William Oliver Hughes Jr., the 26-year-old Washington man charged with the slaying of a District of Columbia bank teller, was arraigned in D.C. Superior Court yesterday and ordered held without bond at D.C. Jail. Hughes' attorney, John P. Coale, told reporters after the proceeding that his client would plead not guilty.

Coale also said that Hughes had asked that he be given protective custody while in jail. He declined to elaborate.

Hughes, who entered the courtroom smiling and waving to his girlfriend and baby son seated on a front bench, is charged with the slaying of 36-year-old Sonya Grillo Durham, a teller who was shot in the forehead during a robbery Sept. 23 at the National Bank of Washington branch at 301 Seventh St. NW.

Police and witnesses said that Durham was shot, apparently without provocation, after she complied with a gunman's order to fill a bag with money.

After she was shot, the robber collected money from other tellers, thanked the bank employes and fled in a commandeered taxicab, police and witnesses said.

According to an affidavit attached to the warrant for Hughes's arrest, a witness viewed slide pictures of suspects and subsequently identified a picture of Hughes.

Hughes turned himself in to FBI officials in New Orleans last weekend.

At the arraignment yesterday, the prosecutor, John Winkfield, said that Hughes, who is charged with first degree murder while armed, was on parole for a bank robbery conviction at the time of the Durham slaying.