| 1 | US TREASURY N/B 05/34 4.375 | N/A | 2.10% | 164,425,500 |
| 2 | US TREASURY N/B 11/34 4.25 | N/A | 2.01% | 159,004,000 |
| 3 | US TREASURY N/B 11/33 4.5 | N/A | 1.96% | 151,885,900 |
| 4 | US TREASURY N/B 08/34 3.875 | N/A | 1.93% | 157,170,500 |
| 5 | US TREASURY N/B 02/34 4 | N/A | 1.91% | 153,738,000 |
| 6 | US TREASURY N/B 02/30 4 | N/A | 1.85% | 145,172,800 |
| 7 | US TREASURY N/B 08/32 2.75 | N/A | 1.81% | 156,600,600 |
| 8 | US TREASURY N/B 08/33 3.875 | N/A | 1.76% | 142,585,500 |
| 9 | US TREASURY N/B 11/32 4.125 | N/A | 1.75% | 138,100,300 |
| 10 | US TREASURY N/B 05/33 3.375 | N/A | 1.64% | 137,327,000 |
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| 11 | US TREASURY N/B 02/33 3.5 | N/A | 1.56% | 129,130,300 |
| 12 | US TREASURY N/B 11/31 1.375 | N/A | 1.56% | 145,910,100 |
| 13 | US TREASURY N/B 08/31 1.25 | N/A | 1.55% | 145,276,200 |
| 14 | US TREASURY N/B 05/32 2.875 | N/A | 1.54% | 131,345,500 |
| 15 | US TREASURY N/B 08/30 0.625 | N/A | 1.50% | 141,124,200 |
| 16 | US TREASURY N/B 02/35 4.625 | N/A | 1.45% | 111,423,000 |
| 17 | US TREASURY N/B 04/29 4.625 | N/A | 1.42% | 109,093,000 |
| 18 | US TREASURY N/B 01/30 4.25 | N/A | 1.41% | 109,810,300 |
| 19 | US TREASURY N/B 08/29 3.625 | N/A | 1.32% | 105,102,700 |
| 20 | US TREASURY N/B 01/29 1.75 | N/A | 1.27% | 108,030,400 |
| 21 | US TREASURY N/B 03/30 4 | N/A | 1.27% | 99,808,200 |
| 22 | US TREASURY N/B 12/29 4.375 | N/A | 1.27% | 98,560,700 |
| 23 | US TREASURY N/B 06/28 1.25 | N/A | 1.25% | 106,437,700 |
| 24 | US TREASURY N/B 02/32 1.875 | N/A | 1.24% | 112,680,300 |
| 25 | US TREASURY N/B 04/29 2.875 | N/A | 1.24% | 101,684,000 |
| 26 | US TREASURY N/B 08/29 3.125 | N/A | 1.21% | 98,651,400 |
| 27 | US TREASURY N/B 06/29 4.25 | N/A | 1.19% | 92,612,700 |
| 28 | US TREASURY N/B 02/29 1.875 | N/A | 1.17% | 99,665,100 |
| 29 | US TREASURY N/B 11/29 4.125 | N/A | 1.17% | 91,320,500 |
| 30 | US TREASURY N/B 12/28 3.75 | N/A | 1.15% | 91,079,900 |
| 31 | US TREASURY N/B 07/29 4 | N/A | 1.13% | 88,436,800 |
| 32 | US TREASURY N/B 11/30 0.875 | N/A | 1.13% | 105,887,100 |
| 33 | US TREASURY N/B 08/30 4.125 | N/A | 1.09% | 85,748,700 |
| 34 | US TREASURY N/B 07/29 2.625 | N/A | 1.08% | 89,701,100 |
| 35 | US TREASURY N/B 11/28 1.5 | N/A | 1.08% | 92,932,800 |
| 36 | US TREASURY N/B 02/29 4.25 | N/A | 1.07% | 83,311,700 |
| 37 | US TREASURY N/B 05/29 4.5 | N/A | 1.03% | 79,599,600 |
| 38 | US TREASURY N/B 08/28 2.875 | N/A | 1.02% | 83,266,900 |
| 39 | US TREASURY N/B 02/31 1.125 | N/A | 1.01% | 93,784,600 |
| 40 | US TREASURY N/B 05/28 2.875 | N/A | 1.00% | 80,759,300 |
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| 41 | US TREASURY N/B 05/29 2.375 | N/A | 0.99% | 83,187,700 |
| 42 | US TREASURY N/B 05/30 0.625 | N/A | 0.98% | 91,328,800 |
| 43 | US TREASURY N/B 10/28 1.375 | N/A | 0.97% | 82,993,000 |
| 44 | US TREASURY N/B 05/28 1.25 | N/A | 0.96% | 81,516,100 |
| 45 | US TREASURY N/B 07/28 1 | N/A | 0.95% | 82,432,300 |
| 46 | US TREASURY N/B 08/28 4.375 | N/A | 0.94% | 73,195,500 |
| 47 | US TREASURY N/B 11/30 4.375 | N/A | 0.91% | 70,797,100 |
| 48 | US TREASURY N/B 05/29 2.75 | N/A | 0.90% | 74,344,400 |
| 49 | US TREASURY N/B 05/31 1.625 | N/A | 0.90% | 81,592,900 |
| 50 | US TREASURY N/B 12/31 4.5 | N/A | 0.90% | 69,701,200 |
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