Wednesday, March 31, 2010

Quant Report for 2010-03-31

Updated 6am EST - US equity futures are a little lower ahead of the US open. European equity markets are relatively mixed. Commodities are generally higher across the board. Metals continue on recent strength. Crude is trying to break out again as it approaches the $83/barrel level. In the currency markets, the Japanese yen continues to show significant weakness hitting fresh 2010 lows. The stronger currencies are the British pound and the Swiss Franc.

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