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

US TSY FUTURES
US TSY FUTURES: *** Heavy Sep/Dec roll volume midday 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 603,600 from -8.88 to -8.25, -8.62 last;
* FVU/FVZ appr 770,500 from -14.75 to -14.0, -14.75 last;
* TYU/TYZ appr 535,500 from -21.5 to -21.0, -21.5 last;
* UXYU/UXYZ appr 115,600 from -21.0 to -20.0, -20.75 last;
* USU/USZ appr 141,400 from 24.75 to 26.0, 24.75 last;
* WNU/WNZ appr 191,300 from -1-00.5 to -31.0, -1-00.5 last;

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