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

US TSY FUTURES
US TSY FUTURES: *** Late session update, Sep to Dec futures roll volume heavy
but 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 450.4k, 4.5 last; 86.9% complete, +14.1% from Tue
* FVU/FVZ appr 760.7k, 7.5 last; 85.1% complete, +13.7%
* TYU/TYZ appr 924.2k, 3.75 last; 80.8% complete, +17.9%
* USU/USZ appr 124.9k, 24.0 last; 81.4% complete, +13.7%
* WNU/WNZ appr 134.1k, 9.5 last; 86.5% complete, +9.3%

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