*** Heavy roll volume going into.....>

US TSY FUTURES: *** Heavy roll volume going into midday. 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.

Update:

* TUM/TUU appr 1,035,500 from -9.0 to -8.25, -8.88 last, appr 65% complete;

* FVM/FVU appr 1,282,700 from -6.75 to -6.0, -6.25 last, appr 61% complete;

* TYM/TYU appr 1,973,300 from -10.75 to -9.75, -10.5 last, appr 50% complete;

* USM/USU appr 344,600 from 20.00 to 21.00, 20.00 last, appr 55% complete;

* WNM/WNU appr 363,000 from -25.25 to -23.75, -25.25 last, appr 60% complete;