Quant Report for 2010-05-17

Updated 6am EST - After a significant sell off in the Australian and Asian equity markets, European equities are all in positive territory. US equity futures are slightly higher ahead of the US open. US treasuries and gold are trading a little higher. Crude continues to drop, trading below the $72/barrel level. The Euro, British pound, and Swiss franc continue to hit fresh 2010 lows while the US dollar strengthens to fresh annual highs. Flight to quality/risk aversion is evident.