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*** Sep/Dec roll contributing to.....>

US TSY FUTURES
US TSY FUTURES: *** Sep/Dec roll contributing to early 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 31,800 from -8.25 to -7.88, -8.0 last, 15% complete;
* FVU/FVZ appr 53,750 from -13.75 to -13.5, -13.5 last, 12% complete;
* TYU/TYZ appr 27,400 from -20.75 to -20.0, -20.25 last, 7% complete;
* USU/USZ appr 8,000 from 25.25 to 25.75, 25.5 last, 8% complete;
* WNU/WNZ appr 5,900 from -31.5 to -30.25, -30.75 last, 10% complete;

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