Quant Report for 2010-05-14

Updated 6am EST - Global equity markets are selling off across the board. US equity futures are also all lower ahead of the US open. US treasuries and Gold continue to strengthen as risk aversion continues. Crude is breaking down through support levels, trading below the $73/barrel level. In the currency markets, the US dollar has made fresh 2010 highs. The US dollar and Japanese yen are strongest, while Euro weakness continues. The Euro is at its lowest levels of 2010. US retail sales figures are due out at 8:30am EST.