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Current heavy volumes, more than.....>

US TSY FUTURES
US TSY FUTURES: Current heavy volumes, more than half in lead quarterly tied to
Jun/Sep roll with first notice this Friday, May 29. Jun futures expire in
mid-late June: 10s, 30s and Ultras on 6/19; 2s & 5s 6/30. Percentage completion:
* TUM/TUU appr 179,800 from -4.62 to -4.25, -4.38 last; appr 35% complete
* FVM/FVU appr 362,600 from 5.25 to 6.0, 6.0 last; appr 45% complete
* TYM/TYU appr 508,000 from 8.5 to 9.0, 8.5 last; appr 34% complete 
* UXYM/UXYU 61,200 from -9.5 to -7.75, -8.0 last; appr 20% complete
* USM/USU 45,300 from 1-17.75 to 1-18.25, 1-18 last; appr 21% complete
* WNM/WNU 62,600 from 1-17.5 to 1-18, 1-18 last; appr 28% complete

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