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*** Early update, expect roll........>

US TSY FUTURES
US TSY FUTURES: *** Early update, expect roll volume to gain gain significant
momentum w/ 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). Note, %Update:
* TUZ/TUH appr 16,200 from -6.62 to -6.25, -6.5 last; 16% complete
* FVZ/FVH appr 44,700 from -10.75 to -10.0, -10.5 last; 12% complete
* TYZ/TYH appr 38,900 from -1.75 to -1.0, -1.75 last; 10% complete
* UXYZ/UXYH 6,100 from -1-13.75 to -1-12.5, -1-13.5 last; 6% complete
* USZ/USH appr <2,000 from 25.75 to 26.0, 25.75 last; 9% complete
* WNZ/WNH appr <2,000 from 24.0 to 24.25, 24.0 last; 7% complete

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