Still a long way to go before Jun....>

US TSY FUTURES: Still a long way to go before Jun futures expire in mid-late

June (10s, 30s and Ultras on 6/19; 2s & 5s 6/30). Nevertheless, starting to see

pick-up in Jun/Sep futures rolling, first notice on May 29. Session volume and %

complete update:

* TUM/TUU appr 4,300 from -4.75 to -4.38, -4.5 last; <4% complete

* FVM/FVU appr 22,600 from 4.25 to 4.75, 4.5 last; <5% complete

* TYM/TYU appr 10,500 from 7.5 to 8.25, 8.0 last; <4% complete 

* UXYM/UXYU appr 1,100 from -11.75 to -11.25, -11.25 last; <1% complete

* USM/USU appr 1,400 from 1-16.25 to 1-17, 1-16.75 last; <2% complete

* WNM/WNU appr 17,200 from 1-17.75 to 1-18.75, 1-18 last; <1% complete