Market Data: Week Ending December 23, 2011

Market Index	12/31  Close	12/23  Close	Week Change	Simple YTD %
Dow Industrials Avg	11,577.50	12,294.00	0.90%	6.19%
S&P 500	1,257.64	1,265.33	0.81%	0.61%
Fed Funds Rate	0.10%	0.07%	0.00%	-30.00%
10 yr T-note Yld	3.29%	2.02%	-0.04%	-38.60%
5 yr T-note Yld	2.01%	0.98%	0.09%	-51.24%
5 yr TIPS - 'Real' Yld	-0.06%	-0.83%	0.05%	-1283.33%
Implied 5 yr Inflation %	2.07%	1.81%	0.04%	-12.56%
2 yr T-note Yld	0.59%	0.28%	0.06%	-52.54%
2-10 Yr Slope	2.70%	1.74%	-0.10%	-35.56%
90 day T-bill Yld	0.12%	0.01%	0.01%	-91.67%
Gold ($/oz)	$1,421.40	$1,606.00	-$110.80	12.99%
WTI Oil ($/brl)	$91.38	$99.68	$0.27	9.08%
VIX "Worry Index"	17.75	20.73	-5.65	16.79%
Credit Spreads	12/31  Close	12/23  Close	Week Change	Simple YTD %
Inv Grade Credit Idx	4.78%	4.79%	-0.03%	0.21%
Low Grade Credit Idx	8.32%	8.92%	-0.04%	7.21%
Markit CDX Inv Grd Idx	85	122	-3.17%	43.53%
Markit CDX Mid Grd Idx	131	245	2.51%	87.02%
Low Grade to 10 yr T-Note Spread	503	690	0.00%	37.18%