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*** Late roll update, over 80%.......>

US TSY FUTURES: *** Late roll update, over 80% complete ahead September taking
lead from June ahead first notice tomorrow. June future's staggered expiration
on June 19 for 10s, 30s and Ultras, and June 28 for 2s and 5s. Update:
* TUM/TUU appr 242,800 from -8.75 to -7.75, -8.62 last, appr 93% complete;
* FVM/FVU appr 297,000 from -5.5 to -4.75, -5.25 last, appr 91% complete;
* TYM/TYU appr 464,000 from -10.75 to -9.0, -10.5 last, appr 90% complete;
* USM/USU appr 50,200 from 20.0 to 20.5, 20.0 last, appr 92% complete;
* WNM/WNU appr 96,900 from -24.25 to -21.25, -23.0 last, appr 92% complete;

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