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

US TSY FUTURES
US TSY FUTURES: *** Latest roll update, big volume jump over last hour. First
notice date this week Wednesday (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 491k from 7.75 to 8.25; 8.0 last
* FVH/FVM appr 548k from 9.25 to 9.75; 9.5 last
* TYH/TYM appr 519M from 17.75 to 18.25; 18.0 last
* USH/USM appr 127k from 31.75 to 1-00.75; 1-00.25 last
* WNH/WNM appr 60k from 26.0 to 26.5; 26.0 last

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