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*** Midday roll volume update --.....>

US TSY FUTURES
US TSY FUTURES: *** Midday roll volume update -- maintaining fast pace. December
future's staggered expiration on December 19 for 10s, 30s and Ultras, and
December 31 for 2s and 5s. Latest volume and % complete as of prior session
close:
* TUZ/TUH appr 530.3k, 0.25 last; 14.0% complete
* FVZ/FVH appr 573.5k, 1.50 last; 19.0% complete
* TYZ/TYH appr 629.7k, 5.00 last; 11.0% complete
* USZ/USH appr 256.9k, 19.75 last; 11.0% complete
* WNZ/WNH appr 277.5k, 25.50 last; 15% complete

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