Quant Report for 2010-05-06

Updated 6:30am EST - After the NIKKEI closed lower by -3.27%, European equity markets rebounded and are mostly in positive territory. US equity futures are higher ahead of the US open. US treasuries have finally begun to retreat. Gold is stronger once again. After 2 days of considerable declines, Crude is hovering around the $80/barrel handle. In the currency markets, the US dollar remains stronger against the major currencies. The ECB will announce interest rates at 7:45am EST followed by the ECB press conference and US unemployment claims at 8:30am EST.