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*** Roll update -- wrapping up.......>

US TSY FUTURES
US TSY FUTURES: *** Roll update -- wrapping up soon w/ June taking lead from
March Thursday (first notice February 28). March future's staggered expiration
on March 20 for 10s, 30s and Ultras, and March 29 for 2s and 5s. Latest volume:
* TUH/TUM appr 134,500 from -5.25 to -4.88, -5.12 last; >83% complete
* FVH/FVM appr 167,500 from -5.25 to -4.75, -5.00 last; >81% complete
* TYH/TYM appr 190,000 from -11.25 to -10.50, -11.00 last; >84% complete
* USH/USM appr 20,200 from 20.25-20.75, 20.75 last; >75% complete
* WNH/WNM appr 23,200 from -1-8 to -1-7.5, -1-7.75 last; >86% complete

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