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*** Dec/Mar roll update: Slow........>

US TSY FUTURES
US TSY FUTURES: *** Dec/Mar roll update: Slow start with a long way to go ahead
Nov 29 first notice (March futures take lead quarterly position). Dec futures
don't expire until mid-late Dec (10s, 30s and Ultras on 12/19, 2s & 5s 12/31).
Update:
* TUZ/TUH appr 6,500 from -5.5 to -5.12, -5.5 last; 10% complete
* FVZ/FVH appr 6,500 from -9.5 to -9.0, -9.5 last; 7% complete
* TYZ/TYH appr 16,400 from -0.25 to 0.75, 0.25 last; 7% complete
* UXYZ/UXYH <900 from -1-11.25 to 1-10.25, -1-11.25 last
* USZ/USH appr <700 from 26.25 to 26.75, 26.25 last; 3% complete
* WNZ/WNH appr 4,100 from 24.25 to 24.75, 24.75 last; 2% complete

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