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*** Big leap forward in roll.........>

US TSY FUTURES: *** Big leap forward in roll efforts, volume HEAVY. Reminder,
mkt closed for Thanksgiving holiday next Thursday, Nov 28, Friday Nov 29 first
notice (March futures take lead quarterly position) a shortened session. Dec
futures don't expire until mid-late Dec (10s, 30s and Ultras on 12/19, 2s & 5s
12/31). Update:
* TUZ/TUH appr 905,200 from -6.88 to -6.50, -6.75 last; 82% complete
* FVZ/FVH appr 1,362,600 from -10.75 to -10.25, -10.75 last; 80% complete
* TYZ/TYH appr 1,469,500 from -2.25 to -1.5, -2.25 last; 88% complete
* UXYZ/UXYH 219,800 from -1-12.5 to -1-11.25, -1-11.75 last; 68% complete
* USZ/USH appr 212,800 from 25.0 to 25.5, 25.0 last; 88% complete
* WNZ/WNH appr 322,100 from 22.2 to 23.5, 22.2 last; 86% complete

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