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*** Midday update, Sep to Dec........>

US TSY FUTURES
US TSY FUTURES: *** Midday update, Sep to Dec futures roll volume gains
momentum. First notice date: August 31. September future's staggered expiration
on September 19 for 10s, 30s and Ultras, and September 28 for 2s and 5s. Latest
volume:
* TUU/TUZ appr 207.5k from 3.75-4.0, 4.0 last; >29% complete as of Fri's settle
* FVU/FVZ appr 516.1k from 7.25-7.75, 7.5 last; >29% complete
* TYU/TYZ appr 345.6k from 3.5-3.75, 3.75 last; >20% complete 
* USU/USZ appr 137.6, 24.0 last; >28% complete
* WNU/WNZ appr 153.6k, 10.0 last; >43% complete

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