Quant Report for 2010-05-25

Updated 6am EST - Global equity markets are selling off significantly across the board. US equity futures are considerably lower ahead of the US open. US treasuries continue to make fresh 2010 highs as flight to quality persists. Commodities are weaker on a stronger US dollar. Crude continues to break down through support levels, trading below the $68/barrel level. In the currency markets, the US dollar and Japanese yen resume recent strength while the Euro, Australian dollar, Canadian dollar, and Swiss Franc are hitting fresh 2010 lows.