Quant Report for 2010-06-22

Updated 5:50am EST - After the NIKKEI closed lower by -1.22%, European equity markets continue the equity selling. US equity futures are all lower ahead of the US open. Commodities haven't moved much. Gold is slightly higher and crude is down, trading below the $78/barrel level. In the currency markets, the Japanese yen is bouncing back after yesterday’s decline as it is stronger against the majors. While the other currencies have not taken any strong general direction the British pound is weakest of the majors.