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*** Roll update for Sep/Dec..........>

US TSY FUTURES
US TSY FUTURES: *** Roll update for Sep/Dec futures, short end leads. 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 38,100 from -7.5 to -7.0, -7.0 last, 9% complete;
* FVU/FVZ appr 21,500 from -13.0 to -12.5, -12.75 last, 7% complete;
* TYU/TYZ appr 14,200 from -19.0 to -18.25, -18.75 last, 5% complete;
* USU/USZ appr 2,600 from 25.25 to 25.75, 25.75 last, 2% complete;
* WNU/WNZ appr 5,000 from -27.25 to -25.5, -27.0 last, 4% complete;

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