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Mar/Jun futures roll update --.......>

US TSY FUTURES
US TSY FUTURES: Mar/Jun futures roll update -- still running slow. Friday,
February 28 is first notice (June futures take lead quarterly position). March
futures don't expire until mid-late March (10s, 30s and Ultras on 3/20, 2s & 5s
3/31). Session volume and % complete update:
* TUH/TUM appr 23,500 from -6.12 to -5.62, -6.0 last; 9% complete
* FVH/FVM appr 42,300 from -13.0 to -12.25, -12.75 last; 6% complete
* TYH/TYM appr 13,000 from 3.75 to 4.25, 4.0 last; 4% complete 
* UXYH/UXYM <1,000 from 9.5 last 
* USH/USM appr 8,800 from 30.25 to 30.75, 30.75 last; 7% complete
* WNH/WNM appr 10,000 from -25.5 to -24.5, -25.25 last; 6% complete

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