to_json of df with multi-index header, followed by read_json results in incorrectly formatted column headers
cc @Komnomnomnom

I'm using a recent anaconda build on Windows, which includes v 0.12.0 pandas.  I'm attempting to use a multi-index header, write it out to a json file, import it and get the same formatted dataframe.  The column headers come out stacked vertically instead.

import numpy as np
import pandas as pd
pd.set_option('html',False)

index = pd.MultiIndex(levels=[['foo', 'bar', 'baz', 'qux'],
                           ['one', 'two', 'three']],
                   labels=[[0, 0, 0, 1, 1, 2, 2, 3, 3, 3],
                           [0, 1, 2, 0, 1, 1, 2, 0, 1, 2]],
                   names=['foo', 'bar'])
df = pd.DataFrame(np.random.randn(10, 3), index=index,
                  columns=['A', 'B', 'C'])
dft = df.transpose()
dft
dft.to_json('D:\xxmt.json',orient='split')
dftj=pd.read_json('D:\xxmt.json',orient='split')
dftj
