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Early roll update, largely...........>

US TSY FUTURES
US TSY FUTURES: Early roll update, largely complete ahead 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 26,500 from -4.38 to -4.25, -4.38 last; appr 86% complete
* FVM/FVU appr 78,100 from 5.75 to 6.25, 6.25 last; appr 88% complete
* TYM/TYU appr 64,400 from 8.75 to 9.25, 9.0 last; appr 90% complete 
* UXYM/UXYU 26,900 from -5.75 to -3.5, -4.25 last; appr 82% complete
* USM/USU 11,100 from 1-18.5 to 1-19, 1-18.75 last; appr 88% complete
* WNM/WNU 8,300 from 1-18.5 to 1-20, 1-19.5 last; appr 84% complete

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