Quant Report for 2010-05-20

Updated 6am EST - After the NIKKEI closed lower by 1.54%, European equity markets are a little higher. US equity futures are relatively unchanged so far today. US treasuries remain strong while Gold continues on this week's declines. Crude remains low just above the $72/barrel level. In the currency markets, the commodity currencies are dropping significantly while the Japanese yen is stronger against the majors. US unemployment claims will be released at 8:30am EST.