04/03/2013|04/04/2013|AXFIV|US TREASURY N/B T 0 3/4 03/31/18|912828UU2|US912828UU22|US|USD||1186.8316652302|100.1171875|0.00819672|100.12538422|9.72812684702572|N|Y|0.75|2|04/01/2013|04/04/2013|03/31/2013|09/30/2013|0.749122122513|4|1-Month|USD|Libor|0.2037||||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 8 3/4 05/15/20|912810EF1|US912810EF13|US|USD||7582.183|152.09375|3.3839779|155.4777279|256.579397057557|N|Y|8.75|2|05/15/1990|04/04/2013|11/15/2012|05/15/2013||140|||||5.67259609679641|5.64122150974779||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 8 3/4 08/15/20|912810EG9|US912810EG95|US|USD||17059.306|153.34375|1.16022099|154.50397099|197.925648960329|N|Y|8.75|2|08/15/1990|04/04/2013|02/15/2013|08/15/2013||48|||||5.92385350336177|5.88936768367237||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 7 7/8 02/15/21|912810EH7|US912810EH78|US|USD||10075.573|149.109375|1.0441989|150.1535739|105.209022434697|N|Y|7.875|2|02/15/1991|04/04/2013|02/15/2013|08/15/2013||48|||||6.3473140861305|6.30662808277376||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 8 1/8 05/15/21|912810EJ3|US912810EJ35|US|USD||10066.788|152.03125|3.14226519|155.17351519|316.325175075097|N|Y|8.125|2|05/15/1991|04/04/2013|11/15/2012|05/15/2013||140|||||6.39332107247238|6.35088834236503||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 8 1/8 08/15/21|912810EK0|US912810EK08|US|USD||9506.382|153.0625|1.07734807|154.13984807|102.416823003827|N|Y|8.125|2|08/15/1991|04/04/2013|02/15/2013|08/15/2013||48|||||6.64419274426616|6.59845708303407||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 8 11/15/21|912810EL8|US912810EL80|US|USD||30632.194|152.890625|3.09392265|155.98454765|947.736388357941|N|Y|8|2|11/15/1991|04/04/2013|11/15/2012|05/15/2013||140|||||6.72775082861196|6.67944283039173||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 7 1/4 08/15/22|912810EM6|US912810EM63|US|USD||10127.79|149.0625|0.96132597|150.02382597|97.361075457063|N|Y|7.25|2|08/17/1992|04/04/2013|02/15/2013|08/15/2013||48|||||7.40251728010806|7.3440849640698||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 7 5/8 11/15/22|912810EN4|US912810EN47|US|USD||7423.626|153.25|2.94889503|156.19889503|218.914938159788|N|Y|7.625|2|11/16/1992|04/04/2013|11/15/2012|05/15/2013||140|||||7.40663425602842|7.34710574239497||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 7 1/8 02/15/23|912810EP9|US912810EP94|US|USD||15782.061|149.328125|0.94475138|150.27287638|149.101239089942|N|Y|7.125|2|02/16/1993|04/04/2013|02/15/2013|08/15/2013||48|||||7.73700632280602|7.67259084468287||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 3 1/2 05/15/20|912828ND8|US912828ND89|US|USD||68219.1836|115.8125|1.35359116|117.16609116|923.40883863377|N|Y|3.5|2|05/17/2010|04/04/2013|11/15/2012|05/15/2013||140|||||6.34965276088102|6.31253194518376||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 2 5/8 08/15/20|912828NT3|US912828NT32|US|USD||67849.5898|109.609375|0.3480663|109.9574413|236.161556782037|N|Y|2.625|2|08/16/2010|04/04/2013|02/15/2013|08/15/2013||48|||||6.76016376438392|6.71799991072623||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 2 5/8 11/15/20|912828PC8|US912828PC88|US|USD||67409.8828|109.453125|1.01519337|110.46831837|684.34066091037|N|Y|2.625|2|11/15/2010|04/04/2013|11/15/2012|05/15/2013||140|||||6.92270368061012|6.87745290495465||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 3 5/8 02/15/21|912828PX2|US912828PX26|US|USD||67584.8644|116.90625|0.48066298|117.38691298|324.855423253999|N|Y|3.625|2|02/15/2011|04/04/2013|02/15/2013|08/15/2013||48|||||6.97382945095268|6.92699090139662||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 3 1/8 05/15/21|912828QN3|US912828QN35|US|USD||65998.4037|113.046875|1.20856354|114.25543854|797.632644100211|N|Y|3.125|2|05/16/2011|04/04/2013|11/15/2012|05/15/2013||140|||||7.21667954407711|7.16591276408637||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 2 1/8 08/15/21|912828RC6|US912828RC60|US|USD||66734.9244|104.90625|0.28176796|105.18801796|188.037635089422|N|Y|2.125|2|08/15/2011|04/04/2013|02/15/2013|08/15/2013||48|||||7.70905414380335|7.65171141882682||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 2 11/15/21|912828RR3|US912828RR30|US|USD||70092.4875|103.546875|0.77348066|104.32035566|542.151834925418|N|Y|2|2|11/15/2011|04/04/2013|11/15/2012|05/15/2013||140|||||7.91055785450318|7.84940042068607||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 2 02/15/22|912828SF8|US912828SF82|US|USD||74200.2788|103.21875|0.26519337|103.48394337|196.774219899116|N|Y|2|2|02/15/2012|04/04/2013|02/15/2013|08/15/2013||48|||||8.16286328159305|8.09771902688798||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 1 3/4 05/15/22|912828SV3|US912828SV33|US|USD||68984.5486|100.703125|0.67679558|101.37992058|466.884375807752|N|Y|1.75|2|05/15/2012|04/04/2013|11/15/2012|05/15/2013||140|||||8.41008219619187|8.34058662685024||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 1 5/8 08/15/22|912828TJ9|US912828TJ95|US|USD||65999.8963|99.140625|0.21546961|99.35609461|142.209719158014|N|Y|1.625|2|08/15/2012|04/04/2013|02/15/2013|08/15/2013||48|||||8.70515153929364|8.63072592424785||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 1 5/8 11/15/22|912828TY6|US912828TY62|US|USD||65999.9751|98.65625|0.62845304|99.28470304|414.778849915193|N|Y|1.625|2|11/15/2012|04/04/2013|11/15/2012|05/15/2013||140|||||8.87690058784065|8.79869726502338||||
04/03/2013|04/04/2013|AXSVTN|US TREASURY N/B T 2 02/15/23|912828UN8|US912828UN88|US|USD||44999.8894|101.703125|0.26519337|101.96831837|119.336723196133|N|Y|2|2|02/15/2013|04/04/2013|02/15/2013|08/15/2013||48|||||8.98986823155712|8.90921111205951||||
04/03/2013|04/04/2013|AXTEN|US TREASURY N/B T 2 02/15/23|912828UN8|US912828UN88|US|USD||1210.4333231205|101.703125|0.26519337|101.96831837|320.998892118624|N|Y|2|2|02/15/2013|04/04/2013|02/15/2013|08/15/2013|1.966507912122|48|1-Month|USD|Libor|0.2037||||||
04/03/2013|04/04/2013|AXTHR|US TREASURY N/B T 3 1/8 02/15/43|912810QZ4|US912810QZ49|US|USD||1233.99993219025|101.421875|0.41436464|101.83623964|511.325937662036|N|Y|3.125|2|02/15/2013|04/04/2013|02/15/2013|08/15/2013|3.081189339085|48|1-Month|USD|Libor|0.2037||||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 4 1/2 02/15/36|912810FT0|US912810FT08|US|USD||26397.13|128.28125|0.59668508|128.87793508|157.507736258204|N|Y|4.5|2|02/15/2006|04/04/2013|02/15/2013|08/15/2013||48|||||15.5023360745411|15.2872202879522||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 4 3/4 02/15/37|912810PT9|US912810PT97|US|USD||16589.456|132.953125|0.62983425|133.58295925|104.48607577668|N|Y|4.75|2|02/15/2007|04/04/2013|02/15/2013|08/15/2013||48|||||15.775463786524|15.5546317782296||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 5 05/15/37|912810PU6|US912810PU60|US|USD||21413.045|137.515625|1.93370166|139.44932666|414.064406621547|N|Y|5|2|08/15/2007|04/04/2013|11/15/2012|05/15/2013||140|||||15.5817365036433|15.3635518895249||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 4 3/8 02/15/38|912810PW2|US912810PW27|US|USD||22525.1487|126.34375|0.5801105|126.9238605|130.670752749313|N|Y|4.375|2|02/15/2008|04/04/2013|02/15/2013|08/15/2013||48|||||16.4470138259444|16.2132702221003||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 4 1/2 05/15/38|912810PX0|US912810PX00|US|USD||25500.1228|128.71875|1.74033149|130.45908149|443.78666707707|N|Y|4.5|2|08/15/2008|04/04/2013|11/15/2012|05/15/2013||140|||||16.3170981692456|16.0851024629754||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 3 1/2 02/15/39|912810QA9|US912810QA97|US|USD||25908.5693|109.984375|0.4640884|110.4484634|120.238664727261|N|Y|3.5|2|02/17/2009|04/04/2013|02/15/2013|08/15/2013||48|||||17.5976463332179|17.3422275604535||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 4 1/4 05/15/39|912810QB7|US912810QB70|US|USD||38778.773|124.25|1.64364641|125.89364641|637.385910256549|N|Y|4.25|2|05/15/2009|04/04/2013|11/15/2012|05/15/2013||140|||||16.9092391647302|16.6661913628869||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 4 1/2 08/15/39|912810QC5|US912810QC53|US|USD||41430.5382|129.09375|0.59668508|129.69043508|247.209840003101|N|Y|4.5|2|08/17/2009|04/04/2013|02/15/2013|08/15/2013||48|||||16.9729634114371|16.7294179254553||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 4 3/8 11/15/39|912810QD3|US912810QD37|US|USD||44564.2491|126.6875|1.69198895|128.37948895|754.022170422474|N|Y|4.375|2|11/16/2009|04/04/2013|11/15/2012|05/15/2013||140|||||17.0113439747157|16.7661631165405||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 4 5/8 02/15/40|912810QE1|US912810QE10|US|USD||44902.4903|131.59375|0.61325967|132.20700967|275.368863835562|N|Y|4.625|2|02/16/2010|04/04/2013|02/15/2013|08/15/2013||48|||||17.0794043284096|16.8336472607505||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 4 3/8 05/15/40|912810QH4|US912810QH41|US|USD||43473.0444|126.734375|1.69198895|128.42636395|735.559107476594|N|Y|4.375|2|05/17/2010|04/04/2013|11/15/2012|05/15/2013||140|||||17.2047174026869|16.9556646564835||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 3 7/8 08/15/40|912810QK7|US912810QK79|US|USD||43213.3168|116.96875|0.51381215|117.48256215|222.035272136391|N|Y|3.875|2|08/16/2010|04/04/2013|02/15/2013|08/15/2013||48|||||17.8653989690504|17.6043933722002||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 4 1/4 11/15/40|912810QL5|US912810QL52|US|USD||42903.1887|124.3125|1.64364641|125.95614641|705.176720843076|N|Y|4.25|2|11/15/2010|04/04/2013|11/15/2012|05/15/2013||140|||||17.4928878668399|17.2381412535813||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 4 3/4 02/15/41|912810QN1|US912810QN19|US|USD||43004.9451|134.25|0.62983425|134.87983425|270.859873433497|N|Y|4.75|2|02/15/2011|04/04/2013|02/15/2013|08/15/2013||48|||||17.3705379645352|17.1188354725517||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 4 3/8 05/15/41|912810QQ4|US912810QQ40|US|USD||41995.5073|126.859375|1.69198895|128.55136395|710.559343012443|N|Y|4.375|2|05/16/2011|04/04/2013|11/15/2012|05/15/2013||140|||||17.5835329556493|17.3270362976517||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 3 3/4 08/15/41|912810QS0|US912810QS06|US|USD||42488.8374|114.390625|0.49723757|114.88786257|211.270462609011|N|Y|3.75|2|08/15/2011|04/04/2013|02/15/2013|08/15/2013||48|||||18.3705638746902|18.0996590290883||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 3 1/8 11/15/41|912810QT8|US912810QT88|US|USD||44622.4439|101.796875|1.20856354|103.00543854|539.290587632354|N|Y|3.125|2|11/15/2011|04/04/2013|11/15/2012|05/15/2013||140|||||18.9870277200664|18.7036180612956||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 3 1/8 02/15/42|912810QU5|US912810QU51|US|USD||47219.0442|101.71875|0.41436464|102.13311464|195.659022510771|N|Y|3.125|2|02/15/2012|04/04/2013|02/15/2013|08/15/2013||48|||||19.2365049533121|18.9489476334406||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 3 05/15/42|912810QW1|US912810QW18|US|USD||43918.6856|99.109375|1.16022099|100.26959599|509.553808863307|N|Y|3|2|05/15/2012|04/04/2013|11/15/2012|05/15/2013||140|||||19.3418008618771|19.0516207959481||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 2 3/4 08/15/42|912810QX9|US912810QX90|US|USD||41995.4323|93.953125|0.36464088|94.31776588|153.132513898524|N|Y|2.75|2|08/15/2012|04/04/2013|02/15/2013|08/15/2013||48|||||19.9316315209787|19.630924798968||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 2 3/4 11/15/42|912810QY7|US912810QY73|US|USD||41994.0093|93.84375|1.06353591|94.90728591|446.62136895424|N|Y|2.75|2|11/15/2012|04/04/2013|11/15/2012|05/15/2013||140|||||19.8833948396186|19.5830094807609||||
04/03/2013|04/04/2013|AXTWEN|US TREASURY N/B T 3 1/8 02/15/43|912810QZ4|US912810QZ49|US|USD||28999.8725|101.421875|0.41436464|101.83623964|120.165217285084|N|Y|3.125|2|02/15/2013|04/04/2013|02/15/2013|08/15/2013||48|||||19.6286792908904|19.3336489771844||||
04/03/2013|04/04/2013|AXTWO|US TREASURY N/B T 0 1/4 03/31/15|912828UT5|US912828UT58|US|USD||1054.35689490476|100.0390625|0.00273224|100.04179474|2.88075608253459|N|Y|0.25|2|04/01/2013|04/04/2013|03/31/2013|09/30/2013|0.249902381882|4|1-Month|USD|Libor|0.2037||||||