I am a first semester math PhD student who needs to transfer to a different school: how should I talk about my current program on applications? Background

I am a first semester math PhD student and for personal reasons I need to transfer to different PhD program in mathematics or applied mathematics (the reason has to do with going to a program in a more favorable geographic location and not with any shortcomings of my current program: I am actually pretty happy at my current program). I have talked it through with the graduate head at my current PhD program and they don't think there should be any issue with me transferring. Many of the schools that I am applying to have deadlines before my current school's semester grades are released. Thus I have very little information to offer these schools about my performance at my current program. I feel that I am doing fairly well with my current courses and I anticipate passing two qualifying exams before the next semester begins, putting me on track to complete most of the "pre research, master's level" coursework by the end of the year. However, all of this will occur well after the deadlines for most of the schools to which I am applying. I am hoping that the graduate schools I am applying to will understand that I am not just applying to attend a higher ranked program

Question(s)

How should I mention my current PhD program? I have read elsewhere on this site that transferring graduate programs is not easy and most schools don't feel favorably about it, so how will my current program effect my chances? What should I do about the fact that some schools have application deadlines before my current semester grades will be posted, thus making it impossible for me to release my transcript to them? Should I just not mention my graduate program at all?
While the notion of "transferring" has genuine substance for undergrad programs, and in many cases can be accomplished easily or even automatically, graduate programs work differently, certainly in the U.S. That is, operationally, there simply is no notion of "transfer" beyond applying to the program on an equal footing with everyone else. That is, the fact that you were admitted to one program does not guarantee anything about subsequent admission to some other program.

Even though grades will not be available by the application deadline, you can have them sent when they are available. Often the admissions committees don't really look at applications until (e.g.) January even when deadelines are in early December. 

You'll also definitely want letters of recommendation from the graduate program you're in now, in part to allay potential suspicions that things were going badly for you so that you needed/wanted a fresh start.

In particular, such applications routinely require transcripts from all previous institutions, and this would include the place you've just begun the program.