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

US TSY FUTURES
US TSY FUTURES: *** Latest roll volume update, heavy early action in 10s and 5s.
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 91k from 8.0 to 8.75; appr 16% complete
* FVH/FVM appr 241k from 9.25 to 9.75; appr 21% complete
* TYH/TYM appr 322k from 18.25 to 19.25; appr. 13% complete
* USH/USM appr 43k from 31.75 to 1-00.25; appr 10% complete
* WNH/WNM appr 128k from 25.25 to 25.75; appr 28% complete

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