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Early roll update, 5Y continues to...>

US TSY FUTURES
US TSY FUTURES: Early roll update, 5Y continues to lead volume but volumes
gradually increasing across the curve ahead first notice on May 29. Jun futures
expire in mid-late June (10s, 30s and Ultras on 6/19; 2s & 5s 6/30). Percentage
completion remains low.
* TUM/TUU appr 5,100 from -4.75 to -4.50, -4.62 last; <5% complete
* FVM/FVU appr 23,600 from 4.0 to 4.5, 4.25 last; <8% complete
* TYM/TYU appr 19,600 from 7.0 to 7.5, 7.25 last; <5% complete 
* UXYM/UXYU 4,200 from -12.5 to -11.0, -12.25 last; <2% complete
* USM/USU 2,900 from 1-17 to 1-18.5, 1-17.25 last; <2% complete
* WNM/WNU 10,700 from 1-17.5 to 1-17.75, 1-17.75 last; <7% complete

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