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*** Early update, Sep to Dec.........>

US TSY FUTURES
US TSY FUTURES: *** Early update, Sep to Dec futures roll volume winding down
ahead first notice date: August 31. September future's staggered expiration on
September 19 for 10s, 30s and Ultras, and September 28 for 2s and 5s. Latest
volume:
* TUU/TUZ appr 68.8k, 4.5 last; 90.5% complete, +2.3% from Wed
* FVU/FVZ appr 61.2k, 7.5 last; 86.7% complete, +1.5%
* TYU/TYZ appr 124.2k, 3.75 last; 86.9% complete, +3.1%
* USU/USZ appr 49.2k, 24.0 last; 85.3% complete, +3.3%
* WNU/WNZ appr 30.7k, 10.0 last; 88.9% complete, +1.9%

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