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*** December to March Treasury.......>

US TSY FUTURES
US TSY FUTURES: *** December to March Treasury futures roll volume update; slow
pace of roll, % complete still in single digits. First notice date November 30.
December future's staggered expiration on December 19 for 10s, 30s and Ultras,
and December 29 for 2s and 5s. Latest volume:
* TUZ/TUH appr 6k from 4.5 to 5.0 
* FVZ/FVH appr 4k from 7.25 to 7.5
* TYZ/TYH appr 5.6k from 9.5 to 10.25
* USZ/USH appr 5.3k at 1-04.5 to 1-04.75
* WNZ/WNH appr 3.8k at 29.5

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