Quant Report for 2010-02-22

Updated 6:45am - After the NIKKEI closed higher by +2.75%, the European equity markets remain relatively mixed on light trading through the London session. US equity futures are a little higher ahead of the US open. While commodities also continue to trade in a tight range, crude is back above the $80/barrel handle. In the currency markets, the big mover is the Japanese yen as it has strengthened.