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*** Late volume update. Reminder,....>

US TSY FUTURES
US TSY FUTURES: *** Late volume update. Reminder, mkt closed for Thanksgiving
holiday Thursday, Nov 28, 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 159,900 from -6.38 to -5.75, -6.25 last; 14% complete
* FVZ/FVH appr 169,500 from -10.25 to -9.5, -10.0 last; 10% complete
* TYZ/TYH appr 87,800 from -1.25 to -0.25, -1.25 last; 9% complete
* UXYZ/UXYH 24,700 from -1-12.5 to -1-11.75, -1-12.5 last; 4% complete
* USZ/USH appr <1,000 from 26.0 to 26.25, 26.25 last; 7% complete
* WNZ/WNH appr 26,700 from 24.0 to 24.5, 24.0 last; 5% complete

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