Quant Report for 2010-06-16

Updated 6:10am EST - After the NIKKEI closed higher by +1.81%, European equity markets remain relatively mixed. US equity futures are slightly lower ahead of the US open. Commodities haven't moved much so far today. Crude is lower on the session, but above the $76/barrel level. In the currency markets, while no clear theme has emerged, the British pound is showing some signs of strength.