*** Jump in roll volume after the....>

US TSY FUTURES: *** Jump in roll volume after the bell-- should remain heavy

w/June taking lead from March Thursday (first notice February 28). March

future's staggered expiration on March 20 for 10s, 30s and Ultras, and March 29

for 2s and 5s. %complete as of Tuesday's close. Latest volume:

* TUH/TUM appr 255,900 from -3.88 to -3.62, -3.75 last; >45% complete

* FVH/FVM appr 408,900 from -4.50 to -4.25, -4.50 last; >30% complete

* TYH/TYM appr 334,500 from -10.50 to -10.25, -10.25 last; >38% complete

* USH/USM appr 72,200 from 19.75-20.25, 20.00 last; >31% complete

* WNH/WNM appr 79,100 from -1-6.75 to -1-5.75, -1-6 last; >45% complete