Quant Report for 2010-03-22

Updated 5:20am EST - Japan is closed today due to a bank holiday which has caused lower than usual liquidity conditions. Global equity markets are all in negative territory to start the week. US equity futures are headed lower ahead of the US open. Gold and silver are slightly lower. Crude is down, trading below the $81/barrel level. While no clear trends have emerged out of the currency markets, the Swiss franc is higher while the Australian dollar is weaker against the majors.