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*** Midmorning roll update, volume...>

US TSY FUTURES
US TSY FUTURES: *** Midmorning roll update, volume starting to accelerate w/ 2s
and 5s leading charge. September takes lead from June at end of this month
(first notice May 31). June future's staggered expiration on June 19 for 10s,
30s and Ultras, and June 28 for 2s and 5s. Latest volume:
* TUM/TUU appr 79,600 from -7.75 to -7.0, -7.12 last;
* FVM/FVU appr 43,500 from -5.25 to -4.5, -4.75 last;
* TYM/TYU appr 22,400 from -9.5 to -8.75, -9.0 last;
* USM/USU appr 1,000 from 20.0 to 20.5, 20.25 last;
* WNM/WNU appr 2,000 from -21.75-21.25, -21.75 last;

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