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Midday Mar/Jun futures roll..........>

US TSY FUTURES: Midday Mar/Jun futures roll update. 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 1,141,200 from -7.25 to -6.5, -7.12 last; 59% complete
* FVH/FVM appr 1,300,600 from -15.25 to -14.0, -15.25 last; 67% complete
* TYH/TYM appr 1,645,900 from 2.75 to 4.0, 3.25 last; 52% complete 
* UXYH/UXYM appr 246,100 from 7.75 to 8.75, 8.0 last; 48% complete
* USH/USM appr 210,000 from 31.0 to 31.75, 31.25 last; 54% complete
* WNH/WNM appr 254,300 from -29.5 to -27.0, -28.75 last; 60% complete

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