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*** Midday roll update -- in full....>

US TSY FUTURES
US TSY FUTURES: *** Midday roll update -- in full swing now. June takes lead
from March later in month (first notice February 28). Volumes still running
light, but expect a sharp increase this week. March future's staggered
expiration on March 20 for 10s, 30s and Ultras, and March 29 for 2s and 5s.
%complete as of Tuesday's close. Latest volume:
* TUH/TUM appr 116,700 from -3.75 to -3.50, -3.75 last; 14% complete
* FVH/FVM appr 184,300 from -4.50 to -4.00, -4.50 last; 10% complete
* TYH/TYM appr 154,000 from -10.0 to -9.50, -9.75 last; 7% complete
* USH/USM appr 20,200 from 19.75-20.0, 19.75 last; 3% complete
* WNH/WNM appr 58,500 from -1-8 to -1-7, -1-7.25 last; 7% complete

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