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*** Roll volume update -- making.....>

US TSY FUTURES
US TSY FUTURES: *** Roll volume update -- making fast work of going through
outstanding Dec positions 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. Pace of roll as of Fri's settle.
Latest volume:
* TUZ/TUH appr 236.7k from 5.75 to 6.25; 39% complete
* FVZ/FVH appr 459.7k from 6.25 to 6.5; 34% complete
* TYZ/TYH appr 568.0k from 8.0 to 8.5; 30% complete
* USZ/USH appr 184.3k from 1-03.25 to 1-04; 31% complete
* WNZ/WNH appr 194.3k from 28.5 to 29.25; 40% complete

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