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*** Latest roll volume update --.....>

US TSY FUTURES
US TSY FUTURES: *** Latest roll volume update -- running out of steam ahead
Thursday's first notice date (March futures go "top step"). Percentage complete
as of Tue's settle, according to CME. December future's staggered expiration on
December 19 for 10s, 30s and Ultras, and December 29 for 2s and 5s. Latest
volume:
* TUZ/TUH appr 53.8k from 5.25 to 5.75; % complete 80%
* FVZ/FVH appr 100.7k from 6.0 to 6.5; % complete 78%
* TYZ/TYH appr 174.5k from 7.5 to 8.0; % complete 76%
* USZ/USH appr 19.1k from 1-03 to 1-03.5; % complete 78%
* WNZ/WNH appr 9.8k from 28.75 to 29.25; % complete 84%

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