Quant Report for 2010-07-08

Updated 7:30am EST - After the NIKKEI closed higher by +2.76%, European equity markets are mostly in positive territory. US equity futures are relatively unchanged ahead of the US open. Crude is a little lower, trading below the $75/barrel level. Gold is also slightly lower on the session. In the currency markets, the Japanese yen is weaker while the Australian dollar is stronger against the majors. US unemployment claims and the ECB press conference are scheduled for 8:30am EST.