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Still a few weeks away, but..........>

US TSY FUTURES
US TSY FUTURES: Still a few weeks away, but starting to see early Mar/Jun
rolling going up last few sessions. Friday, February 28 is first notice (June
futures take lead quarterly position). March futures don't expire until mid-late
March (10s, 30s and Ultras on 3/20, 2s & 5s 3/31). Session volume and % complete
update:
* TUH/TUM appr 31,300 from -6.12 to -5.5, -5.5 last; 6% complete
* FVH/FVM appr 21,800 from -12.75 to -12.0, -12.0 last; 4% complete
* TYH/TYM appr 6,800 from 4.0 to 4.75, 4.75 last; 4% complete 
* UXYH/UXYM nothing reported, UXYH OI 1,173,812 coming into the session
* USH/USM appr 2,900 from 30.0 to 30.75, 30.0 last; 2% complete
* WNH/WNM appr 1,900 from -25.24 to -24.5, -24.75 last; 2% complete

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