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

US TSY FUTURES
US TSY FUTURES: *** Early Sep/Dec roll volume update. 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 97,700 from -8.75 to -8.25, -8.62 last; 38% complete
* FVU/FVZ appr 193,400 from -14.75 to -14.0, -14.5 last; 30% complete
* TYU/TYZ appr 156,400 from -21.5 to -21.0, -21.25 last; 28% complete
* UXYU/UXYZ appr 24,900 from -21.0 to -20.0, -20.5 last; 77% complete
* USU/USZ appr 12,700 from 25.0 to 26.0, 25.5 last; 29% complete
* WNU/WNZ appr 15,300 from -1-00.5 to -31.0, -1-00 last; 37% complete

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