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*** Rolls driving session volume.....>

US TSY FUTURES
US TSY FUTURES: *** Rolls driving session volume. 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 607,600 from -7.00 to -6.62, -6.62 last; 40% complete
* FVZ/FVH appr 479,300 from -10.75 to -10.25, -10.5 last; 36% complete
* TYZ/TYH appr 596,800 from -2.5 to -1.75, -2.0 last; 33% complete
* UXYZ/UXYH 125,800 from -1-13.25 to -1-12.5, -1-12.75 last; 28% complete
* USZ/USH appr 166,700 from 25.0 to 26.0, 25.0 last; 33% complete
* WNZ/WNH appr 208,400 from 22.7 to 23.5, 22.7 last; 41% complete

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