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*** Late update, heavy 10Y roll......>

US TSY FUTURES
US TSY FUTURES: *** Late update, heavy 10Y roll volume last few minutes.
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 836,800 from -7.00 to -6.62, -6.62 last; 43% complete
* FVZ/FVH appr 521,200 from -10.75 to -10.25, -10.25 last; 38% complete
* TYZ/TYH appr 866,000 from -2.5 to -1.5, -2.0 last; 35% complete
* UXYZ/UXYH 129,400 from -1-13.25 to -1-12.5, -1-13 last; 29% complete
* USZ/USH appr 190,300 from 25.0 to 26.0, 25.0 last; 34% complete
* WNZ/WNH appr 210,200 from 22.7 to 23.5, 22.7 last; 41% complete

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