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*** Update Jun/Sep roll volume,......>

US TSY FUTURES
US TSY FUTURES: *** Update Jun/Sep roll volume, TYM/TYU OVER 1M. June future's
staggered expiration on June 20 for 10s, 30s and Ultras, and June 29 for 2s and
5s; expect to see a surge in volume as September futures go "top step" on May
31. Latest volume:
* TUM/TUU appr 301.2k from 6.5-7.0; 6.75 last (pace of roll 27% coming into
session)
* FVM/FVU appr 539.9k from 9.25-9.75; 9.25 last (pace of roll 25% coming into
session)
* TYM/TYU appr >1M from 10.0-11.0; 10.5 last (pace of roll 21% coming into
session)
* USM/USU appr 39.7k, 27.0 last (pace of roll 24% coming into session)
* WNM/WNU appr 166.2k, 23.0 last (pace of roll 35% coming into session)

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