Market Data: Week Ending February 3, 2012

Market Index	12/30   /2011	2/3/2012	Week Change	Simple YTD %
Dow Industrials Avg	12,217.56	12,862.20	1.59%	5.28%
S&P 500	1,257.60	1,344.90	2.17%	6.94%
Fed Funds Rate	0.04%	0.11%	0.03%	175.00%
10 yr T-note Yld	1.88%	1.92%	0.03%	2.13%
5 yr T-note Yld	0.83%	0.77%	0.02%	-7.23%
5 yr TIPS - 'Real' Yld	-0.89%	-1.28%	0.02%	-43.82%
Implied 5 yr Inflation %	1.72%	2.05%	0.00%	19.19%
2 yr T-note Yld	0.24%	0.23%	0.02%	-4.17%
2-10 Yr Slope	1.64%	1.69%	0.01%	3.05%
90 day T-bill Yld	0.01%	0.07%	0.02%	600.00%
Gold ($/oz)	$1,566.80	$1,740.30	$4.90	11.07%
WTI Oil ($/brl)	$98.83	$97.84	-$1.72	-1.00%
VIX "Worry Index"	23.4	17.1	-1.43	-26.92%
Credit Spreads	12/30   /2011	2/3/2012	Week Change	Simple YTD %
Inv Grade Credit Idx	4.63%	4.30%	-0.04%	-7.13%
Low Grade Credit Idx	8.86%	7.45%	-0.49%	-15.91%
Markit CDX Inv Grd Idx	120	99	-1.98%	-17.50%
Markit CDX Mid Grd Idx	247	204	-8.52%	-17.41%
Low Grade to 10 yr T-Note Spread	698	553	-8.60%	-20.77%