*** Midday roll update, over 80%.....>

US TSY FUTURES: *** Midday roll update, over 80% complete ahead September taking

lead from June ahead first notice tomorrow. June future's staggered expiration

on June 19 for 10s, 30s and Ultras, and June 28 for 2s and 5s. Update:

* TUM/TUU appr 178,100 from -8.50 to -7.75, -8.12 last, appr 91% complete;

* FVM/FVU appr 172,400 from -5.5 to -4.75, -5.0 last, appr 90% complete;

* TYM/TYU appr 371,000 from -10.25 to -9.0, -9.75 last, appr 89% complete;

* USM/USU appr 31,100 from 20.0 to 20.5, 20.25 last, appr 90% complete;

* WNM/WNU appr 78,900 from -24.25 to -21.25, -22.75 last, appr 91% complete;