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*** Getting close to wrapping up.....>

US TSY FUTURES
US TSY FUTURES: *** Getting close to wrapping up the Sep/Dec roll, latest volume
below; estimate pace of the roll. 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.
* TYU/TYZ appr 494.5k from 7.75 to 8.5, 8.25 last; est 84% complete
* FVU/FVZ appr 323.5k from 8.25 to 9.0, 8.75 last; est 85% complete
* TUU/TUZ appr 244.4k from 3.25 to 3.75, 3.5 last; est 81% complete
* USU/USZ appr 61.0k from 1-7.75 to 1-8.5, 1-8 last; est 84% complete
* WNU/WNZ appr 28.3k from 30.75 to 31.75, 31.25 last; est 89% complete

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