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Midday roll update, pace.............>

US TSY FUTURES
US TSY FUTURES: Midday 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 780,600 from -4.75 to -4.25, -4.50 last; appr 54% complete
* FVM/FVU appr 1,233,900 from 5.25 to 6.0, 5.5 last; appr 62% complete
* TYM/TYU appr 1,692,000 from 8.25 to 9.0, 8.5 last; appr 48% complete 
* UXYM/UXYU 288,600 from -9.5 to -6.75, -7.25 last; appr 44% complete
* USM/USU 272,800 from 1-17.75 to 1-18.5, 1-18 last; appr 46% complete
* WNM/WNU 251,300 from 1-17.25 to 1-18, 1-18 last; appr 48% complete

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