Atlantic Ocean some 2,472 nautical miles from Bermuda.

Forecasters last night said that the system, packing winds of 25 knots with gusts up to 35 knots, was last night east-southeast of Bermuda at 12.2 degrees north and 27.9 degrees west.

The Bermuda Weather Service said the depression, which was moving west-northwest at 18 knots, was not a threat to the Island "at this time''.

Forecasters at the US National Hurricane Centre in Miami said they expected the system, last night 335 miles from the Cape Verde Islands, to develop into the year's first tropical storm within the next few days.

The closest point of approach was predicted by local forecasters to be around 3 p.m. Thursday when the depression, which will be packing winds of 55 knots with gusts up to 65 knots, will be some 1391 nautical miles southeast of Bermuda.

Hurricane season in Bermuda began June 1 and runs until November 30.

The three categories of tropical disturbances which may threaten Bermuda during this period are tropical depressions, tropical storms and hurricanes.

A tropical depression has maximum sustained winds of 33 knots (38 mph) or less. A tropical storm has maximum sustained winds of 34 to 63 knots (39-72 mph). A hurricane packs sustained winds of 64 knots (73 mph) or greater.

The deadly heatwave that has been causing havoc in the United States will not spread to Bermuda.

Dozens of people in the east and south of the US have died as a result of temperatures that have topped 100 degrees for the majority of the last month.

But a meteorologist at the Bermuda Weather Service said despite the close proximity of America -- 650 miles -- there is no chance that the same weather will hit the Island.

Forecaster Dave Forbes said the fact that Bermuda is surrounded by water cancels out the extremes of any weather system.

The lower temperature of the seawater has a dampening effect on weather and by the time any front hits the Island, it usually has been nullified.

And, he added that so far this month temperatures seemed to have been lower than normal.

Texas, Oklahoma, along with 11 southern and western states have been worst hit.