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*** Midday Sep/Dec roll volume.......>

US TSY FUTURES
US TSY FUTURES: *** Midday Sep/Dec roll volume update. 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 29,600 from -7.75 to -7.12, -7.62 last, 11% complete;
* FVU/FVZ appr 26,300 from -13.75 to -13.0, -13.25 last, 8% complete;
* TYU/TYZ appr 21,500 from -20.5 to -19.5, -20.25 last, 5% complete;
* USU/USZ appr 7,000 from 25.0 to 26.25, 25.25 last, 3% complete;
* WNU/WNZ appr 12,700 from -1-0.25 to -29.5, -1-0 last, 6% complete;

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