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Late roll update. Sep takes lead.....>

US TSY FUTURES
US TSY FUTURES: Late roll update. Sep takes lead quarterly tomorrow while Jun
futures won't expire until mid-late June: 10s, 30s and Ultras on 6/19; 2s & 5s
6/30. Percentage completion:
* TUM/TUU appr 254,000 from -4.5 to -4.0, -4.25 last; appr 93% complete
* FVM/FVU appr 332,000 from 5.75 to 6.75, 6.75 last; appr 94% complete
* TYM/TYU appr 402,00 from 8.75 to 10.75, 9.5 last; appr 97% complete 
* UXYM/UXYU 65,200 from -5.75 to -3.5, -3.75 last; appr 87% complete
* USM/USU 88,900 from 1-18.5 to 1-19.75, 1-19.5 last; appr 92% complete
* WNM/WNU 76,800 from 1-18.5 to 1-20, 1-23.5 last; appr 89% complete

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