Market Data: Week Ending September 16, 2011

Market Index	12/31  Close	9/16    Close	Week Change	Simple YTD %
Dow Industrials Avg	11,577.50	11,446.00	4.13%	-1.14%
S&P 500	1,257.64	1,211.80	4.99%	-3.64%
Fed Funds Rate	0.10%	0.12%	0.00%	20.00%
10 yr T-note Yld	3.29%	2.05%	0.13%	-37.69%
5 yr T-note Yld	2.01%	0.91%	0.11%	-54.73%
5 yr TIPS - 'Real' Yld	-0.06%	-0.93%	0.00%	-1450.00%
Implied 5 yr Inflation %	2.07%	1.84%	0.11%	-11.11%
2 yr T-note Yld	0.59%	0.17%	0.00%	-71.19%
2-10 Yr Slope	2.70%	1.88%	0.13%	-30.37%
90 day T-bill Yld	0.12%	0.00%	-0.01%	-100.00%
Gold ($/oz)	$1,421.40	$1,814.70	-$44.80	27.67%
WTI Oil ($/brl)	$91.38	$87.96	$0.72	-3.74%
VIX "Worry Index"	17.75	30.98	-7.54	74.54%
Credit Spreads	12/31  Close	9/16    Close	Week Change	Simple YTD %
Inv Grade Credit Idx	4.78%	4.65%	0.11%	-2.72%
Low Grade Credit Idx	8.32%	7.84%	0.02%	-5.77%
Markit CDX Inv Grd Idx	85	125	0.00%	47.06%
Markit CDX Mid Grd Idx	131	224	6.16%	70.99%
Low Grade to 10 yr T-Note Spread	503	579	-11	15.11%