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

US TSY FUTURES: *** December to March Treasury futures roll volume finally
starting to pick up; % 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 4.5k from 4.75 to 5.0 
* FVZ/FVH appr 25.9k from 7.0 to 7.5
* TYZ/TYH appr 11.2k from 9.5 to 10.0
* USZ/USH appr 1.5k at 1-04.25 to 1-04.5
* WNZ/WNH appr 14.8k at 29.25-29.50

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