Although freight fell from April, May shipments rose 1.4 percent from a year earlier.
Surface transportation trade among the United States, Canada and Mexico rose 12.1 percent from year earlier.
Index is a measure of highway construction cost changes since 2003.
For the first four months of this year, freight shipments measured by the index were up 0.6 percent.
Surface transportation trade increased 15.6 percent over March 2010 to $80.8 billion.
For-hire freight transported in March increased 1.9 percent from February to the highest level since July 2008.
Surface transportation trade between the United States and Canada and Mexico rose 11.8 percent.
For the first two months of 2011, freight shipments measured by the Freight TSI were down 0.6 percent.
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