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%