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

US TSY FUTURES
US TSY FUTURES: *** Early Jun/Sep roll volume. 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 165.9k from 6.5-7.0; 6.5 last (pace of roll 27% coming into
session)
* FVM/FVU appr 153.4k from 9.25-9.75; 9.5 last (pace of roll 25% coming into
session)
* TYM/TYU appr 354.7k from 10.25-11.0; 10.75 last (pace of roll 21% coming into
session)
* USM/USU appr 8.1k, 27.0 last (pace of roll 24% coming into session)
* WNM/WNU appr 62.2k, 23.5 last (pace of roll 35% coming into session)

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