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*** Dec/Mar roll volume picking up...>

US TSY FUTURES
US TSY FUTURES: *** Dec/Mar roll volume picking up 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 35,600 from -6.12 to -5.5, -6.0 last; 12% complete
* FVZ/FVH appr 25,800 from -10.0 to -9.25, -9.75 last; 9% complete
* TYZ/TYH appr 28,900 from -1.0 to -0.75, -0.75 last; 8% complete
* UXYZ/UXYH 11,900 from -1-12.25 to -1-11.25, -1-12.25 last; 1% complete
* USZ/USH appr 14,500 from 26.0 to 26.25, 26.25 last; 5% complete
* WNZ/WNH appr 2,500 from 24.25 to 24.5, 24.5 last; 4% complete

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