Market Data: Week Ending September 23, 2011

Market Index	12/31  Close	9/23    Close	Week Change	Simple YTD %
Dow Industrials Avg	11,577.50	10,697.00	-6.54%	-7.61%
S&P 500	1,257.64	1,129.80	-6.77%	-10.17%
Fed Funds Rate	0.10%	0.10%	-0.02%	0.00%
10 yr T-note Yld	3.29%	1.83%	-0.22%	-44.38%
5 yr T-note Yld	2.01%	0.87%	-0.04%	-56.72%
5 yr TIPS - 'Real' Yld	-0.06%	-0.63%	0.30%	-950.00%
Implied 5 yr Inflation %	2.07%	1.50%	-0.34%	-27.54%
2 yr T-note Yld	0.59%	0.22%	0.05%	-62.71%
2-10 Yr Slope	2.70%	1.61%	-0.27%	-40.37%
90 day T-bill Yld	0.12%	0.01%	0.01%	-91.67%
Gold ($/oz)	$1,421.40	$1,639.80	-$174.90	15.37%
WTI Oil ($/brl)	$91.38	$79.85	-$8.11	-12.62%
VIX "Worry Index"	17.75	41.25	10.27	132.39%
Credit Spreads	12/31  Close	9/23    Close	Week Change	Simple YTD %
Inv Grade Credit Idx	4.78%	4.69%	0.04%	-1.88%
Low Grade Credit Idx	8.32%	8.20%	0.36%	-1.44%
Markit CDX Inv Grd Idx	85	146	16.80%	71.76%
Markit CDX Mid Grd Idx	131	225	0.45%	71.76%
Low Grade to 10 yr T-Note Spread	503	637	58	26.64%