
| 20 | US TREASURY N/B 08/30 4.125 | N/A | 1.36% | 94,769,800 |
| 21 | US TREASURY N/B 07/29 2.625 | N/A | 1.35% | 99,122,100 |
| 22 | US TREASURY N/B 05/29 4.5 | N/A | 1.29% | 87,965,300 |
| 23 | US TREASURY N/B 11/28 1.5 | N/A | 1.29% | 98,188,500 |
| 24 | US TREASURY N/B 02/29 4.25 | N/A | 1.24% | 85,169,600 |
| 25 | US TREASURY N/B 08/29 3.625 | N/A | 1.23% | 86,669,100 |
| 26 | US TREASURY N/B 02/28 4 | N/A | 1.22% | 84,081,700 |
| 27 | US TREASURY N/B 02/32 1.875 | N/A | 1.22% | 98,940,000 |
| 28 | US TREASURY N/B 05/30 0.625 | N/A | 1.21% | 100,920,600 |
| 29 | US TREASURY N/B 07/28 1 | N/A | 1.19% | 91,072,600 |
| 30 | US TREASURY N/B 11/30 0.875 | N/A | 1.19% | 99,829,400 |
| 31 | US TREASURY N/B 08/28 4.375 | N/A | 1.18% | 80,854,400 |
| 32 | US TREASURY N/B 08/28 2.875 | N/A | 1.16% | 82,985,600 |
| 33 | US TREASURY N/B 11/30 4.375 | N/A | 1.14% | 78,252,900 |
| 34 | US TREASURY N/B 11/29 4.125 | N/A | 1.13% | 78,455,300 |
| 35 | US TREASURY N/B 05/29 2.75 | N/A | 1.12% | 82,177,500 |
| 36 | US TREASURY N/B 11/31 1.375 | N/A | 1.12% | 93,451,300 |
| 37 | US TREASURY N/B 11/34 4.25 | N/A | 1.12% | 78,793,100 |
| 38 | US TREASURY N/B 09/28 1.25 | N/A | 1.11% | 84,844,900 |
| 39 | US TREASURY N/B 10/28 4.875 | N/A | 1.11% | 74,340,100 |
| 40 | US TREASURY N/B 03/28 3.625 | N/A | 1.10% | 76,416,300 |
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| 41 | US TREASURY N/B 07/28 4.125 | N/A | 1.06% | 72,701,000 |
| 42 | US TREASURY N/B 09/28 4.625 | N/A | 1.06% | 71,920,800 |
| 43 | US TREASURY N/B 11/28 4.375 | N/A | 1.06% | 72,344,800 |
| 44 | US TREASURY N/B 06/28 4 | N/A | 1.04% | 72,017,200 |
| 45 | US TREASURY N/B 12/29 3.875 | N/A | 1.04% | 73,097,700 |
| 46 | US TREASURY N/B 05/31 1.625 | N/A | 1.03% | 83,271,100 |
| 47 | US TREASURY N/B 10/28 1.375 | N/A | 1.03% | 78,171,300 |
| 48 | US TREASURY N/B 05/30 3.75 | N/A | 1.01% | 71,117,900 |
| 49 | US TREASURY N/B 04/30 3.5 | N/A | 1.00% | 71,213,000 |
| 50 | US TREASURY N/B 10/30 4.875 | N/A | 1.00% | 67,047,000 |
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