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US TSYS

Tight Start, T-Notes Test Thursday's Range

FOREX

Lowe Speech Fails To Buoy AUD

US TSY FUTURES
US TSY FUTURES: *** Latest September December Treasury futures roll volume
below; pace of the roll only 4-6% complete. First notice date of August 31.
September future's staggered expiration on September 20 for 10s, 30s and Ultras,
then September 29 for 2s and 5s. Sep option expiration this Friday, August 25.
Recent volume, market range:
* TYU/TYZ appr 124.4k from 9.5 to 10.0, 9.75 last
* FVU/FVZ appr 217.7k from 9.0 to 9.75, 9.5 last
* TUU/TUZ appr 60.0k from 3.25 to 3.75, 3.25 last
* USU/USZ appr 7.2k from 1-7.25 to 1-7.5, 1-7.5 last
* WNU/WNZ appr 9.5k from 31.0 to 31.25, 31.0 last
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com