Market Data: Week Ending October 21, 2011

Market Index	12/31  Close	10/21  Close	Week Change	Simple YTD %
Dow Industrials Avg	11,577.50	11,808.80	2.10%	2.00%
S&P 500	1,257.64	1,238.25	1.56%	-1.54%
Fed Funds Rate	0.10%	0.08%	0.00%	-20.00%
10 yr T-note Yld	3.29%	2.22%	-0.03%	-32.52%
5 yr T-note Yld	2.01%	1.07%	-0.04%	-46.77%
5 yr TIPS - 'Real' Yld	-0.06%	-0.75%	-0.14%	-1150.00%
Implied 5 yr Inflation %	2.07%	1.82%	0.10%	-12.08%
2 yr T-note Yld	0.59%	0.27%	0.00%	-54.24%
2-10 Yr Slope	2.70%	1.95%	-0.03%	-27.78%
90 day T-bill Yld	0.12%	0.02%	0.01%	-83.33%
Gold ($/oz)	$1,421.40	$1,636.10	-$46.90	15.10%
WTI Oil ($/brl)	$91.38	$87.40	$0.60	-4.36%
VIX "Worry Index"	17.75	31.32	3.08	76.45%
Credit Spreads	12/31  Close	10/21  Close	Week Change	Simple YTD %
Inv Grade Credit Idx	4.78%	4.65%	-0.17%	-2.72%
Low Grade Credit Idx	8.32%	8.13%	-0.36%	-2.28%
Markit CDX Inv Grd Idx	85	134	0.75%	57.65%
Markit CDX Mid Grd Idx	131	232	-0.43%	77.10%
Low Grade to 10 yr T-Note Spread	503	591	-33	17.50%