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Late session roll update, largely....>

US TSY FUTURES
US TSY FUTURES: Late session roll update, largely complete ahead first notice
this Friday, May 29. Jun futures expire in mid-late June: 10s, 30s and Ultras on
6/19; 2s & 5s 6/30. Percentage completion:
* TUM/TUU appr 575,800 from -4.75 to -4.38, -4.5 last; appr 81% complete
* FVM/FVU appr 1,020,300 from 5.5 to 6.25, 5.75 last; appr 82% complete
* TYM/TYU appr 1,235,000 from 8.5 to 9.25, 8.5 last; appr 87% complete 
* UXYM/UXYU 335,500 from -6.25 to -3.75, -5.0 last; appr 80% complete
* USM/USU 237,700 from 1-17.75 to 1-18.5, 1-18.5 last; appr 88% complete
* WNM/WNU 633,800 from 1-17.75 to 1-18.5, 1-18.25 last; appr 84% complete

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