Quant Report for 2010-06-09

Updated 6am EST - After the NIKKEI closed lower by -1.04%, European equity markets opened strong but have been retreating since. US equity futures are all in negative territory. Gold and crude are relatively unchanged on the session. Crude is hovering around the $72.50/barrel level. Commodities remain relatively mixed with a slight positive tone. In the currency markets, on moderately low liquidity, the US dollar is showing some signs of weakness against the majors.