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*** Roll update. Reminder, mkt.......>

US TSY FUTURES: *** Roll update. 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 96,500 from -6.88 to -6.5, -6.62 last; 20% complete
* FVZ/FVH appr 61,500 from -11.0 to -10.5, -10.75 last; 19% complete
* TYZ/TYH appr 134,800 from -2.25 to -1.75, -2.00 last; 13% complete
* UXYZ/UXYH 9,700 from -1-14.25 to -1-13, -1-13.25 last; 9% complete
* USZ/USH appr 8,100 from 25.25 to 25.75, 25.25 last; 11% complete
* WNZ/WNH appr 67,100 from 23.25 to 23.75, 23.25 last; 25% complete

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