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

US TSY FUTURES
US TSY FUTURES: *** Late session roll update, but starting to see some calendar
spds trading w/ 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 56,000 from -7.12 to -6.25, -7.0 last;
* FVM/FVU appr 33,000 from -4.75 to -3.5, -4.5 last;
* TYM/TYU appr 37,400 from -9.0 to -7.75, -8.75 last;
* USM/USU appr 1,500 from 20.25-20.5, 20.25 last;
* WNM/WNU appr 3,200 from -21.25 to -20.0, -21.0 last;

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