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Early session roll update, first.....>

US TSY FUTURES
US TSY FUTURES: Early session roll update, 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 11,200 from -4.75 to -4.38, -4.5 last; <7% complete
* FVM/FVU appr 43,700 from 4.25 to 5.0, 4.75 last; <11% complete
* TYM/TYU appr 20,000 from 7.5 to 8.0, 8.0 last; <6% complete 
* UXYM/UXYU 1,100 from -11.25 to -10.5, -10.5 last; <2% complete
* USM/USU <300 from 1-16.75 to 1-17.25, 1-16.75 last; <3% complete
* WNM/WNU <100 from 1-17.75 to 1-18.25, 1-18 last; <8% complete

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