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*** Sep/Dec 2Y still leading roll....>

US TSY FUTURES
US TSY FUTURES: *** Sep/Dec 2Y still leading roll 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 24,500 from -7.62 to -6.88, -7.5 last, 10% complete;
* FVU/FVZ appr 19,100 from -13.5 to -12.75, -13.25 last, 8% complete;
* TYU/TYZ appr 8,900 from -20.0 to -18.75, -19.5 last, 5% complete;
* USU/USZ appr 1,100 from 25.25 to 25.5, 25.5 last, 3% complete;
* WNU/WNZ appr 7,700 from -29.75 to -26.25, -28.75 last, 4% complete;

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