Market Data: Week Ending January 6, 2012

Market Index	12/30/2011	1/6/2012	Week Change	Simple YTD %
Dow Industrials Avg	12,217.56	12,359.02	1.16%	1.16%
S&P 500	1,257.60	1,277.81	1.61%	1.61%
Fed Funds Rate	0.04%	0.07%	0.03%	75.00%
10 yr T-note Yld	1.88%	1.96%	0.08%	4.26%
5 yr T-note Yld	0.83%	0.85%	0.02%	2.41%
5 yr TIPS - 'Real' Yld	-0.89%	-0.99%	-0.10%	-11.24%
Implied 5 yr Inflation %	1.72%	1.84%	0.12%	6.98%
2 yr T-note Yld	0.24%	0.26%	0.02%	8.33%
2-10 Yr Slope	1.64%	1.70%	0.06%	3.66%
90 day T-bill Yld	0.01%	0.01%	0.00%	0.00%
Gold ($/oz)	$1,566.80	$1,616.80	$50.00	3.19%
WTI Oil ($/brl)	$98.83	$101.56	$2.73	2.76%
VIX "Worry Index"	23.4	20.63	-2.77	-11.84%
Credit Spreads	12/30/2011	1/6/2012	Week Change	Simple YTD %
Inv Grade Credit Idx	4.63%	4.63%	0.00%	0.00%
Low Grade Credit Idx	8.86%	8.20%	-0.66%	-7.45%
Markit CDX Inv Grd Idx	120	120	0.00%	0.00%
Markit CDX Mid Grd Idx	247	242	-2.02%	-2.02%
Low Grade to 10 yr T-Note Spread	698	624	-10.60%	-10.60%