Quant Report for 2010-04-05

Updated 5am EST - Major global equity markets are closed today with the exception of Japan and US. This can lead to both lower liquidity and unusual volatility. Caution is advised. The NIKKEI closed higher by +0.47%. After opening higher, US equity futures have turned negative ahead of the US open. Commodities are generally higher across the board. Crude continues to approach 2010 highs, trading above the $85/barrel level. In the currency markets, the Canadian dollar is strongest as it makes fresh 2010 highs.