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*** Late roll volume update --.......>

US TSY FUTURES
US TSY FUTURES: *** Late roll volume update -- more heavy volume ahead
Thursday's first notice date (March futures go "top step"). December future's
staggered expiration on December 19 for 10s, 30s and Ultras, and December 29 for
2s and 5s. Latest volume:
* TUZ/TUH appr 670.9k from 5.25 to 6.0;
* FVZ/FVH appr 1.28M from 5.5 to 6.25;
* TYZ/TYH appr 1.20M from 7.25 to 7.75;
* USZ/USH appr 244.0k from 1-02.5 to 1-03.5;
* WNZ/WNH appr 248.7k from 28.5 to 29.25;

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