Quant Report for 2010-06-25

Updated 6:30am EST - After the NIKKEI declined by -1.92%, further risk aversion is causing weaker European equity markets. US equity futures are lower ahead of the US open. US treasuries continue to trend higher. Commodities are generally softer of a stronger US dollar. Crude is down on the session, trading around the $76/barrel level. In the currency markets, the US dollar is stronger while the Euro and British pound are weakest of the majors. US final GDP q/q figures will be released at 8:30am EST.