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As a reminder tomorrow, Thursday November...>

US TSYS
US TSYS: As a reminder tomorrow, Thursday November 30th is the First Notice Day
for Dec (Z7) treasuries, and hence the Mar (H8) Contract will become lead month.
- Volume and liquidity will quickly move (same day) to the Mar contract, however
for now, volume and liquidity remains firmly in the Dec Contracts.
- Current Roll Levels:
* TUZ7/H8: 05.5 /05.75, 15k x 400k
* FVZ7/H8: 06.00/06.25, 70k x 180k
* TYZ7/H8: 07.5 /07.75, 240k x 50k
* USZ7/H8: 1-03.00/1-03.25, 3k x 22k

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