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Late session update, Mar/Jun.........>

US TSY FUTURES: Late session update, Mar/Jun futures roll >50% ahead Fri's first
notice. 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 1,047,300 from -7.0 to -6.25, -6.75 last; 43% complete
* FVH/FVM appr 1,436,900 from -15.0 to -13.5, -14.5 last; 48% complete
* TYH/TYM appr 1,344,000 from 2.75 to 3.75, 3.0 last; 32% complete 
* UXYH/UXYM appr 250,900 from 8.00 to 8.75, 8.25 last; 24% complete
* USH/USM appr 344,300 from 30.75 to 31.5, 31.0 last; 38% complete
* WNH/WNM appr 300,500 from -28.5 to -26.0, -28.5 last; 44% complete

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