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

US TSY FUTURES
US TSY FUTURES: *** Late roll volume update -- big jump in volume. Next week
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 292k from 8.0 to 8.75; appr 29% complete
* FVH/FVM appr 467k from 9.0 to 9.75; appr 28% complete
* TYH/TYM appr 333k from 18.25 to 18.75; appr. 18% complete
* USH/USM appr 40k from 31.75 to 1-00.25; appr 11% complete
* WNH/WNM appr 101k from 25.25 to 25.75; appr 31% complete

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