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Pick-up in 2s, 5s and Ultra-Bond.....>

US TSY FUTURES: Pick-up in 2s, 5s and Ultra-Bond Mar/Jun futures rolling after
the bell. First notice next week Friday, February 28. 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 30,300 from -6.0 to -5.62, -5.75 last; 15% complete
* FVH/FVM appr 38,000 from -13.0 to -12.25, -12.5 last; 12% complete
* TYH/TYM appr 8,000 from 3.75 to 4.0, 3.75 last; 7% complete 
* UXYH/UXYM appr 500 from 9.00, 9.0 last; 2% complete
* USH/USM appr 200 from 30.25 to 30.5, 30.25 last; 11% complete
* WNH/WNM appr 31,900 from -25.5 to -24.25, -24.25 last; 15% complete

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