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*** Very early roll update as June...>

US TSY FUTURES
US TSY FUTURES: *** Very early roll update as June takes lead from March later
in month (first notice February 28). March future's staggered expiration on
March 20 for 10s, 30s and Ultras, and March 29 for 2s and 5s. Latest volume:
* TUH/TUM appr 15,600 from 3.62 to 4.12, 4.0 last; 8% complete
* FVH/FVM appr 6,900 from 3.75 to 4.25, 4.0 last; 4% complete
* TYH/TYM appr 5,800 from 9.25 to 9.75, 9.5 last; 3% complete
* USH/USM appr 3,500 from 19.5-20.0, 19.75 last; 1% complete
* WNH/WNM appr 2,000 from 1-7 to 1-7.5, 1-7.25 last; 1% complete

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