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*** Late roll update, heavy volume...>

US TSY FUTURES
US TSY FUTURES: *** Late roll update, heavy volume ahead Wednesday's first
notice date (June futures go "top step" on February 28). 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 818K from 7.5 to 8.25; 7.75 last
* FVH/FVM appr 1.3M from 9.25 to 9.75; 9.5 last
* TYH/TYM appr 1.3M from 17.75 to 18.25; 18.0 last
* USH/USM appr 341K from 31.75 to 1-00.75; 1-00.25 last
* WNH/WNM appr 226K from 26.0 to 26.5; 26.25 last

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