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*** Jun/Sep roll accelerating........>

US TSY FUTURES
US TSY FUTURES: *** Jun/Sep roll accelerating. June future's staggered
expiration on June 20 for 10s, 30s and Ultras, and June 29 for 2s and 5s; expect
to see a surge in volume as September futures go "top step" on May 31. Latest
volume:
* TUM/TUU appr 144.6k from 6.5-7.0; 7.0 last
* FVM/FVU appr 98.1k from 9.5-10.0; 9.75 last
* TYM/TYU appr 150.8k from 11.25-11.75; 11.25 last
* USM/USU appr 33.1k, 26.75 last
* WNM/WNU appr 16.0k, 22.5 last

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