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*** Jun/Sep roll volume picking......>

US TSY FUTURES
US TSY FUTURES: *** Jun/Sep roll volume picking up. June future's staggered
expiration on June 20 for 10s, 30s and Ultras, and June 29 for 2s and 5s;
September futures go "top step" on May 31. Latest volume:
* TUM/TUU appr 35.1k from 6.75-7.5; 6.75 last (recent outright selling TUM, appr
15k at 105-29.25)
* FVM/FVU appr 79.1k from 9.5-10.25; 10.0 last
* TYM/TYU appr 23.8k from 12.25-13.0; 12.5 last
* USM/USU appr <700, 27.0 last
* WNM/WNU appr 3.0k, 22.5-22.75, 22.75 last

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