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*** Late update, heaviest Sep/Dec....>

US TSY FUTURES
US TSY FUTURES: *** Late update, heaviest Sep/Dec roll volume yet. 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 979,000 from -8.88 to -8.12, -8.62 last;
* FVU/FVZ appr 1,209,000 from -14.75 to -14.25, -14.75 last;
* TYU/TYZ appr 994,300 from -21.5 to -21.0, -21.25 last;
* UXYU/UXYZ appr 205,000 from -21.0 to -20.75, -20.75 last;
* USU/USZ appr 228,100 from 24.75 to 26.0, 25.0 last;
* WNU/WNZ appr 293,300 from -1-00.5 to -31.0, -1-00.25 last;

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