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*** Early Jun/Sep roll update........>

US TSY FUTURES
US TSY FUTURES: *** Early Jun/Sep roll update. June future's staggered
expiration on June 20 for 10s, 30s and Ultras, and June 29 for 2s and 5s; expect
to see a surge in volume as September futures go "top step" on May 31. Latest
volume:
* TUM/TUU appr 36.2k from 6.5-7.0; 6.75 last
* FVM/FVU appr 11.5k from 9.5-10.0; 9.5 last
* TYM/TYU appr 94.0k from 11.25-11.75; 11.5 last
* USM/USU appr 4.3k, 26.75 last
* WNM/WNU appr 200, 22.75 last

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