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

US TSY FUTURES: *** Early Sep/Dec roll volume update, should be wrapping up soon

ahead first notice date (Dec futures take lead) Friday, 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 189,500 from -8.62 to -8.12, -8.25 last; 82% complete

* FVU/FVZ appr 247,000 from -14.5 to -13.25, -14.25 last; 80% complete

* TYU/TYZ appr 213,500 from -21.5 to -20.75, -21.5 last; 83% complete

* UXYU/UXYZ appr 30,600 from -21.0 to -20.25, -20.75 last; 72% complete

* USU/USZ appr 39,400 from 24.75 to 25.0, 24.75 last; 85% complete

* WNU/WNZ appr 31,500 from -1-01.5 to -1-01, -1-01.25 last; 88% complete