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*** Late morning update, Sep to......>

US TSY FUTURES
US TSY FUTURES: *** Late morning update, Sep to Dec futures roll volume remains
heavy 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 222.6k, 4.25 last; 80.2% complete, +7.5% from Tue
* FVU/FVZ appr 515.6k, 7.5 last; 80.5% complete, +9.0%
* TYU/TYZ appr 748.7k, 4.0 last; 76.0% complete, +13.1%
* USU/USZ appr 101.9k, 24.0 last; 77.3% complete, +9.5%
* WNU/WNZ appr 108.1k, 9.5 last; 84.0% complete, +6.8%

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