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

US TSY FUTURES
US TSY FUTURES: *** Midday update, Sep to Dec futures roll volume winding down
ahead 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 124.7k, 4.75 last; 91.2% complete, +3.7% from Wed
* FVU/FVZ appr 235.8k, 7.75 last; 89.8% complete, +4.3%
* TYU/TYZ appr 279.7k, 3.5 last; 90.9% complete, +6.9%
* USU/USZ appr 90.5k, 23.75 last; 89.1% complete, +6.9%
* WNU/WNZ appr 85.1k, 10.25 last; 92.2% complete, +5.0%

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