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*** 30Y roll lagging in latest.......>

US TSY FUTURES
US TSY FUTURES: *** 30Y roll lagging in latest Sep/Dec roll volume, first notice
date (Dec futures take lead) on August 30. Sep future's staggered expiration on
September 19 for 10s, 30s and Ultras, and September 30 for 2s and 5s. Update:
* TUU/TUZ appr 69,000 from -8.38 to -7.88, -8.38 last, 13% complete;
* FVU/FVZ appr 110,500 from -14.25 to -13.25, -13.75 last, 11% complete;
* TYU/TYZ appr 41,700 from -20.75 to -19.75, -20.5 last, 6% complete;
* USU/USZ appr 1,300 from 25.5 to 26.0, 25.5 last, 8% complete;
* WNU/WNZ appr 21,500 from -31.5 to -31.25, -31 last, 8% complete;

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