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*** Sep/Dec 5Y leads late roll.......>

US TSY FUTURES
US TSY FUTURES: *** Sep/Dec 5Y leads late roll volume. 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 41,300 from -7.62 to -6.88, -7.25 last, 10% complete;
* FVU/FVZ appr 62,400 from -13.5 to -12.75, -13.25 last, 8% complete;
* TYU/TYZ appr 13,400 from -20.0 to -18.75, -19.75 last, 5% complete;
* USU/USZ appr 1,700 from 25.25 to 25.5, 25.25 last, 3% complete;
* WNU/WNZ appr 16,400 from -29.75 to -26.25, -29.25 last, 4% complete;

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