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Early session roll update, 5Y........>

US TSY FUTURES
US TSY FUTURES: Early session roll update, 5Y leads volume again. Jun futures
expire in mid-late June (10s, 30s and Ultras on 6/19; 2s & 5s 6/30).
Nevertheless, starting to see pick-up in Jun/Sep futures rolling, first notice
on May 29. Session volume and % complete update:
* TUM/TUU appr 2,400 from -4.88 to -4.62, -4.75 last; <5% complete
* FVM/FVU appr 33,100 from 4.0 to 4.5, 4.25 last; <7% complete
* TYM/TYU appr 3,000 from 7.25 to 8.0, 7.75 last; <5% complete 
* UXYM/UXYU 1,100 from -11.75 to -11.0, -11.5 last; <2% complete
* USM/USU <1,000 from 1-16.5 to 1-16.75, 1-16.5 last; <2% complete
* WNM/WNU 12,600 from 1-17.5 to 1-18, 1-17.5 last; <4% complete

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