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*** Early roll update, over 80%......>

US TSY FUTURES: *** Early roll update, over 80% complete ahead September taking
lead from June ahead first notice tomorrow. June future's staggered expiration
on June 19 for 10s, 30s and Ultras, and June 28 for 2s and 5s. Update:
* TUM/TUU appr 37,900 from -8.50 to -7.75, -8.0 last, appr 89% complete;
* FVM/FVU appr 58,900 from -5.5 to -5.00, -5.0 last, appr 87% complete;
* TYM/TYU appr 127,000 from -10.25 to -9.5, -9.75 last, appr 86% complete;
* USM/USU appr 5,400 from 20.0 to 20.5, 20.25 last, appr 85% complete;
* WNM/WNU appr 5,400 from -24.25 to -23.5, -23.75 last, appr 87% complete;

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