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

US TSY FUTURES
US TSY FUTURES: *** Latest roll update, big jump in volume Thu. 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 165k from 8.0 to 8.5; appr 33% complete
* FVH/FVM appr 231k from 9.25 to 9.75; appr 36% complete
* TYH/TYM appr 418k from 18.0 to 18.75; appr 25% complete
* USH/USM appr 52k from 31.75 to 1-00.5; appr 30% complete
* WNH/WNM appr 73k from 26.0 to 26.5; appr 47% complete

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