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*** Early roll volume inflating......>

US TSY FUTURES
US TSY FUTURES: *** Early roll volume inflating lead quarterlies on an otherwise
quiet open to short week. 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 188,000 from -6.88 to -6.50, -6.75 last; 48% complete
* FVZ/FVH appr 107,900 from -10.5 to -10.0, -10.25 last; 42% complete
* TYZ/TYH appr 181,000 from -2.0 to -1.5, -2.0 last; 37% complete
* UXYZ/UXYH 15,400 from -1-13 to -1-12.25, -1-12.7 last; 32% complete
* USZ/USH appr 11,200 from 25.2 to 25.5, 25.25 last; 41% complete
* WNZ/WNH appr 12,300 from 22.7 to 23.0, 22.75 last; 45% complete

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