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*** Early session roll update,.......>

US TSY FUTURES
US TSY FUTURES: *** Early session roll update, calendar spds trading w/
September taking lead from June at end of this month (first notice May 31). June
future's staggered expiration on June 19 for 10s, 30s and Ultras, and June 28
for 2s and 5s. Latest volume:
* TUM/TUU appr 6,400 from -7.12 to -6.88, -7.0 last;
* FVM/FVU appr 13,600 from -4.5 to -4.0, -4.25 last;
* TYM/TYU appr 3,800 from -9.0 to -8.25, -8.25 last;
* USM/USU appr <700 from 20.25, 20.25 last;
* WNM/WNU appr 2,000 from -20.75, -20.75 last;

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