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*** Early roll update: Dec futures...>

US TSY FUTURES
US TSY FUTURES: *** Early roll update: Dec futures don't expire until mid-late
December (10s, 30s and Ultras on 12/19, 2s & 5s 12/31) -- Dec/Mar rolling
starting to occur ahead first notice (where March futures take lead quarterly
position) only three weeks away (Nov 29). Update:
* TUZ/TUH appr 14,200 from -4.88 to -4.5, -4.75 last; 8% complete
* FVZ/FVH appr 7,000 from -8.5 to -8.0, -8.25 last; 5% complete
* TYZ/TYH appr 3,100 from 1.0 to 1.75, 1.5 last; 6% complete
* UXYZ/UXYH <100 -1-10.25 last
* USZ/USH appr 6,100 from 26.75 to 27.25, 26.75 last; 1% complete
* WNZ/WNH appr <100 25.0 last; 1% complete

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