This is a very useful assortment containing six different sizes of lead shot which will cover all of your needs for trout nymphs.

Helpful tip from Harry Murray
During the winter it is often necessary to add a split shot six inches up the leader from nymphs and streamers in order to fish them deeply. I carry a Microshot dispenser with six sizes of shot in my vest so I always have the size I need with each fly. For example, I use the size 9 with small nymphs and a size 4 with large streamers.