I find the Ask Oxford site very useful for these types of questions.

http://www.askoxford.com/asktheexperts/faq/aboutspelling/hyp...
About hyphens it says:
When is it correct to use a hyphen?


Hyphenation in English is highly variable, and in many contexts, it really doesn't matter. The Fowler brothers, first editors of the Concise Oxford Dictionary, wrote in their preface to the 1911 edition:

We have also to admit that after trying hard at an early stage to arrive at some principle that should teach us when to separate, when to hyphen, and when to unite the parts of compound words, we had to abandon the attempt as hopeless, and welter in the prevailing chaos.
The places where it does matter are summarized in The New Fowler's Modern English Usage (1996), the most important being

to make clear the unifying of the sense in compound expressions such as punch-drunk, cost-benefit analysis, or weight-carrying, or compounds in attributive use (that is, in front of the noun), as in an up-to-date list or the well-known performer;
to join a prefix to a proper name (e.g. anti-Darwinian);
to avoid misunderstanding by distinguishing phrases such as twenty-odd people and twenty odd people, or a third-world conflict and a third world conflict;
to clarify the use of a prefix, as in recovering from an illness and re-covering an umbrella;
to clarify compounds with similar adjacent sounds, such as sword-dance, co-opt, tool-like.
to represent the use of a common element in a list of compounds, such as four-, six-, and eight-legged animals.
in dividing a word across a line-break. Guidance on word division is given in reference books such as the Oxford Colour Spelling Dictionary (1996).

So, it seems that you do have to use the hyphen!

This is confirmed for the USA too:
http://webster.commnet.edu/grammar/compounds.htm
Suspended Compounds*
With a series of nearly identical compounds, we sometimes delay the final term of the final term until the last instance, allowing the hyphen to act as a kind of place holder, as in

The third- and fourth-grade teachers met with the parents.
Both full- and part-time employees will get raises this year.
We don't see many 3-, 4-, and 5-year-old children around here.

And:
Also, when we combine compound nouns, we would use a hyphen with the first, but not the last: when under- and overdeveloped nations get together. . . .

Hope this helps!