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US TSY FUTURES: *** Latest September December Treasury futures roll volume
below; pace of the roll according to CME Group site. 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 90.2k from 9.25 to 10.0, 9.5 last; 9% complete as of Tue close
* FVU/FVZ appr 180.6k from 8.75 to 9.5, 9.0 last; 12% complete
* TUU/TUZ appr 102.6k from 3.25 to 3.75, 3.75 last; 11% complete
* USU/USZ appr 19.4k from 1-7 to 1-7.75, 1-7.5 last; 6% complete
* WNU/WNZ appr 8.8k from 31.0 to 31.25, 31.25 last; 17% complete