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Late session roll update, pace.......>

US TSY FUTURES
US TSY FUTURES: Late session roll update, pace accelerates 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 1,206,800 from -4.75 to -4.25, -4.62 last; appr 68% complete
* FVM/FVU appr 1,878,300 from 5.25 to 6.0, 5.5 last; appr 69% complete
* TYM/TYU appr 2,242,000 from 8.25 to 9.0, 8.5 last; appr 55% complete 
* UXYM/UXYU 312,600 from -9.5 to -6.75, -7.25 last; appr 47% complete
* USM/USU 433,000 from 1-17.75 to 1-18.5, 1-18 last; appr 53% complete
* WNM/WNU 313,700 from 1-17.25 to 1-18, 1-17.75 last; appr 53% complete

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