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*** Early roll update as June........>

US TSY FUTURES
US TSY FUTURES: *** Early roll update as June takes lead from March later in
month (first notice February 28). Volumes still running light, but expect a
sharp increase this week. March future's staggered expiration on March 20 for
10s, 30s and Ultras, and March 29 for 2s and 5s. Latest volume:
* TUH/TUM appr 21,850 from -4.00 to -3.50, -3.62 last; 8% complete
* FVH/FVM appr 18,700 from -4.00 to -3.50, -3.75 last; 4% complete
* TYH/TYM appr 9,900 from -9.50 to -8.75, -9.25 last; 3% complete
* USH/USM appr <100 from 19.75-20.0, 20.0 last; 1% complete
* WNH/WNM appr 9,600 from -1-7.5 to -1-6.5, -1-7 last; 1% complete
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