*** It's that time again, starting...>

US TSY FUTURES: *** It's that time again, starting to see roll interest starting

up, volume remains low with plenty of time before 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 17,400 from -7.75 to -7.25, -7.5 last, 7% complete;

* FVU/FVZ appr 13,000 from -12.75 to -12.0, -12.5 last, 6% complete;

* TYU/TYZ appr 5,500 from -18.75 to -18.0, -18.25 last, 4% complete;

* USU/USZ appr 3,800 from 26.0 to 26.75, 26.0 last, 2% complete;

* WNU/WNZ appr 4,500 from -25.0 to -23.75, -23.0 last, 2% complete;