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Volumes continue to surge............>

US TSY FUTURES
US TSY FUTURES: Volumes continue to surge (TYM>1.4M already), more than half in
lead quarterly tied to Jun/Sep roll with first notice this Friday, May 29. Jun
futures expire in mid-late June: 10s, 30s and Ultras on 6/19; 2s & 5s 6/30.
Percentage completion:
* TUM/TUU appr 363,400 from -4.62 to -4.25, -4.38 last; appr 43% complete
* FVM/FVU appr 547,400 from 5.25 to 6.0, 6.0 last; appr 56% complete
* TYM/TYU appr 1,045,000 from 8.25 to 9.0, 8.5 last; appr 41% complete 
* UXYM/UXYU 114,000 from -9.5 to -7.25, -7.25 last; appr 34% complete
* USM/USU 126,800 from 1-17.75 to 1-18.5, 1-18.25 last; appr 38% complete
* WNM/WNU 84,700 from 1-17.25 to 1-18, 1-17.75 last; appr 42% complete

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