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*** Roll volume update -- Large......>

US TSY FUTURES: *** Roll volume update -- Large step forward in completing roll
ahead Thursday's first notice date (March futures go "top step"). December
future's staggered expiration on December 19 for 10s, 30s and Ultras, and
December 29 for 2s and 5s. Latest volume:
* TUZ/TUH appr 510.5k from 5.75 to 6.25; appr 83% complete
* FVZ/FVH appr 970.6k from 6.0 to 6.5; appr 75% complete
* TYZ/TYH appr 829.7k from 8.0 to 8.5; appr 64% complete
* USZ/USH appr 238.0k from 1-03.25 to 1-04; app 73% complete
* WNZ/WNH appr 264.2k from 28.5 to 29.25; appr 84% complete

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