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*** Slow start on current session....>

US TSY FUTURES
US TSY FUTURES: *** Slow start on current session after Sep/Dec roll volume
surged Wednesday, still a long way to go before 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 15,800 from -8.25 to -7.88, -8.0 last; 17% complete
* FVU/FVZ appr 13,600 from -14.0 to -13.5, -13.5 last; 15% complete
* TYU/TYZ appr 8,100 from -20.5 to -20.0, -20.0 last; 9% complete
* USU/USZ appr 200 from 25.00 to 25.25, 25.0 last; 11% complete
* WNU/WNZ appr 5,300 from -1-0.25 to -31.25, -31.0 last; 14% complete

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