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*** Late roll update, heavy..........>

US TSY FUTURES: *** Late roll update, heavy volume, but a LOT remains. 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 617,000 from -6.88 to -6.5, -6.62 last; 24% complete
* FVZ/FVH appr 752,000 from -11.0 to -10.25, -10.5 last; 25% complete
* TYZ/TYH appr 683,700 from -2.25 to -1.5, -1.75 last; 15% complete
* UXYZ/UXYH 112,800 from -1-14.25 to -1-12.5, -1-13 last; 12% complete
* USZ/USH appr 50,600 from 25.25 to 25.75, 25.25 last; 12% complete
* WNZ/WNH appr 115,800 from 23.0 to 23.75, 23.00 last; 29% complete

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