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*** Roll volume update -- 2s and.....>

US TSY FUTURES
US TSY FUTURES: *** Roll volume update -- 2s and 5s surge last few minutes, 5Y
outpaces 10Y at the moment. 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 329.4k, 0.50 last; 14.0% complete
* FVZ/FVH appr 433.5k, 1.50 last; 19.0% complete
* TYZ/TYH appr 426.7k, 5.00 last; 11.0% complete
* USZ/USH appr 207.5k, 19.75 last; 11.0% complete
* WNZ/WNH appr 186.6, 25.50 last; 15% complete

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