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

US TSY FUTURES
US TSY FUTURES: *** Latest roll volume update ahead Thursday's first notice date
(March futures go "top step"). 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 152.3k from 5.25 to 5.75;
* FVZ/FVH appr 397.3k from 6.0 to 6.5;
* TYZ/TYH appr 690.7k from 7.5 to 8.0;
* USZ/USH appr 112.8k from 1-03 to 1-03.75;
* WNZ/WNH appr 55.5k from 28.75 to 29.5;

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