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*** Late session roll update,........>

US TSY FUTURES
US TSY FUTURES: *** Late session roll update, September taking 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. Latest volume:
* TUM/TUU appr 32,700 from -7.12 to -6.88, -7.0 last;
* FVM/FVU appr 59,000 from -4.75 to -4.0, -4.5 last;
* TYM/TYU appr 21,400 from -9.0 to -8.25, -8.5 last;
* USM/USU appr 2,400 from 20.25, 20.25 last;
* WNM/WNU appr 11,100 from -21.0-20.5, -20.75 last;

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