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

US TSY FUTURES
US TSY FUTURES: *** Early roll volume inflating respective lead quarterlies.
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 167,800 from -6.88 to -6.50, -6.75 last; 70% complete
* FVZ/FVH appr 281,300 from -10.75 to -10.25, -10.5 last; 71% complete
* TYZ/TYH appr 292,800 from -2.0 to -1.5, -2.0 last; 71% complete
* UXYZ/UXYH 50,400 from -1-12.5 to -1-11.25, -1-12 last; 58% complete
* USZ/USH appr 13,500 from 25.0 to 25.25, 25.0 last; 73% complete
* WNZ/WNH appr 61,100 from 22.7 to 23.0, 23.00 last; 71% complete

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