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*** Roll update: Dec/Mar rolling.....>

US TSY FUTURES: *** Roll update: Dec/Mar rolling ahead first notice (March
futures take lead quarterly position) on Nov 29. Dec futures don't expire until
mid-late December (10s, 30s and Ultras on 12/19, 2s & 5s 12/31). Update:
* TUZ/TUH appr 21,000 from -4.88 to -4.38, -4.75 last; 9% complete
* FVZ/FVH appr 42,300 from -8.75 to -8.0, -8.5 last; 6% complete
* TYZ/TYH appr 10,500 from 1.0 to 1.5, 1.0 last; 6% complete
* UXYZ/UXYH <500 from -1-10 to 1-8.75, -1-9.75 last
* USZ/USH appr <100 from 26.25 to 26.75, 26.75 last; 2% complete
* WNZ/WNH appr 1,500 from 24.5 to 25.0. 24.5 last; 1% complete

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