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*** Some large 2-, 5- and 10Y........>

US TSY FUTURES: *** Some large 2-, 5- and 10Y rolls trades recently. 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 367,800 from -7.00 to -6.62, -6.62 last; 36% complete
* FVZ/FVH appr 348,300 from -10.75 to -10.25, -10.5 last; 34% complete
* TYZ/TYH appr 390,800 from -2.5 to -1.75, -2.0 last; 31% complete
* UXYZ/UXYH 97,600 from -1-13.25 to -1-12.5, -1-12.75 last; 25% complete
* USZ/USH appr 51,300 from 25.5 to 26.0, 25.5 last; 29% complete
* WNZ/WNH appr 135,800 from 23.0 to 23.5, 23.0 last; 37% complete

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