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*** Decent Sep/Dec roll volume.......>

US TSY FUTURES
US TSY FUTURES: *** Decent Sep/Dec roll volume already. 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 51,100 from -8.0 to -7.5, -7.62 last; 25% complete
* FVU/FVZ appr 91,500 from -13.5 to -13.0, -13.25 last; 21% complete
* TYU/TYZ appr 131,100 from -20.5 to -20.0, -20.25 last; 15% complete
* USU/USZ appr 13,500 from 24.5 to 25.0, 25.0 last; 16% complete
* WNU/WNZ appr 22,500 from -31.0 to -28.75, -29.0 last; 22% complete

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