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

US TSY FUTURES: Mar/Jun futures roll update -- still pretty muted, expect
volumes to surge next week. 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
* TUH/TUM appr 13,400 from -5.88 to -5.5, -5.75 last; 12% complete
* FVH/FVM appr 18,400 from -12.5 to -12.0, -12.25 last; 9% complete
* TYH/TYM appr 10,300 from 3.75 to 4.25, 3.75 last; 6% complete 
* UXYH/UXYM appr 6,400 from 9.25 to 10.25, 9.75 last 
* USH/USM appr 4,200 from 30.50 to 30.75; 10% complete
* WNH/WNM appr 13,100 from -25.25 to -24.0, -24.5 last; 11% complete

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