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*** Late roll volume update, 2s,.....>

US TSY FUTURES
US TSY FUTURES: *** Late roll volume update, 2s, 5s and 10s well over 1M, March
taking top step Friday. December future's staggered expiration on December 19
for 10s, 30s and Ultras, and December 31 for 2s and 5s. Latest volume:
* TUZ/TUH appr 1.37M, 0.05 last; >55.0% complete
* FVZ/FVH appr 1.70M, 1.25 last; >55.0% complete
* TYZ/TYH appr 1.50M, 4.50 last; >45.0% complete
* USZ/USH appr 317.0k, 19.50 last; appr 54.0% complete
* WNZ/WNH appr 326.0k, 26.00 last; appr 54.4% complete

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