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*** Latest roll update, big jump.....>

US TSY FUTURES
US TSY FUTURES: *** Latest roll 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 234k from 8.0 to 8.75; appr 16% complete
* FVH/FVM appr 561k from 9.25 to 9.75; appr 21% complete
* TYH/TYM appr 666k from 18.25 to 19.25; appr. 13% complete
* USH/USM appr 99k from 31.75 to 1-00.25; appr 10% complete
* WNH/WNM appr 198k from 25.25 to 25.75; appr 28% complete

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