| 1 | US TREASURY N/B 11/33 4.5 | N/A | 2.50% | 137,258,700 |
| 2 | US TREASURY N/B 08/32 2.75 | N/A | 2.31% | 143,947,700 |
| 3 | US TREASURY N/B 11/32 4.125 | N/A | 2.28% | 128,915,900 |
| 4 | US TREASURY N/B 08/33 3.875 | N/A | 2.23% | 128,446,600 |
| 5 | US TREASURY N/B 05/33 3.375 | N/A | 2.10% | 125,879,800 |
| 6 | US TREASURY N/B 01/28 3.5 | N/A | 2.07% | 118,938,600 |
|
| 7 | US TREASURY N/B 02/34 4 | N/A | 1.98% | 113,315,000 |
| 8 | US TREASURY N/B 01/29 1.75 | N/A | 1.95% | 121,798,500 |
| 9 | US TREASURY N/B 07/27 2.75 | N/A | 1.91% | 111,815,200 |
| 10 | US TREASURY N/B 10/27 4.125 | N/A | 1.83% | 102,909,000 |
| 11 | US TREASURY N/B 08/31 1.25 | N/A | 1.76% | 120,451,000 |
| 12 | US TREASURY N/B 05/32 2.875 | N/A | 1.75% | 107,608,400 |
| 13 | US TREASURY N/B 06/28 1.25 | N/A | 1.74% | 109,813,900 |
| 14 | US TREASURY N/B 02/28 4 | N/A | 1.58% | 89,012,200 |
| 15 | US TREASURY N/B 05/28 3.625 | N/A | 1.58% | 90,469,600 |
| 16 | US TREASURY N/B 04/29 2.875 | N/A | 1.56% | 92,853,600 |
| 17 | US TREASURY N/B 08/29 3.125 | N/A | 1.52% | 89,454,300 |
| 18 | US TREASURY N/B 02/33 3.5 | N/A | 1.48% | 87,826,900 |
| 19 | US TREASURY N/B 08/30 4.125 | N/A | 1.43% | 80,578,100 |
| 20 | US TREASURY N/B 02/29 1.875 | N/A | 1.42% | 88,517,400 |
| 21 | US TREASURY N/B 12/28 3.75 | N/A | 1.42% | 80,650,300 |
| 22 | US TREASURY N/B 07/29 2.625 | N/A | 1.37% | 82,938,700 |
| 23 | US TREASURY N/B 08/30 0.625 | N/A | 1.37% | 95,308,900 |
| 24 | US TREASURY N/B 09/27 4.125 | N/A | 1.37% | 76,637,000 |
| 25 | US TREASURY N/B 11/28 1.5 | N/A | 1.30% | 81,625,600 |
| 26 | US TREASURY N/B 02/29 4.25 | N/A | 1.25% | 69,620,000 |
| 27 | US TREASURY N/B 05/30 0.625 | N/A | 1.23% | 84,767,300 |
| 28 | US TREASURY N/B 11/30 0.875 | N/A | 1.20% | 82,409,600 |
| 29 | US TREASURY N/B 11/30 4.375 | N/A | 1.20% | 66,580,100 |
| 30 | US TREASURY N/B 08/28 4.375 | N/A | 1.19% | 66,095,800 |
| 31 | US TREASURY N/B 07/28 1 | N/A | 1.18% | 75,046,200 |
| 32 | US TREASURY N/B 05/29 2.75 | N/A | 1.17% | 70,199,000 |
| 33 | US TREASURY N/B 08/28 2.875 | N/A | 1.16% | 68,317,400 |
| 34 | US TREASURY N/B 02/32 1.875 | N/A | 1.15% | 76,326,000 |
| 35 | US TREASURY N/B 12/27 3.875 | N/A | 1.15% | 64,986,400 |
| 36 | US TREASURY N/B 10/28 4.875 | N/A | 1.12% | 61,078,800 |
| 37 | US TREASURY N/B 09/28 1.25 | N/A | 1.11% | 70,473,000 |
| 38 | US TREASURY N/B 03/28 3.625 | N/A | 1.09% | 62,466,400 |
| 39 | US TREASURY N/B 11/31 1.375 | N/A | 1.09% | 74,394,600 |
| 40 | US TREASURY N/B 09/28 4.625 | N/A | 1.07% | 58,771,000 |
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| 41 | US TREASURY N/B 07/28 4.125 | N/A | 1.06% | 59,627,700 |
| 42 | US TREASURY N/B 10/30 4.875 | N/A | 1.06% | 56,973,000 |
| 43 | US TREASURY N/B 11/28 4.375 | N/A | 1.06% | 59,077,500 |
| 44 | US TREASURY N/B 12/29 3.875 | N/A | 1.06% | 60,422,100 |
| 45 | US TREASURY N/B 06/28 4 | N/A | 1.05% | 58,998,700 |
| 46 | US TREASURY N/B 10/28 1.375 | N/A | 1.04% | 65,449,200 |
| 47 | US TREASURY N/B 08/27 3.125 | N/A | 1.03% | 59,704,900 |
| 48 | US TREASURY N/B 03/30 3.625 | N/A | 1.01% | 58,285,800 |
| 49 | US TREASURY N/B 05/30 3.75 | N/A | 1.01% | 57,637,500 |
| 50 | US TREASURY N/B 04/30 3.5 | N/A | 1.00% | 58,168,600 |
