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Roll update, reminder first notice...>

US TSY FUTURES
US TSY FUTURES: Roll update, reminder 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 beginning to really pick up, more than 20% done on all contracts by
our estimates.
       Est roll completion % / Yest's Roll Completion % / 1-Day pp Change
TUA 2 Yr   / 28.7 / 20.5 / 8.1
FVA 5 Yr   / 40.5 / 33.2 / 7.3
TYA 10 Yr  / 20.3 / 16.6 / 3.7
USA 30 Yr  / 23.6 / 19.2 / 4.3
WNA Ultra  / 32.4 / 26.0 / 6.3

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