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

US TSY FUTURES: *** December to March Treasury futures roll volume update; %
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 31k from 6.75 to 7.5
* TYZ/TYH appr 32.5k from 9.25 to 10.0
* USZ/USH appr 4.2k at 1-04.25 to 1-04.5
* WNZ/WNH appr 16.3k at 29.25-29.50

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