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*** Roll efforts tapering off........>

US TSY FUTURES
US TSY FUTURES: *** Roll efforts tapering off. 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 366,200 from -7.0 to -6.62, -6.88 last; 93% complete
* FVZ/FVH appr 460,700 from -11.0 to -10.5, -11.0 last; 93% complete
* TYZ/TYH appr 448,300 from -3.0 to -1.75, -3.0 last; 97% complete 
* UXYZ/UXYH 96,400 from -1-12.5 to -1-11.5, -1-12.5 last; 95% complete
* USZ/USH appr 56,500 from 25.0 to 25.2, 25.2 last; 91% complete
* WNZ/WNH appr 45,800 from 21.7 to 22.75, 21.7 last; 98% complete

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