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

US TSY FUTURES: *** Late session roll update. September takes 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 311,200 from -7.62 to -7.0, -7.5 last, appr 30% complete;

* FVM/FVU appr 459,600 from -5.5 to -4.5, -5.25 last, appr 18% complete;

* TYM/TYU appr 184,800 from -9.5 to -8.5, -9.5 last, appr 10% complete;

* USM/USU appr 83,700 from 19.75 to 20.25, 20.00 last, appr 12% complete;

* WNM/WNU appr 39,700 from -22.5 to -21.25, -22.25 last, appr 16% complete;