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*** CORRECTION to futures............>

US TSY FUTURES
US TSY FUTURES: *** CORRECTION to futures expiration date. Latest September
December Treasury futures roll volume below. Sep quarterly futures/options
expiration at end of month. First notice date of August 31. September future's
staggered expiration on September 20 for 10s, 30s and Ultras, then September 29
for 2s and 5s. Sep option expiration on August 25. Recent volume, market range:
* FVU/FVZ appr 31k from 09.5 to 10.25, 9.75 last
* TYU/TYZ appr 12k from 10.25 to 10.75, 10.25 last
* TUU/TUZ appr 42.5k from 3.25 to 4, 3.25 last
* USU/USZ appr 450 from 1-7.5 to 1-7.75, 1-7.75 last
* WNU/WNZ appr 8.4k from 31.25 to 31.5, 31.5 last

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