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%

Market Data: Week Ending December 16, 2011

Market Index	12/31  Close	12/16  Close	Week Change	Simple YTD %
Dow Industrials Avg	11,577.50	11,866.39	-2.61%	2.50%
S&P 500	1,257.64	1,219.66	-2.83%	-3.02%
Fed Funds Rate	0.10%	0.07%	0.00%	-30.00%
10 yr T-note Yld	3.29%	1.85%	-0.21%	-43.77%
5 yr T-note Yld	2.01%	0.80%	-0.09%	-60.20%
5 yr TIPS - 'Real' Yld	-0.06%	-0.89%	-0.01%	-1383.33%
Implied 5 yr Inflation %	2.07%	1.69%	-0.08%	-18.36%
2 yr T-note Yld	0.59%	0.22%	0.00%	-62.71%
2-10 Yr Slope	2.70%	1.63%	-0.21%	-39.63%
90 day T-bill Yld	0.12%	0.01%	0.01%	-91.67%
Gold ($/oz)	$1,421.40	$1,597.90	-$118.90	12.42%
WTI Oil ($/brl)	$91.38	$93.53	-$5.88	2.35%
VIX "Worry Index"	17.75	24.29	-2.09	36.85%
Credit Spreads	12/31  Close	12/16  Close	Week Change	Simple YTD %
Inv Grade Credit Idx	4.78%	4.73%	-0.09%	-1.05%
Low Grade Credit Idx	8.32%	9.01%	0.05%	8.29%
Markit CDX Inv Grd Idx	85	130	3.17%	52.94%
Markit CDX Mid Grd Idx	131	247	3.35%	88.55%
Low Grade to 10 yr T-Note Spread	503	716	3.77%	42.35%

Market Data: Week Ending December 9, 2011

Market Index	12/31  Close	12/9    Close	Week Change	Simple YTD %
Dow Industrials Avg	11,577.50	12,184.26	1.37%	5.24%
S&P 500	1,257.64	1,255.19	0.94%	-0.19%
Fed Funds Rate	0.10%	0.07%	0.00%	-30.00%
10 yr T-note Yld	3.29%	2.06%	0.03%	-37.39%
5 yr T-note Yld	2.01%	0.89%	-0.02%	-55.72%
5 yr TIPS - 'Real' Yld	-0.06%	-0.88%	0.09%	-1366.67%
Implied 5 yr Inflation %	2.07%	1.77%	-0.11%	-14.49%
2 yr T-note Yld	0.59%	0.22%	-0.03%	-62.71%
2-10 Yr Slope	2.70%	1.84%	0.06%	-31.85%
90 day T-bill Yld	0.12%	0.00%	0.01%	-100.00%
Gold ($/oz)	$1,421.40	$1,716.80	$28.30	20.78%
WTI Oil ($/brl)	$91.38	$99.41	$2.64	8.79%
VIX "Worry Index"	17.75	26.38	-1.14	48.62%
Credit Spreads	12/31  Close	12/9    Close	Week Change	Simple YTD %
Inv Grade Credit Idx	4.78%	4.82%	-0.03%	0.84%
Low Grade Credit Idx	8.32%	8.96%	0.01%	7.69%
Markit CDX Inv Grd Idx	85	126	0.00%	48.24%
Markit CDX Mid Grd Idx	131	239	-4.02%	82.44%
Low Grade to 10 yr T-Note Spread	503	690	-2	37.18%

Market Data: Week Ending December 2, 2011

Market Index	12/31  Close	12/2    Close	Week Change	Simple YTD %
Dow Industrials Avg	11,577.50	12,019.42	7.44%	3.82%
S&P 500	1,257.64	1,243.50	7.81%	-1.12%
Fed Funds Rate	0.10%	0.07%	0.00%	-30.00%
10 yr T-note Yld	3.29%	2.03%	0.07%	-38.30%
5 yr T-note Yld	2.01%	0.91%	-0.02%	-54.73%
5 yr TIPS - 'Real' Yld	-0.06%	-0.97%	-0.15%	-1516.67%
Implied 5 yr Inflation %	2.07%	1.88%	0.13%	-9.18%
2 yr T-note Yld	0.59%	0.25%	-0.02%	-57.63%
2-10 Yr Slope	2.70%	1.78%	0.09%	-34.07%
90 day T-bill Yld	0.12%	-0.01%	-0.03%	-108.33%
Gold ($/oz)	$1,421.40	$1,688.50	$0.00	18.79%
WTI Oil ($/brl)	$91.38	$96.77	$0.00	5.90%
VIX "Worry Index"	17.75	27.52	-6.95	55.04%
Credit Spreads	12/31  Close	12/2    Close	Week Change	Simple YTD %
Inv Grade Credit Idx	4.78%	4.85%	0.00%	1.46%
Low Grade Credit Idx	8.32%	8.95%	0.50%	7.57%
Markit CDX Inv Grd Idx	85	126	-13.70%	48.24%
Markit CDX Mid Grd Idx	131	249	-7.09%	90.08%
Low Grade to 10 yr T-Note Spread	503	692	43	37.57%