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*** Roll volume update -- more.......>

US TSY FUTURES
US TSY FUTURES: *** Roll volume update -- more heavy volume 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 517.0k from 5.5 to 6.0;
* FVZ/FVH appr 1.15M from 5.5 to 6.25;
* TYZ/TYH appr 1.15M from 7.25 to 7.75;
* USZ/USH appr 224.0k from 1-02.5 to 1-03.5;
* WNZ/WNH appr 243.1k from 28.5 to 29.25;

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