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*** Dec to Mar futures roll volume...>

US TSY FUTURES
US TSY FUTURES: *** Dec to Mar futures roll volume kicked off this week, 2s and
5s leading the charge well ahead first notice date of November 30. Probably not
a surprise as some move to roll before next week's Thanksgiving holiday
closures. December future's staggered expiration on December 19 for 10s, 30s and
Ultras, and December 31 for 2s and 5s. Latest volume and % complete as of Thu's
close:
* TUZ/TUH appr 53.5k, 1.25 last; 7.0% complete
* FVZ/FVH appr 57.9k, 2.00 last; 7.0% complete
* TYZ/TYH appr 19.1k, 5.75 last; 4.0% complete
* USZ/USH only 500, 20.0 last; 2.0% complete
* WNZ/WNH appr 3.2k, 23.75 last; 1% complete

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