Market Data: Week Ending June 22, 2012

Market Index	12/30/   2011	6/22/     2012	Week Change	Simple YTD %
Dow Industrials Avg	12,217.56	12,640.78	-1.00%	3.46%
S&P 500	1,257.60	1,335.02	-0.59%	6.16%
Fed Funds Rate	0.04%	0.28%	0.08%	600.00%
10 yr T-note Yld	1.88%	1.67%	0.09%	-11.17%
5 yr T-note Yld	0.83%	0.75%	0.08%	-9.64%
5 yr TIPS - 'Real' Yld	-0.89%	-1.00%	0.21%	-12.36%
Implied 5 yr Inflation %	1.72%	1.75%	-0.13%	1.74%
2 yr T-note Yld	0.24%	0.30%	0.03%	25.00%
2-10 Yr Slope	1.64%	1.37%	0.06%	-16.46%
90 day T-bill Yld	0.01%	0.08%	-0.01%	700.00%
Gold ($/oz)	$1,566.80	$1,566.90	-$61.20	0.01%
WTI Oil ($/brl)	$98.83	$79.76	-$4.27	-19.30%
VIX "Worry Index"	23.4	18.11	-3	-22.61%
Credit Spreads	12/30/   2011	6/22/     2012	Week Change	Simple YTD %
Inv Grade Credit Idx	4.63%	3.77%	-0.05%	-18.57%
Mid Grade Credit Idx	8.86%	7.65%	-0.22%	-13.66%
Markit CDX Inv Grd Idx	120	118	-2.48%	-1.67%
Markit CDX Mid Grd Idx	247	219	-4.78%	-11.34%
Mid Grade to 10 yr T-Note Spread	698	598	-4.93%	-14.33%