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Late Mar/Jun futures roll update.....>

US TSY FUTURES: Late Mar/Jun futures roll update. Friday, February 28 is first
notice (June futures take lead quarterly position). March futures don't expire
until mid-late March (10s, 30s and Ultras on 3/20, 2s & 5s 3/31). Session volume
and % complete update:
* TUH/TUM appr 29,300 from -5.88 to -5.62, -5.75 last; 10% complete
* FVH/FVM appr 40,700 from -12.5 to -12.00, -12.25 last; 7% complete
* TYH/TYM appr 17,70 from 4.0 to 4.25, 4.25 last; 5% complete 
* UXYH/UXYM <1,000 from 10.25 last 
* USH/USM appr 5,600 from 30.5 to 30.75, 30.5 last; 9% complete
* WNH/WNM appr 9,400 from -25.0 to -24.25, -24.5 last; 7% complete

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