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*** Early session roll volume........>

US TSY FUTURES
US TSY FUTURES: *** Early session roll volume. September takes 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 55,700 from -7.50 to -7.25, -7.25 last;
* FVM/FVU appr 42,800 from -5.0 to -4.75, -4.75 last;
* TYM/TYU appr 33,300 from -9.0 to -8.75, -8.75 last;
* USM/USU appr no noticeable volume yet
* WNM/WNU appr 9,500 from -22.0 to -21.50, -21.5 last;

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