Quant Report for 2010-06-23

Updated 6:50am EST - After the NIKKEI closed with a decline of -1.87%, European equity markets are just barely in negative territory. US equity futures are all in positive territory ahead of the US open. US treasuries continue this week's upward trend. Gold and silver are up on the session. Crude is relatively unchanged, trading above the $77/barrel level. In the currency markets, the British pound, followed by the Japanese yen, are strongest while the Canadian dollar is weaker against the majors. Retail sales figures out of Canada will be released at 8:30am EST.