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*** Roll volume surges ahead.........>

US TSY FUTURES
US TSY FUTURES: *** Roll volume surges ahead September taking 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. Update:
* TUM/TUU appr 1,268,000 from -9.0 to -8.25, -8.75 last, appr 68% complete;
* FVM/FVU appr 1,695,000 from -6.75 to -6.0, -6.50 last, appr 66% complete;
* TYM/TYU appr 2,351,300 from -10.75 to -9.75, -10.25 last, appr 53% complete;
* USM/USU appr 486,000 from 20.00 to 21.00, 20.00 last, appr 61% complete;
* WNM/WNU appr 506,100 from -25.25 to -23.75, -25.25 last, appr 65% complete;

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