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Midday roll update, long way to go...>

US TSY FUTURES
US TSY FUTURES: Midday roll update, long way to go ahead first notice on May 29.
Jun futures expire in mid-late June (10s, 30s and Ultras on 6/19; 2s & 5s 6/30).
Percentage completion remains low with 5Y consistently leading.
* TUM/TUU appr 17,800 from -4.75 to -4.12, -4.25 last; <7% complete
* FVM/FVU appr 61,300 from 4.25 to 5.25, 5.0 last; <12% complete
* TYM/TYU appr 57,300 from 7.5 to 8.5, 8.25 last; <6% complete 
* UXYM/UXYU 6,400 from -11.25 to -10.25, -10.25 last; <2% complete
* USM/USU 4,600 from 1-16.75 to 1-17.25, 1-16.75 last; <3% complete
* WNM/WNU 11,300 from 1-17.5 to 1-18.25, 1-17.75 last; <8% complete

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