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

US TSY FUTURES
US TSY FUTURES: Mar/Jun futures roll update -- expect volumes to surge this
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 update:
* TUH/TUM appr 12,800 from -6.12 to -5.62, -6.0 last; 12% complete
* FVH/FVM appr 12,400 from -13.0 to -12.25, -12.75 last; 9% complete
* TYH/TYM appr 8,200 from 3.5 to 4.25, 3.5 last; 6% complete 
* UXYH/UXYM appr 1,400 from 9.25 to 9.75, 9.25 last; 2% complete
* USH/USM appr <1,000 from 30.50 to 30.75; 10% complete
* WNH/WNM appr 3,900 from -26.0 to -24.25, -25.75 last; 12% complete

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