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*** Latest September/December........>

US TSY FUTURES
US TSY FUTURES: *** Latest September/December Treasury 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.
* TYU/TYZ appr 490.7k from 7.75 to 8.75, 8.0 last; 67% complete as of Mon's
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* FVU/FVZ appr 223.8k from 8.25 to 9.0, 8.25 last; 73% complete
* TUU/TUZ appr 223.8k from 3.0 to 3.5, 3.5 last; 60% complete
* USU/USZ appr 67.1k from 1-7.25 to 1-8.25, 1-8.25 last; 70% complete
* WNU/WNZ appr 50.8k from 30.25 to 31.25, 31.0 last; 78% complete

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