Market Data: Week Ending January 20, 2012

Market Index	12/30   /2011	1/20     /2012	Week Change	Simple YTD %
Dow Industrials Avg	12,217.56	12,720.48	2.40%	4.12%
S&P 500	1,257.60	1,315.38	2.04%	4.59%
Fed Funds Rate	0.04%	0.08%	0.01%	100.00%
10 yr T-note Yld	1.88%	2.02%	0.16%	7.45%
5 yr T-note Yld	0.83%	0.89%	0.10%	7.23%
5 yr TIPS - 'Real' Yld	-0.89%	-1.00%	0.02%	-12.36%
Implied 5 yr Inflation %	1.72%	1.89%	0.08%	9.88%
2 yr T-note Yld	0.24%	0.24%	0.02%	0.00%
2-10 Yr Slope	1.64%	1.78%	0.14%	8.54%
90 day T-bill Yld	0.01%	0.04%	0.02%	300.00%
Gold ($/oz)	$1,566.80	$1,664.00	$33.20	6.20%
WTI Oil ($/brl)	$98.83	$98.33	-$0.37	-0.51%
VIX "Worry Index"	23.4	18.28	-2.63	-21.88%
Credit Spreads	12/30   /2011	1/20     /2012	Week Change	Simple YTD %
Inv Grade Credit Idx	4.63%	4.50%	-0.01%	-2.81%
Low Grade Credit Idx	8.86%	8.05%	-0.07%	-9.14%
Markit CDX Inv Grd Idx	120	108	-6.09%	-10.00%
Markit CDX Mid Grd Idx	247	227	-2.16%	-8.10%
Low Grade to 10 yr T-Note Spread	698	603	-3.67%	-13.61%