Quant Report for 2010-06-01

Updated 4:30am EST - Global equity markets are selling off. US equity futures are all lower ahead of the US open. US treasuries along with gold are trading higher on the session. Crude is declining again, trading below the $73/barrel level. In the currency markets, the Japanese yen and US dollar are strengthening, while the commodity currencies (Canadian dollar, Australian dollar) are weakest. The Bank of Canada is expected to raise interest rates by 25 basis points at 9am EST.