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*** Large roll volume artificially...>

US TSY FUTURES
US TSY FUTURES: *** Large roll volume artificially inflating early session trade
volume. First notice date November 30. December future's staggered expiration on
December 19 for 10s, 30s and Ultras, and December 29 for 2s and 5s. Pace of roll
as of Fri's settle. Latest volume:
* TUZ/TUH appr 133.6k from 5.75 to 6.25; 39% complete
* FVZ/FVH appr 277.3k from 6.25 to 6.5; 34% complete
* TYZ/TYH appr 382.0k from 8.0 to 8.5; 30% complete
* USZ/USH appr 56.8k from 1-03.5 to 1-04; 31% complete
* WNZ/WNH appr 25.6k from 28.5 to 28.75; 40% complete

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