04/04/2013|04/05/2013|AXFIV|US TREASURY N/B T 0 3/4 03/31/18|912828UU2|US912828UU22|US|USD||1186.8316652302|100.2734375|0.0102459|100.2836834|12.1601585587822|N|Y|0.75|2|04/01/2013|04/05/2013|03/31/2013|09/30/2013|0.747954811064|5|1-Month|USD|Libor|0.2037||||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 8 3/4 05/15/20|912810EF1|US912810EF13|US|USD||7582.183|152.46875|3.40814917|155.87689917|258.412106982381|N|Y|8.75|2|05/15/1990|04/05/2013|11/15/2012|05/15/2013||141|||||5.67203633830545|5.64192495322284||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 8 3/4 08/15/20|912810EG9|US912810EG95|US|USD||17059.306|153.75|1.18439227|154.93439227|202.049101579646|N|Y|8.75|2|08/15/1990|04/05/2013|02/15/2013|08/15/2013||49|||||5.92338402653464|5.89026820827447||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 7 7/8 02/15/21|912810EH7|US912810EH78|US|USD||10075.573|149.515625|1.06595304|150.58157804|107.400876690919|N|Y|7.875|2|02/15/1991|04/05/2013|02/15/2013|08/15/2013||49|||||6.34703372954022|6.30774637279949||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 8 1/8 05/15/21|912810EJ3|US912810EJ35|US|USD||10066.788|152.484375|3.16470994|155.64908494|318.584640474727|N|Y|8.125|2|05/15/1991|04/05/2013|11/15/2012|05/15/2013||141|||||6.39367171500549|6.35273881126776||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 8 1/8 08/15/21|912810EK0|US912810EK08|US|USD||9506.382|153.53125|1.09979282|154.63104282|104.550506677772|N|Y|8.125|2|08/15/1991|04/05/2013|02/15/2013|08/15/2013||49|||||6.6445496383203|6.60037297895166||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 8 11/15/21|912810EL8|US912810EL80|US|USD||30632.194|153.390625|3.1160221|156.5066471|954.505934754874|N|Y|8|2|11/15/1991|04/05/2013|11/15/2012|05/15/2013||141|||||6.72869491708503|6.68201979934105||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 7 1/4 08/15/22|912810EM6|US912810EM63|US|USD||10127.79|149.59375|0.98135359|150.57510359|99.389430752661|N|Y|7.25|2|08/17/1992|04/05/2013|02/15/2013|08/15/2013||49|||||7.40386504598004|7.34722054708917||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 7 5/8 11/15/22|912810EN4|US912810EN47|US|USD||7423.626|153.8125|2.96995856|156.78245856|220.478615849386|N|Y|7.625|2|11/16/1992|04/05/2013|11/15/2012|05/15/2013||141|||||7.40867293119895|7.3509562877761||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 7 1/8 02/15/23|912810EP9|US912810EP94|US|USD||15782.061|149.90625|0.9644337|150.8706837|152.207514838557|N|Y|7.125|2|02/16/1993|04/05/2013|02/15/2013|08/15/2013||49|||||7.73905501974476|7.67656903363627||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 3 1/2 05/15/20|912828ND8|US912828ND89|US|USD||68219.1836|116.203125|1.36325967|117.56638467|930.004617222054|N|Y|3.5|2|05/17/2010|04/05/2013|11/15/2012|05/15/2013||141|||||6.34855612484373|6.3131214108532||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 2 5/8 08/15/20|912828NT3|US912828NT32|US|USD||67849.5898|109.984375|0.35531768|110.33969268|241.081588366877|N|Y|2.625|2|08/16/2010|04/05/2013|02/15/2013|08/15/2013||49|||||6.75871565090788|6.71826837994994||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 2 5/8 11/15/20|912828PC8|US912828PC88|US|USD||67409.8828|109.859375|1.02244475|110.88181975|689.228807669753|N|Y|2.625|2|11/15/2010|04/05/2013|11/15/2012|05/15/2013||141|||||6.92160761886044|6.87820235833346||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 3 5/8 02/15/21|912828PX2|US912828PX26|US|USD||67584.8644|117.359375|0.4906768|117.8500518|331.623249922259|N|Y|3.625|2|02/15/2011|04/05/2013|02/15/2013|08/15/2013||49|||||6.97322268892308|6.92832589005685||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 3 1/8 05/15/21|912828QN3|US912828QN35|US|USD||65998.4037|113.453125|1.21719613|114.67032113|803.330015698177|N|Y|3.125|2|05/16/2011|04/05/2013|11/15/2012|05/15/2013||141|||||7.21598933500063|7.1670080810168||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 2 1/8 08/15/21|912828RC6|US912828RC60|US|USD||66734.9244|105.328125|0.28763812|105.61576312|191.955081927581|N|Y|2.125|2|08/15/2011|04/05/2013|02/15/2013|08/15/2013||49|||||7.70796991977867|7.65262928825976||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 2 11/15/21|912828RR3|US912828RR30|US|USD||70092.4875|103.96875|0.77900552|104.74775552|546.02434673031|N|Y|2|2|11/15/2011|04/05/2013|11/15/2012|05/15/2013||141|||||7.90966055262181|7.85051778195245||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 2 02/15/22|912828SF8|US912828SF82|US|USD||74200.2788|103.625|0.27071823|103.89571823|200.873681422425|N|Y|2|2|02/15/2012|04/05/2013|02/15/2013|08/15/2013||49|||||8.16186007292215|8.09867207509614||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 1 3/4 05/15/22|912828SV3|US912828SV33|US|USD||68984.5486|101.109375|0.68162983|101.79100483|470.219261348447|N|Y|1.75|2|05/15/2012|04/05/2013|11/15/2012|05/15/2013||141|||||8.40917123667415|8.34166753919254||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 1 5/8 08/15/22|912828TJ9|US912828TJ95|US|USD||65999.8963|99.546875|0.21995856|99.76683356|145.172421502973|N|Y|1.625|2|08/15/2012|04/05/2013|02/15/2013|08/15/2013||49|||||8.70411973970881|8.63172497465392||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 1 5/8 11/15/22|912828TY6|US912828TY62|US|USD||65999.9751|99.09375|0.63294199|99.72669199|417.741555797444|N|Y|1.625|2|11/15/2012|04/05/2013|11/15/2012|05/15/2013||141|||||8.87626917949145|8.80024908578816||||
04/04/2013|04/05/2013|AXSVTN|US TREASURY N/B T 2 02/15/23|912828UN8|US912828UN88|US|USD||44999.8894|102.15625|0.27071823|102.42696823|121.822904085638|N|Y|2|2|02/15/2013|04/05/2013|02/15/2013|08/15/2013||49|||||8.98957898564392|8.91112416970749||||
04/04/2013|04/05/2013|AXTEN|US TREASURY N/B T 2 02/15/23|912828UN8|US912828UN88|US|USD||1210.4333231205|102.15625|0.27071823|102.42696823|327.6863667682|N|Y|2|2|02/15/2013|04/05/2013|02/15/2013|08/15/2013|1.95778525543|49|1-Month|USD|Libor|0.2037||||||
04/04/2013|04/05/2013|AXTHR|US TREASURY N/B T 3 1/8 02/15/43|912810QZ4|US912810QZ49|US|USD||1233.99993219025|102.71875|0.42299724|103.14174724|521.978565476662|N|Y|3.125|2|02/15/2013|04/05/2013|02/15/2013|08/15/2013|3.042287800426|49|1-Month|USD|Libor|0.2037||||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 4 1/2 02/15/36|912810FT0|US912810FT08|US|USD||26397.13|129.5625|0.60911602|130.17161602|160.789147650226|N|Y|4.5|2|02/15/2006|04/05/2013|02/15/2013|08/15/2013||49|||||15.5398200245975|15.3290778474661||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 4 3/4 02/15/37|912810PT9|US912810PT97|US|USD||16589.456|134.296875|0.6429558|134.9398308|106.662869540448|N|Y|4.75|2|02/15/2007|04/05/2013|02/15/2013|08/15/2013||49|||||15.8167441507884|15.6002859631721||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 5 05/15/37|912810PU6|US912810PU60|US|USD||21413.045|138.90625|1.94751381|140.85376381|417.022008516514|N|Y|5|2|08/15/2007|04/05/2013|11/15/2012|05/15/2013||141|||||15.6252014265612|15.4113181370709||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 4 3/8 02/15/38|912810PW2|US912810PW27|US|USD||22525.1487|127.671875|0.59219613|128.26407113|133.393058878145|N|Y|4.375|2|02/15/2008|04/05/2013|02/15/2013|08/15/2013||49|||||16.4921883909979|16.2629493534458||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 4 1/2 05/15/38|912810PX0|US912810PX00|US|USD||25500.1228|130.09375|1.75276243|131.84651243|446.956572042264|N|Y|4.5|2|08/15/2008|04/05/2013|11/15/2012|05/15/2013||141|||||16.3651418881796|16.1376472001902||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 3 1/2 02/15/39|912810QA9|US912810QA97|US|USD||25908.5693|111.21875|0.47375691|111.69250691|122.743637340889|N|Y|3.5|2|02/17/2009|04/05/2013|02/15/2013|08/15/2013||49|||||17.6465536467741|17.3959131303392||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 4 1/4 05/15/39|912810QB7|US912810QB70|US|USD||38778.773|125.578125|1.65538674|127.23351174|641.9386661767|N|Y|4.25|2|05/15/2009|04/05/2013|11/15/2012|05/15/2013||141|||||16.9597789202428|16.7211914215997||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 4 1/2 08/15/39|912810QC5|US912810QC53|US|USD||41430.5382|130.484375|0.60911602|131.09349102|252.36004534842|N|Y|4.5|2|08/17/2009|04/05/2013|02/15/2013|08/15/2013||49|||||17.0241698312357|16.7851624206074||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 4 3/8 11/15/39|912810QD3|US912810QD37|US|USD||44564.2491|128.078125|1.70407459|129.78219959|759.408045137404|N|Y|4.375|2|11/16/2009|04/05/2013|11/15/2012|05/15/2013||141|||||17.0651896929944|16.8245581161691||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 4 5/8 02/15/40|912810QE1|US912810QE10|US|USD||44902.4903|133.046875|0.62603591|133.67291091|281.105713762267|N|Y|4.625|2|02/16/2010|04/05/2013|02/15/2013|08/15/2013||49|||||17.1337988873792|16.8926636645879||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 4 3/8 05/15/40|912810QH4|US912810QH41|US|USD||43473.0444|128.15625|1.70407459|129.86032459|740.813103119818|N|Y|4.375|2|05/17/2010|04/05/2013|11/15/2012|05/15/2013||141|||||17.2614292689936|17.0169976256093||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 3 7/8 08/15/40|912810QK7|US912810QK79|US|USD||43213.3168|118.328125|0.52451657|118.85264157|226.661007062594|N|Y|3.875|2|08/16/2010|04/05/2013|02/15/2013|08/15/2013||49|||||17.9225361498299|17.6663787111032||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 4 1/4 11/15/40|912810QL5|US912810QL52|US|USD||42903.1887|125.75|1.65538674|127.40538674|710.213696776978|N|Y|4.25|2|11/15/2010|04/05/2013|11/15/2012|05/15/2013||141|||||17.5527932691585|17.3027820577236||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 4 3/4 02/15/41|912810QN1|US912810QN19|US|USD||43004.9451|135.765625|0.6429558|136.4085808|276.502788807266|N|Y|4.75|2|02/15/2011|04/05/2013|02/15/2013|08/15/2013||49|||||17.4296927356276|17.1826575816627||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 4 3/8 05/15/41|912810QQ4|US912810QQ40|US|USD||41995.5073|128.3125|1.70407459|130.01657459|715.634768840895|N|Y|4.375|2|05/16/2011|04/05/2013|11/15/2012|05/15/2013||141|||||17.6448131732944|17.3929775982206||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 3 3/4 08/15/41|912810QS0|US912810QS06|US|USD||42488.8374|115.765625|0.50759669|116.27322169|215.671932261882|N|Y|3.75|2|08/15/2011|04/05/2013|02/15/2013|08/15/2013||49|||||18.4328785156981|18.1669303605312||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 3 1/8 11/15/41|912810QT8|US912810QT88|US|USD||44622.4439|103.078125|1.21719613|104.29532113|543.142660262221|N|Y|3.125|2|11/15/2011|04/05/2013|11/15/2012|05/15/2013||141|||||19.0519603918337|18.7736819066027||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 3 1/8 02/15/42|912810QU5|US912810QU51|US|USD||47219.0442|103|0.42299724|103.42299724|199.73525372038|N|Y|3.125|2|02/15/2012|04/05/2013|02/15/2013|08/15/2013||49|||||19.3011473044972|19.0187757969928||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 3 05/15/42|912810QW1|US912810QW18|US|USD||43918.6856|100.359375|1.16850829|101.52788329|513.193482095036|N|Y|3|2|05/15/2012|04/05/2013|11/15/2012|05/15/2013||141|||||19.4081212219783|19.1230588230294||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 2 3/4 08/15/42|912810QX9|US912810QX90|US|USD||41995.4323|95.15625|0.37223757|95.52848757|156.322776704515|N|Y|2.75|2|08/15/2012|04/05/2013|02/15/2013|08/15/2013||49|||||19.9971288110008|19.701685487697||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 2 3/4 11/15/42|912810QY7|US912810QY73|US|USD||41994.0093|95.078125|1.0711326|96.1492576|449.811523659332|N|Y|2.75|2|11/15/2012|04/05/2013|11/15/2012|05/15/2013||141|||||19.9530956110942|19.6580308774424||||
04/04/2013|04/05/2013|AXTWEN|US TREASURY N/B T 3 1/8 02/15/43|912810QZ4|US912810QZ49|US|USD||28999.8725|102.71875|0.42299724|103.14174724|122.668660278519|N|Y|3.125|2|02/15/2013|04/05/2013|02/15/2013|08/15/2013||49|||||19.6982171170973|19.4083862413035||||
04/04/2013|04/05/2013|AXTWO|US TREASURY N/B T 0 1/4 03/31/15|912828UT5|US912828UT58|US|USD||1054.35689490476|100.0390625|0.0034153|100.0424778|3.60094510316824|N|Y|0.25|2|04/01/2013|04/05/2013|03/31/2013|09/30/2013|0.249902381882|5|1-Month|USD|Libor|0.2037||||||