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*** Early roll update. Reminder,.....>

US TSY FUTURES
US TSY FUTURES: *** Early roll update. Reminder, mkt closed for Thanksgiving
holiday next Thursday, Nov 28, Friday Nov 29 first notice (March futures take
lead quarterly position) a shortened session. Dec futures don't expire until
mid-late Dec (10s, 30s and Ultras on 12/19, 2s & 5s 12/31). Update:
* TUZ/TUH appr 60,500 from -7.00 to -6.62, -6.75 last; 33% complete
* FVZ/FVH appr 91,100 from -10.75 to -10.25, -10.75 last; 31% complete
* TYZ/TYH appr 107,800 from -2.5 to -1.75, -2.5 last; 27% complete
* UXYZ/UXYH 19,400 from -1-13.25 to -1-12.75, -1-13 last; 22% complete
* USZ/USH appr 14,700 from 25.5 to 26.0, 25.75 last; 27% complete
* WNZ/WNH appr 41,300 from 23.0 to 23.5, 23.25 last; 33% complete

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