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*** Second half Sep/Dec roll.........>

US TSY FUTURES
US TSY FUTURES: *** Second half Sep/Dec roll volume update -- % complete should
be over 75% by Wednesday. First notice date (Dec futures take lead) Friday,
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 1,400,700 from -8.75 to -8.0, -8.38 last;
* FVU/FVZ appr 1,713,200 from -14.75 to -13.75, -14.25 last;
* TYU/TYZ appr 1,604,100 from -21.75 to -20.75, -21.25 last;
* UXYU/UXYZ appr 260,800 from -21.0 to -20.25, -21.0 last;
* USU/USZ appr 310,800 from 24.75 to 25.25, 24.75 last;
* WNU/WNZ appr 314,000 from -1-01.25 to -30.5, -30.5 last;

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