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*** Early futures roll update,.......>

US TSY FUTURES
US TSY FUTURES: *** Early futures roll update, nearly done after Tue's massive
volumes across the board, final notice date tomorrow (Sep takes "top step").
June future's staggered expiration on June 20 for 10s, 30s and Ultras, and June
29 for 2s and 5s. Latest volume:
* TUM/TUU appr 120.7k from 3.0-5.0; 4.0 last (79% complete)
* FVM/FVU appr 270.0k from 6.75-8.75; 8.0 last (81% complete)
* TYM/TYU appr 212k from 9.0-11.0; 10.25 last (81% complete)
* USM/USU appr 38k, 26.5 last (80% complete)
* WNM/WNU appr 33k, 23.0 last (83% complete)

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