Free Writing Prospectus

Filed Pursuant to Rule 433

Registration No. 333-169119

September 20, 2011

BARCLAYS CAPITAL EQUITIES | FLOW DERIVATIVES ETF & ETN GUIDE1 Q3 2011 1,289 US LISTED PRODUCTS TOTAL $1,110BN IN ASSETS AND ETNs ISSUED EXCHANGE TRADED FUNDS (ETFs) EQUITIES Assets (bn) Page US Indices: Broad-Based Total Market Broad-Based, Large Cap Broad-Based, Mid Cap Broad-Based, $244.8 1 Small Cap Broad-Based, Micro Cap Broad-Based US Indices: Value $38.2 1 Total Market Value, Large Cap Value, Mid Cap Value, Small Cap Value US Indices: Growth $48.0 1 Total Market Growth, Large Cap Growth, Mid Cap Growth, Small Cap Growth US Sectors Consumer Discretionary, Consumer Staples, Energy, Financials, Health Care, Industrials, Materials, $169.2 2 Multi-Sector, Real Estate, Technology, Telecommunications, Utilities, Water & Clean Energy International $247.3 4 Global, Asia Pacific, Europe, North America, Emerging Markets – Global, Emerging Markets – Regional Leveraged – Equities $10.1 5 Inverse – Equities $10.9 6 Dividend $31.9 6 Domestic, International FICC Fixed Income $148.6 7 US Credit, US Government, Aggregate & Other, International, Municipal Commodities $100.8 7 Currencies $7.0 8 Leveraged – FICC $1.7 8 Inverse – FICC $9.8 8 SPECIALTY Active $2.1 9 Fundamental $5.3 9 Life Cycle & Allocation $0.6 9 Long/Short $0.2 9 Quantitative $4.1 10 Other $14.0 10 EXCHANGE TRADED NOTES (ETNs) Commodities $7.6 11 General, Specific Currencies $0.2 11 Leveraged/Inverse $2.0 11 Other $6.1 12 CONTACTS Index & Portfolio Desk Analysts Trading Gabi Baez William Prager +1 212 526 9374 +1 212 526 8979 gabriela.baez@barclayscapital.com william.prager@barclayscapital.com Laura Magnani David Hill +1 212 526 0383 +1 212 526 8979 laura.magnani@barclayscapital.com david.hill@barclayscapital.com 1 All data and product names in this guide are derived from Bloomberg as of July 11, 2011. Full product names can be obtained in the relevant prospectuses relating to the products. iPath, iPath ETNs, and the iPath logo are registered trademarks of Barclays Bank PLC. All other trademarks, servicemarks, or registered trademarks are the property of their respective owners.

For the most current data on the equity derivatives markets, as well as online access to world-class analytics tools, please visit the US VolCenter on Barclays Capital Live at https://live.barcap.com (keyword: USVolCenter).

EXCHANGE TRADED FUNDS (ETFs) EQUITIES Bberg Assets Avg Vol1 Sym Name Index ($MM) ($MM) Opt.* US INDICES: BROAD-BASED Total Market Broad-Based VTI Vanguard Total Stock Mkt MSCIBM $20,194 $124.8  IWV iShares Russell 3000 RAY 3,382 20.4  VXF Vanguard Extended Market SPCMI 1,380 7.9 SCHB Schwab US Broad Market DW25 780 10.6  IYY iShares DJ US Index DJUS 605 2.6 ISI iShares S&P 1500 SPSUPX 338 0.9 TMW SPDR DJ Total Market DWCF 193 0.5 ONEQ Fidelity NASDAQ Composite CCMP 176 1.5 NYC iShares NYSE Composite NYA 86 0.3 VTHR Vanguard Russell 3000 RAY 25 0.3 WXSP Wilshire 4500 Completion W4500 6 0.0 WFVK Wilshire 5000 Tot Market W5000FLT 6 0.1 FMU Focus Mrngstr US Market MSTAR 5 0.2 Large Cap Broad-Based SPY SPDR S&P 500 SPX $96,158 $22,569.0  IVV iShares S&P 500 SPX 27,783 412.1  DIA SPDR DJ Indust Avg INDU 10,314 892.5  IWB iShares Russell 1000 RIY 6,952 61.6  RSP Rydex S&P EW SPXEWI 3,345 49.0  VV Vanguard LC MZUSP 3,174 11.4  OEF iShares S&P 100 OEX 2,970 49.7  VOO Vanguard S&P 500 SPX 1,344 16.3  SCHX Schwab US LC DWL 620 8.4  XLG Rydex Russell Top 50 RTOP50 394 1.7 MGC Vanguard Mega Cap 300 MZUSL 333 1.5 JKD iShares Mrngstr LC MLCR 302 1.5 IWL iShares Russell T200 RUTPINTR 121 1.5 NY iShares NYSE 100 NYID 60 0.2 ELR SPDR DJ LC DWLT 37 0.3 EWRI Rydex Russell 1000 EW RU1ELCTR 27 0.4 MKH Market 2000 HOLDRs XKH 13 0.0 VONE Vanguard Russell 1000 RIY 12 0.3 FLG Focus Mrngstr LC MLCP 5 0.2 EUSA iShares MSCI USA GDDUUS 3 0.0 Mid Cap Broad-Based IJH iShares S&P MC 400 MID $11,672 $93.2  MDY SPDR S&P MC 400 MID 11,642 527.7  IWR iShares Russell MC RMC 7,004 54.1  VO Vanguard MC MZUSM 3,817 17.2  JKG iShares Mrngstr MC MMCR 174 0.8 SCHM Schwab US MC DWM 94 1.8 EMM SPDR DJ MC DWM 80 0.6 IVOO Vanguard S&P MC 400 MID 33 0.6 EWRM Rydex Russell MC EW RUMEMCTR 31 0.4 FMM Focus Mrngstr MC MMCP 5 0.0 Small Cap Broad-Based IWM iShares Russell 2000 RTY $15,414 $4,810.9  IJR iShares S&P SC 600 SML 7,591 98.0  VB Vanguard SC MZUSS 4,454 34.9  SCHA Schwab US SC DWS 533 7.3  JKJ iShares Mrngstr SC MSCR 193 1.3 SLY SPDR S&P SC 600 SML 78 0.4 VTWO Vanguard Russell 2000 RTY 33 1.8 EWRS Rydex Russell 2000 EW RU2ESCTR 15 0.2 VIOO Vanguard S&P SC 600 SML 13 0.2 FOS Focus Mrngstr SC MSCP 5 0.1 Micro Cap Broad-Based IWC iShares Russell Microcap RMICRO $498 $7.5  FDM First Trust DJ Sel MicroCap DJSM 114 1.3 PZI PwrShrs Zacks MicroCap ZAX 69 1.1 WMCR Wilshire MicroCap W5KMICRO 48 0.3 Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt. US INDICES: VALUE Total Market Value IWW iShares Russell 3000 Value RAV $322 $1.8 Large Cap Value IWD iShares Russell 1000 Value RLV $11,426 $117.4  VTV Vanguard Value MZUSPV 5,206 23.1  IVE iShares S&P 500 Value SVX 4,437 38.3  MGV Vanguard Mega Cap 300 Val MZUSLV 396 2.1 SCHV Schwab US LC Value DWLV 240 2.2  JKF iShares Mrngstr LC Value MLVL 237 1.0 IWX iShares Russell T200 Value RUTPVATR 202 1.2 SPYV SPDR S&P 500 Value SPTRSVX 170 0.3 RPV Rydex S&P 500 Pure Value SPXPV 120 1.3 VOOV Vanguard S&P 500 Value SPV 21 0.5 VONV Vanguard Russell 1000 Value RLV 21 0.2 Mid Cap Value IWS iShares Russell MC Value RMV $3,115 $33.8  IJJ iShares S&P MC 400 Value MIDV 2,302 15.8  VOE Vanguard MC Value MZUSMV 917 4.8 JKI iShares Mrngstr MC Value MMVL 114 0.4 RFV Rydex S&P 400 Pure Value SPMPV 50 0.5 MDYV SPDR S&P MC 400 Value SPTRMV 23 0.2 IVOV Vanguard S&P MC 400 Val MIDV 6 0.1 Small Cap Value IWN iShares Russell 2000 Value RUJ $4,540 $135.6  VBR Vanguard SC Value MSCISV 2,046 7.7  IJS iShares S&P SC 600 Value SMLV 1,848 8.2  JKL iShares Mrngstr SC Value MSVL 193 0.9 SLYV SPDR S&P SC 600 Value SPTRSV 129 0.6 RZV Rydex S&P 600 Pure Value SPSPV 80 0.9 VIOV Vanguard S&P SC 600 Val SMLV 16 0.1 VTWV Vanguard Russell 2000 Val RUJ 6 0.1 US INDICES: GROWTH Total Market Growth IWZ iShares Russell 3000 Gro RAG $349 $1.5 Large Cap Growth IWF iShares Russell 1000 Gro RLG $14,218 $154.6  IVW iShares S&P 500 Growth SGX 6,658 44.7  VUG Vanguard Growth MZUSPG 5,985 25.5  MGK Vanguard Mega Cap 300 Gro MZUSLG 519 2.5 JKE iShares Mrngstr LC Growth MLGR 379 1.2 IWY iShares Russell T200 Growth RUTPGRTR 353 1.8 RPG Rydex S&P 500 Pure Growth SPXPG 353 3.8 SCHG Schwab US LC Growth DWLG 337 2.8  SPYG SPDR S&P 500 Growth SPTRSGX 194 0.5 VONG Vanguard Russell 1000 Gro RIY 57 4.0 VOOG Vanguard S&P 500 Growth SGX 50 0.7 Mid Cap Growth IJK iShares Russell 2000 Gro MIDG $3,531 $36.3  IWP Vanguard SC Growth RDG 3,430 30.9  VOT iShares S&P SC 600 Growth MZUSMG 1,343 9.4 RFG SPDR S&P SC 600 Growth SPMPG 859 8.4 JKH iShares Mrngstr SC Growth MMGR 209 1.0 MDYG Rydex S&P 600 Pure Growth SPTRMG 75 0.5 IVOG Vanguard Russell 2000 Gro MIDG 31 0.5 Small Cap Growth IWO Vanguard S&P SC 600 Gro RUO $4,252 $168.9  VBK iShares S&P MC 400 Growth MZUSSG 2,334 20.8  IJT iShares Russell MC Growth SMLG 1,991 15.9  SLYG Vanguard MC Growth SPTRSG 189 0.9 JKK Rydex S&P 400 Pure Growth MSGR 153 1.3 RZG iShares Mrngstr MC Growth SPSPG 72 1.2 VTWG SPDR S&P MC 400 Growth RUO 21 0.5 VIOG Vanguard S&P MC 400 Gro SMLG 17 0.2 1 All average volume calculations in this guide were calculated over the period between January 11, 2011 to July 11, 2011. * Opt. denotes US listed options trading available on the underlying security. ETF & ETN Guide Q3 2011 1

EXCHANGE TRADED FUNDS (ETFs) EQUITIES Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt.* US SECTORS Consumer Discretionary XLY Cons Discret Sector SPDR IXY $2,810 $283.4  XHB SPDR S&P Homebuilders SPSIHOTR 783 78.1  XRT SPDR S&P Retail SPSIRETR 773 552.7  FXD First Trust Cons Discr STRQCD 647 5.4  ITB iShares DJ US Home Constr DJSHMB 505 9.2  VCR Vanguard Cons Discret MZUSI0CD 389 3.4 IYC iShares DJ US Cons Svcs DJUSCY 254 2.8 RTH Retail HOLDRs IRH 173 117.4  PBS PowerShares Dyn Media DZM 158 1.5 RXI iShares S&P Glb Cons Discr SGD 158 1.2 BJK Market Vectors-Gaming WAGRT 138 0.8 PEJ PwrShrs Dyn Leisure & Ent DZL 69 1.1 PSCD PwrShr S&P SC Cons Dis SPSU6CDT 54 0.4 PKB PwrShrs Dyn Build & Constr DWCX 32 0.4 RCD Rydex S&P EW Cons Discr S25 30 0.4 PEZ PwrShrs Dyn Cons Discr EZZ 21 0.1 IPD SPDR S&P Intl Cons Discret SPBMUCUP 17 0.3 PMR PowerShares Dyn Retail DWR 13 1.1 AXDI iShrs MSCI ACWIxUS ConsDisc MSWDUCDN 7 0.1 FCL Focus Mrngstr Cons Cycl MCCS 5 0.0 CARZ Frst Trst NASDAQ Global Auto QAUTO 3 0.1 VGEM EGShares Cons Svcs GEMS DJECN 2 0.1 VROM Global X Auto AUTOSTR 2 0.2 Consumer Staples XLP Cons Staples Sector SPDR IXR $4,277 $255.0  VDC Vanguard Cons Staples MZUSI0CS 765 4.6 KXI iShares S&P Glb Cons Stap SGCS 371 2.5 IYK iShares DJ US Cons Goods DJUSNC 368 4.3 PBJ PwrShrs Dyn Food & Bev DZF 282 3.6 FXG First Trust Cons Staples STRQCS 265 2.8 PSL PowerShares Dyn Cons Stap EZS 41 0.1 RHS Rydex S&P EW Cons Stap S30 22 0.4 IPS SPDR S&P Intl Cons Stap SPBMU3UP 19 0.3 PSCC PwrShr S&P SC Cons St SPSU6CST 13 0.4 FCD Focus Mrngstr Cons Defensi MCDS 5 0.1 AXSL iShrs MSCI ACWIxUS Cons St MSWDUCSN 3 0.0 EATX Global X Food ETF SOLFOOD 3 0.1 GGEM EGShares Cons Goods GEMS DJECG 2 0.0 FISN Global X Fishing Industry SOLFISH 2 0.1 Energy XLE Energy Sector SPDR IXE $8,946 $1,490.4  OIH Oil Service HOLDRs OXH 2,736 751.2  VDE Vanguard Energy MSCIEN 2,004 24.2  IXC iShares S&P Glb Energy SGES 1,315 11.6  IYE iShares DJ US Energy DJUSEN 1,033 13.0  XOP SPDR S&P Oil & Gas E&P SPSIOPTR 1,000 291.3  IEZ iShares DJ US Oil Equip & Svc DJSOES 622 19.5  KOL Market Vectors-Coal TCOAL 599 27.9  FCG First Trust ISE Nat Gas FUM 546 11.8  IEO iShares DJ US O&G E&P DJSOEP 492 21.7  XES SPDR S&P O&G Equip & Svcs SPSIOS 489 11.3  PXJ PwrShrs Dyn Oil & Gas Svcs DWO 243 3.7  ENY Guggenheim Canada Energy SWMEI 199 4.9 PXI PowerShares Dyn Energy EZK 170 2.2 FXN First Trust Energy STRQEN 157 2.6 NLR Mkt Vect Nuclear Energy DXNE 151 3.4  PSCE PwrShr S&P SC Energy SPSU6ET 114 2.5 PXE PwrShrs Dyn Energy E&P DWE 92 1.4 RYE Rydex S&P EW Energy S10 45 2.0 GNAT WisdomTree Glb Natl Resour WTIDGNRT 45 0.6 PKOL PowerShares Global Coal QCOL 35 0.7 PKN PwrShrs Glb Nuclear Energy WNAI 25 0.3 OGEM EGShares Energy GEMS DJEEO 21 0.4 WCAT Jeffries TR/J CRB Wildcat WCATI 20 0.5 IPW SPDR S&P Intl Energy SPBMU1UP 17 0.3 NUCL iShares S&P Glb Nuclr Ener SPGTNET 16 0.3 Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt. US SECTORS (continued) Energy (continued) CHIE Global X China Energy CHIE 6 0.2 AXEN iShrs MSCI ACWIxUS Energy MSWDUENN 6 0.1 FEG Focus Mrngstr Energy MES 5 0.1 XOIL Global X Oil Equities SOLGLOIL 3 0.1 IOIL IQ Global Oil SC IQSMOIL 2 0.1 Financials XLF Financial Sector SPDR IXM $7,281 $1,133.8  KBE SPDR KBW Bank BKX 1,546 126.9  VFH Vanguard Financials MZUSI0FN 618 4.7 KRE SPDR KBW Regional Bank KRX 506 56.8  IYF iShares DJ US Financial DJUSFN 464 28.5  IXG iShares S&P Glb Financials SGFS 237 2.3 IYG iShares DJ US Finan Svcs DJUSFV 210 6.0  KIE SPDR KBW Insurance KIX 194 20.0  IAT iShares DJ US Reg Banks DJSRBK 120 1.2  FXO First Trust Financial STRQFN 109 6.4  RKH Regional Bank HOLDRs XRH 92 26.8  KCE SPDR KBW Capital Markets KSX 69 2.5  IAK iShares DJ US Insurance DJSINS 68 1.1 IAI iShares DJ US Broker Dlrs DJSINV 65 4.4  PSCF PwrShr S&P SC Finance SPSU6FT 64 0.2 EMFN iShares MSCI EM Financials MXEF0FN 23 0.1 PFI PowerShares Dyn Financial EZF 21 0.1 RYF Rydex S&P EW Financials S40 19 0.3 KBWD PwrShrs KBW High Div Finl na 17 0.3 PJB PowerShares Dyn Banking DHD 14 0.4 QABA Frst Trst NQ ABA Comm Bk ABQI 13 0.1 RWW RevenueShares Financial S5FINL 12 0.2 PIC PowerShares Dyn Insurance DWJ 9 0.1 BRAF Global X Brazil Financials na 9 0.1 FGEM EGShares Financials GEMS DJEFN 8 0.1 EUFN iShares MSCI Europe Finl MXEU0FN 7 0.3 CHIX Global X China Financials CHIF 6 0.1  IPF SPDR S&P Intl Financials SPBMU4UP 5 0.1 FFL Focus Mrngstr Finl Serv MFSS 5 0.1 KME SPDR KBW Mortgage Finance MFXTR 4 0.1 KBWP PowerShares KBW Prop & Cas na 4 0.0 KBWX PowerShares KBW Intl Finan na 3 0.0 FEFN iShares MSCI Far East Fin MXFA0FN 3 0.0 AXFN iShares MSCI ACWI exUS Finl MXWDUFN 2 0.0 Health Care XLV Health Care Sector SPDR IXV $4,121 $292.4  IBB iShares Nasdaq Biotech NBI 1,597 48.5  VHT Vanguard Health Care MZUSI0HC 819 4.8 IYH iShares DJ US Health Care DJUSHC 690 5.0  XBI SPDR S&P Biotech SPSIBITR 653 11.9  FBT Frst Trst NYSE Arca Biotech BTK 606 6.4  IXJ iShares S&P Glb Health Care SGH 551 3.3 PPH Pharmaceutical HOLDRs IPH 530 24.7  IHI iShares DJ US Med Equip DJSMDQ 461 6.1 IHF iShares DJ US HC Providers DJSHCP 358 8.5  FXH First Trust Health Care STRQHC 348 3.8 BBH Biotech HOLDRs IBH 261 2.0  XPH SPDR S&P Pharmaceuticals SPSIPHTR 246 2.0 PJP PowerShares Dyn Pharma DZR 236 2.1 IHE iShares DJ US Pharma DJSPHM 225 2.0 PBE PwrShr Dyn Biotech & Gen DZO 213 1.1 PSCH PwrShr S&P SC Health Care SPSU6HCT 166 2.6 PTH PowerShares Dyn Health Care EZX 93 0.6 RYH Rydex S&P EW Health Care S35 58 0.9 IRY SPDR S&P Intl Health Care SPBMUHUP 20 0.2 XHE SPDR S&P HC Equipment SPSIHE 20 0.4 FHC Focus Mrngstr Health Care MHS 5 0.1 AXHE iShrs MSCI ACWIxUS Health MSWDUHCN 3 0.1 HGEM EGShares HealthCare GEMS DJEHK 2 0.0 * Opt. denotes US listed options trading available on the underlying security. ETF & ETN Guide Q3 2011 2

EXCHANGE TRADED FUNDS (ETFs) EQUITIES Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt.* US SECTORS (continued) Industrials XLI Industrial Sector SPDR IXI $4,112 $650.0  IYT iShares DJ Transportation TRAN 664 82.0  VIS Vanguard Industrials MSCIIN 548 5.2 IYJ iShares DJ US Industrial DJUSIN 458 7.3 EXI iShares S&P Glb Industrial SGN 249 1.5 ITA iShares DJ US Aerosp & Def DJSASD 208 1.9 PPA PwrShrs Aerospace & Def DXS 125 2.9 PRN PowerShares Dyn Industrial EZL 84 1.2 FXR First Trust Industrials STRQIN 70 0.7 RGI Rydex S&P EW Industrials S20 40 0.6 PSCI PwrShr S&P SC Indust SPSU6IT 29 0.2 IPN SPDR S&P Intl Industrials SPBMU2UP 26 0.4 FAA Guggenheim Airline AXGAL 23 0.8  XTN SPDR S&P Transportation SPSITN 16 0.3 CHII Global X China Industrials CHII 6 0.1  AXID iShrs MSCI ACWIxUS Indust MSWDUINN 6 0.1 FIL Focus Mrngstr Industrials MIS 5 0.0 FLYX Direxion Airline Shares 4 0.0 WSTE Global X Waste Mgmt SOLWM 2 0.1 IGEM EGShares Industrial GEMS 2 0.0 Materials GDX Market Vectors Gold Miners GDM $6,825 $581.7  XLB Materials Sector SPDR IXB 2,756 526.5  GDXJ Mkt Vect Junior Gold Miners MVGDXJTR 2,208 104.0  XME SPDR S&P Metals & Mining SPSIMM 1,060 317.4  IYM iShares DJ US Basic Mater DJUSBM 982 69.0  MXI iShares S&P Glb Materials SGM 741 6.3 VAW Vanguard Materials MZUSI0MT 692 6.8  FXZ First Trust Materials STRQMT 607 5.2 REMX MrktVctrs RareEarth/StratMet MVREMXTR 443 9.8  SIL Global X Silver Miners SOLGLOSI 427 21.6  WOOD iShares S&P Glb Timb & For SPGTTFT 229 3.0 URA Global X Uranium SOLURA 229 8.3  SLX Market Vectors Steel STEEL 223 9.1  CUT Guggenheim Timber CGTBR 183 3.1 CU First Trust ISE Glb Copper ISC 176 11.0  PYZ PwrShrs Dyn Basic Material EZBX 85 0.9 COPX Global X Copper Miners SOLGLOCO 84 2.7  PSAU PwrShrs Glb Gold&Prec Met QGLD 63 0.5 RTM Rydex S&P EW Materials S15 49 0.5 CCXE WisdomTree Comm Country WTIDCCET 39 0.5 IRV SPDR S&P Intl Materials SPBMU6UP 33 0.6 EMT EmerGlbSh DJ EM Met&Min DJEMT 28 0.4 GLDX Global X Gold Explorers SOLGLDX 26 0.6  SOIL Global X Fertilizer/Potash SOLFERT 16 1.5 PLTM First Trust ISE Glb Platin ORE 14 0.6  CRBA Jefferies TR/J CRB Agri Eqy CRBAX 13 0.2 EMMT iShares MSCI EM Materials MXEF0MT 12 0.2 AXMT iShrs MSCI ACWIxUS Mater MSWDUMTN 7 0.1 PSTL PowerShares Global Steel QSTL 6 0.1 ALUM Global X Aluminum SOLALU 5 0.1 FBM Focus Mrngstr Basic Mater MBMS 5 0.1 CRBI Jefferies TR/J CRB Ind Metl CRBIX 5 0.1 CHIM Global X China Materials CHIMAT 4 0.1 GGGG Global X Pure Gold Miners SOLGGGG 4 0.2 PSCM PwrShr S&P SC Mater SPSU6MT 3 0.1 LGEM EGShares Basic Mat GEMS DJEBM 2 0.0 Multi-Sector QQQ PowerShares QQQ NDX $24,584 $3,318.1  MOO Mkt Vectors Agribusiness DXAG 5,796 115.1  IGE iShares S&P NA Nat Res SPGSSINR 2,175 14.3  IGF iShares S&P Glb Infrastruct SPGTINFR 526 2.3 HAP Market Vectors Hard Assets RVEIT 246 1.8 PXR PwrShrs EM Infrastruct EIBI 233 2.1 ECON Emer Glb Shrs DJ EM Cons na 221 2.1 CHIQ Global X China Consumer CHIQ 205 2.2  GNR SPDR S&P Glb Nat Resour SPGNRUP 175 2.1 PAGG PwrShrs Global Agriculture QAGR 148 1.8 LIT Global X Lithium SOLLIT 146 2.5  * Opt. denotes US listed options trading available on the underlying security. Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt. US SECTORS (continued) Multi-Sector (continued) EMIF iShares S&P EM Infrastruct SPGEIFDT 143 0.7 BRXX Emer Glob Sh Brazil Inf IBRXX 89 1.0 INXX EM Glb Shrs INDXX India Inf EGSXIIXT 81 0.6 FLM First Trust ISE Glb Eng&Cons CVL 58 0.7 CROP IQ Global Agribusiness SC na 53 1.9  PSCU PwrShr S&P SC Util SPSU6UT 46 0.3 QQXT First Trust NDX Ex-Tech NDXM 33 0.3 PXN PowerShares Lux Nanotech LUXNI 33 0.1 BRAQ Global X Brazil Consumer SOLBZLC 28 0.4 GRID First Trust NQ Smart Grid na 24 0.1 CHXX Emer Glob Sh China Infr ICHXX 20 0.4 FONE FrstTrst NDAQ CEA Smrtphn QFON 16 0.3 SEA Guggenheim Shipping DGAGSIT 11 0.3 BARN Global X Farming SOLFARM 4 0.3 Real Estate VNQ Vanguard REIT RMZ $9,764 $103.6 IYR iShares DJ US Real Estate DJUSRE 3,894 449.3 ICF iShares C&S Realty Majors RMP 2,729 39.9 RWX SPDR DJ Intl Real Estate DWXRSN 2,279 15.7 RWR SPDR DJ REIT DWRTF 1,596 16.6 IFGL iShares F E/N Devel RExUS RUGL 403 2.0 RWO SPDR DJ Glb Real Estate DWGRST 331 2.8 VNQI Vanguard GlblxUS Real Est SPBMGUU 184 2.0 REM iShares FTSE NAREIT Mrtge TFNMRC 178 1.7 SCHH Schwab US REIT DWRTF 154 2.5 WPS iShares S&P DevelxUS Prpty SPBMWUUT 149 0.9 REZ iShares FTSE NAREIT Resid TFN17C 144 1.3 DRW WisdomTree Intl Real Estate WTIRETR 128 0.8 FRI First Trust S&P REIT SPREIT 88 0.9 FFR Frst Trst EPRA/NAREIT Glb UNGL 79 0.5 GRI C&S Global Realty Majors GRM 59 0.4 FTY iShares FTSE NAREIT RE 50 FNR5TR 56 0.6 IFAS iShares FTSE E/N Asia EGAS 27 0.2 TAO Guggenheim China RE ACNRE 25 0.7 IFEU iShares FTSE E/N Europe EPRA 24 0.3 WREI Wilshire US REIT WILREIT 17 0.1 IFNA iShares FTSE E/N North Am EGNA 13 0.1 FNIO iShares FTSE NAREIT Indu TFN13C 13 0.2 RTL iShares FTSE NAREIT Retail TFN20C 9 0.2 KBWY PwrShrs KBW Prem Yld REIT KYX 8 0.1 FRL Focus Mrngstr Real Estate MRETS 5 0.1 ROOF IQ US Real Estate SC na 2 0.3 Technology XLK Technology Sector SPDR IXT $7,581 $275.6  VGT Vanguard Technoloy MZUSI0IT 1,894 11.5 IYW iShares DJ US Technology DJUSTC 1,457 12.6  FDN First Trust DJ Internet DJINET 768 9.5  IGV iShares S&P NA Software SPGSTISO 634 7.1 IXN iShares S&P Glb Technology SGI 572 3.8 QTEC First Trust NDX Technology NDXT 559 6.2  SMH Semiconductor HOLDRs XSH 553 342.4  IGM iShares S&P NA Technology SPGSTI 428 2.5 IGN iShares S&P NA MMedia Ntwk SPGSTIIP 229 5.9  MTK SPDR MS Technology MSH 206 0.8 FXL First Trust Technology STRQTC 204 3.8 SOXX iShares PHLX SOX Semicond SOX 185 16.4  PXQ PowerShares Dyn Networking DZN 159 3.0  HHH Internet HOLDRs HHI 132 1.0  RYT Rydex S&P EW Technology S45 130 1.1 QQEW First Trust NDX Equal Wgt NDXE 114 1.1  PSCT PwrShr S&P SC Info Tech SPSU6TT 109 1.1 XSD SPDR S&P Semiconductor SPSISCTR 97 4.9 SWH Software HOLDRs XWH 89 0.4  PSJ PowerShares Dyn Software DZC 76 0.7 PNQI PwrShrs NASDAQ Internet QNET 50 0.7 CQQQ Guggenheim China Tech ACNITTR 38 0.8  PTF PowerShares Dyn Tech EZV 38 0.3 SKYY First Trust ISE Cloud Comp CPQ 33 11.0 IAH Internet Architect HOLDRs XAH 32 0.3 PSI PwrShrs Dyn Semiconductors DZE 30 0.8 * Opt. denotes US listed options trading available on the underlying security. ETF & ETN Guide Q3 2011 3

EXCHANGE TRADED FUNDS (ETFs) EQUITIES Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt.* US SECTORS (continued) Technology (continued) IPK SPDR S&P Intl Technogy SPBMUTUP 25 0.2 BHH B2B Internet HOLDRs BUXB 18 0.5 BDH Broadband HOLDRs XDH 17 0.3 IIH Internet Infrastr HOLDR YIH 11 0.1 CHIB Global X China Technology CHIT 7 0.1 AXIT iShrs MSCI ACWIx Info Tech MSWDUITN 6 0.0 FTQ Focus Mrngstr Technology MTS 5 0.1 QGEM EGShares Technology GEMS DJETX 2 0.0 Telecommunications IYZ iShares DJ US Telecomm DJSTELT $806 $10.5  VOX Vanguard Telecomm MSCITC 428 3.1 IXP iShares S&P Glb Telecomm SGT 403 3.2 TTH Telecom HOLDRs ITH 136 0.8  WMH Wireless HOLDRs IWH 14 0.0 XTL SPDR S&P Telecomm SPSITE 10 0.5 IST SPDR S&P Intl Telecomm SPBMU5UP 10 0.1 FCQ Focus Mrngstr Comm MCSS 5 0.0 AXTE iShrs MSCI ACWIxUS Teleco MSWDUTCN 3 0.0 TGEM EGShares Telecom GEMS DJETS 2 0.0 Utilities XLU Utilities Sector SPDR IXU $4,600 $209.8  VPU Vanguard Utilities MZUSI0UT 774 3.6 IDU iShares DJ US Utilities DJUSUT 545 2.9  JXI iShares S&P Glb Utilities SGU 250 1.6 PUI PowerShares Dyn Utilities DWU 143 1.0 FXU First Trust Utilities STRQUT 88 0.8 UTH Utilities HOLDRs XUH 46 0.6  GII SPDR Glb Infrastruct 100 MCGIGIDT 41 0.2 DBU WisdomTree Intl Utilities WTIDUTTR 33 0.2 RYU Rydex S&P EW Utilities S55 25 0.3 IPU SPDR S&P Intl Utilities SPBMUUUP 8 0.0 FUI Focus Mrngstr Utilities MUS 5 0.0 AXUT iShrs MSCI ACWIxUS Utilit MSWDUUTN 3 0.0 UGEM EGShares Utilities GEMS DJEUT 2 0.0 Water & Clean Energy PHO PowerShares Water Resour ZWI $1,176 $4.5  PBW PwrShrs WH Clean Energy ECO 418 3.6  PIO PowerShares Global Water PIIWI 363 1.4 CGW Guggenheim S&P Glb Water SPGTAQUA 248 1.2 PBD PwrShrs Glb Clean Energy NEX 178 0.7 TAN Guggenheim Solar SUNIDX 152 5.8  PZD PowerShares Cleantech CTIUS 148 0.4 GEX Mkt Vec Glb Alt Energy AGIXLT 124 1.6  FIW First Trust ISE Water HHO 69 0.5  ICLN iShares S&P Glb Clean Ener SPGTCLTR 66 0.6 PUW PwrShrs WH Progr Energy WHPRO 63 0.4 FAN First Trust Glb Wind Ener GWE 54 0.8 QCLN First Trust NQ Green Energy CELS 34 0.1 EVX Mkt Vec Environment Svcs AXENV 32 0.1 KWT Market Vectors Solar Ener SOLRXT 27 0.9  PWND PwrShrs Global Wind Energy QWND 23 0.1 INTERNATIONAL Global EFA iShares MSCI EAFE NDDUEAFE $38,572 $1,114.0  VEU Vanguard FTSE All-Wrld xUS FTR1WXUS 7,362 44.5  VEA Vanguard Europe Pacific NDDUEAFE 7,064 77.9  ACWI iShares MSCI ACWI NDUEACWF 1,882 21.9 SCZ iShares MSCI EAFE SC NCUDEAFE 1,534 12.3  EFG iShares MSCI EAFE Growth NDUGEAFF 1,401 5.6  EFV iShares MSCI EAFE Value NDUVEAFF 1,378 6.7  VSS Vanguard FTSE AWxUS SC FSMUGXUS 1,038 5.3 IOO iShares S&P Global 100 SPTR100N 1,023 8.6  VT Vanguard Total World FTAW01 999 4.8 ACWX iShares MSCI ACWI ex US NDUEACWZ 976 6.2 GWX SPDR S&P Intl SC STBMWUU2 949 4.8 SCHF Schwab International Equity FTAD02 689 5.1  TOK iShares MSCI Kokusai NDDUKOK 638 1.1 * Opt. denotes US listed options trading available on the underlying security. * Opt. denotes US listed options trading available on the underlying security. Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt. INTERNATIONAL (continued) Global (continued) CWI SPDR MSCI ACWI ex-US NDUEACWZ 448 1.4 VXUS Vanguard Total Intl Stock MIMUAWUN 192 2.6 SCHC Schwab Intl Small-Cap GPSCW6U 175 1.6  DGT SPDR DJ Global Titans DJGTR 146 1.0 GWL SPDR S&P World ex-US SCRTWU 140 0.6 ADRD BLDRS DM 100 ADR BKTDM 74 0.2 IFSM iShares FTSE Dev SC ex NA SD12X 46 0.4 MDD SPDR S&P Intl MC SPBMUMUP 44 0.2 EWEF Rydex MSCI EAFE EW M2EAEWGT 16 0.3 XGC Guggenheim Intl SC BKSCPT 10 0.1 EWAC Rydex MSCI ACWI EW M2EAEWGT 6 0.1 DBEF db-X MSCI EAFE Crncy-Hdg M0EFHUSD 5 0.0 EEN Gugghm EW Euro-Pac LDR BKEPA 3 0.0 Asia Pacific EWJ iShares MSCI Japan NDDUJN $7,856 $419.5  EPP iShares MSCI Pacific ex-JP NDDUPFXJ 3,883 50.0  EWA iShares MSCI Australia NDDUAS 3,127 112.1  EWH iShares MSCI Hong Kong NDDUHK 2,105 96.3  AAXJ iShares MSCI AC Asia ex JP NDUECAXJ 1,889 37.2  EWS iShares MSCI Singapore MXSG 1,854 42.0  VPL Vanguard Pacific MXPC 1,657 9.1 AIA iShares S&P Asia 50 SPA50 231 2.2 JSC SPDR Russ/Nom Japan SC RNSCI 132 1.9 ENZL iShares MSCI NZ Inves Mkt MIMUNZLN 122 1.2 ITF iShares S&P/TOPIX 150 SPTR150N 108 0.8 SCJ iShares MSCI Japan SC NCUAJN 71 1.1 ADRA BLDRS Asia 50 ADR BKTAS 42 0.2 KROO IQ Australia SC IQSMAUST 32 0.5 JPP SPDR Russ/Nom Prime JP RNPRI 16 0.2 DBJP db-X MSCI Japan Crncy-Hdg M0JPHUSD 5 0.1 RSUN IQ Japan MC IQMDJPN 2 0.1 HKK IQ Hong Kong SC IQSMHKK 2 0.1 Europe EWG iShares MSCI Germany NDDUGR $3,552 $104.8  VGK Vanguard European NDDUE15 3,459 63.6  IEV iShares S&P Europe 350 SPTR350N 1,347 15.3  EWU iShares MSCI UK NDDUUK 1,266 37.3  EZU iShares MSCI EMU NDDUEMU 934 20.1 EWL iShares MSCI Switzerland NDDUSZ 562 7.6 EWD iShares MSCI Sweden NDDUSW 553 14.2 EWQ iShares MSCI France NDDUFR 477 9.6 EWP iShares MSCI Spain NDDUSP 210 21.0  EWO iShares MSCI Austria IMI MIMUATAN 157 4.8 FEZ SPDR EURO STOXX 50 SX5U 156 1.8 EWN iShares MSCI Netherl IMI MIMUNETN 148 4.0 EWI iShares MSCI Italy NDDUIT 118 8.4  EIS iShares MSCI Israel Capped MISCNU 112 2.4 NORW Global X FTSE Norway NORWAY30 66 1.6 EWK iShares MSCI Belgium IMI MIMUBELN 43 3.1 FEU SPDR STOXX 50 SX5P 38 0.2 GXF Global X FTSE Nordic 30 N30X 35 0.5 ADRU BLDRS Europe 100 ADR BKTEUR 22 0.1 EIRL iShares MSCI Irelnd Cap IMI MXIE500I 4 0.1 EKH Europe 2001 HOLDRs EKI 4 0.0 GERJ Market Vectors Germany SC MVGERJTR 4 0.1 North America EWC iShares MSCI Canada NDDUCA $5,610 $105.6  CNDA IQ Canada SC IQSMCANT 71 2.6  DBCN db-X MSCI Canada Crncy-Hdg M0CAHUSD 5 0.0 TSXV GlblX SPTSX Venture 30 Can VXTU 4 0.1 Emerging Markets – Global VWO Vanguard Emerging Mkts NDUEEGF $49,959 $970.3  EEM iShares MSCI Emg Mkts NDUEEGF 38,094 2948.4  EWX SPDR S&P Emerging SC SPBMKSUP 796 10.9 ADRE BLDRS EM 50 ADR BKTEM 555 3.0 SCHE Schwab Emrg Mkts Equity FTAG01 439 5.4  GMM SPDR S&P Emg Mkts STBMEMU 202 1.6 ETF & ETN Guide Q3 2011 4 * Opt. denotes US listed options trading available on the underlying security.

EXCHANGE TRADED FUNDS (ETFs) EQUITIES Assets Avg Vol Sym Name Index ($MM) ($MM) Opt.* INTERNATIONAL (continued) Emerging Markets – Global (continued) FRN Guggenheim Frontier Mkts BKNFR 197 2.8 AGEM EGShares GEMS Composite DJEEG 30 0.2 EWEM Rydex MSCI EM EW M2EFEWGT 20 0.2 DBEM db-X MSCI EM Crncy-Hdg M0EMHUSD 5 0.0 EMVX Global X Russell EM Value RUREMCVT 3 0.0 EMGX Global X Russell EM Growth RUREMCGT 3 0.0 Emerging Markets – Regional EWZ iShares MSCI Brazil NDUEBRAF $12,213 $1,026.1  FXI iShares FTSE China 25 XIN0I 6,755 688.9  EWY iShares MSCI South Korea MXKR 5,022 248.2  EWT iShares MSCI Taiwan NDEUSTW 3,409 182.9  RSX Market Vectors Russia DXRPUS 3,109 168.2  ILF iShares S&P Latin Amer 40 SPTRL40N 2,241 87.6  EWW iShares MSCI Mexico IMI NDEUMXF 1,590 161.2  EWM iShares MSCI Malaysia NDDUMAF 1,191 32.7  BKF iShares MSCI BRIC NDUEBRIC 1,008 9.7 BRF Market Vectors Brazil SC MVRIOTR 923 15.3  ECH iShares MSCI Chile IMI MIMUCHLN 873 21.1  GXC SPDR S&P China SCRTCN 745 7.0  GMF SPDR S&P EM Asia Pacific STBMAEU 708 7.3 IDX Market Vectors Indonesia MVINDOTR 706 12.2 EEB Guggenheim BRIC BKBRIC 636 5.5  THD iShares MSCI Thailand MIMUTHAN 606 17.2 EZA iShares MSCI South Africa NDEUSSA 588 20.5  TUR iShares MSCI Turkey MIMUTURN 568 21.9 BIK SPDR S&P BRIC 40 SPTRBRIC 524 3.6 PIN PowerShares India III 515 12.3  EPU iShares MSCI All Peru MXPECAPD 446 25.5  PGJ PwrShr Golden Dragon China HXC 365 2.3  EPOL iShares MSCI Poland IMI MXPL 301 4.9 HAO Guggenheim China SC ACNSC 284 5.3  VNM Market Vectors Vietnam MVVNMTR 268 4.9 INDY iShares S&P India Nifty 50 BXTRNIFT 228 3.0  GUR SPDR S&P Emerging Europe STBMEECQ 223 5.5  EIDO iShares MSCI Indonesia IMI MXIDIM 206 8.4 GML SPDR S&P EM Lat Amer SCRTLA 193 3.2 GXG Global X/Int FTSE Colombia COLOM20 189 3.0 FNI First Trust ISE Chindia ICK 147 1.1  GAF SPDR S&P EM Middle East STBMMEU 138 1.4 ERUS iShares MSCI Russia Capped MXRU500I 127 2.0 AFK Market Vectors-Africa DJAFKT 106 1.1 YAO Guggenheim China All-Cap ACNACTR 96 0.6  RBL SPDR S&P Russia SPCQXRUP 85 3.7 PLND Market Vectors Poland MVPLNDTR 80 1.5 EGPT Market Vectors Egypt Index MVEGPTTR 72 2.9 EPHE iShares MSCI Philippines IMI MIMUPHIN 72 1.5 EWZS iShares MSCI Brazil SC MSLUBRZN 61 0.6 SCIF Market Vectors India SC MVSCIFTR 60 1.4  FCHI iShares FTSE China HK List CH80 54 0.4 BICK First Trust BICK BIQ 54 2.2 ESR iShares MSCI EM East Eur NDUEEMEE 46 1.6 SCIN EM Glb Shrs INDXX India SC ISCIN 38 0.6 BRAZ Global X Brazil MC SOLBRAZ 29 0.4 MCHI iShares MSCI China NDEUCHF 29 0.3 LATM Mkt Vect LatAm SC MVLATMTR 25 0.3 PMNA PwrShr MENA Frontier Cntry QMEA 22 0.2 MES Market Vectors Gulf States DJMEST 22 0.4 ECNS iShares MSCI China SC MSLUCHNN 22 0.3 PEK Market Vectors China SHSZ300 21 0.3 ASEA Global X Asean 40 ASEAN40 18 0.3 SKOR IQ South Korea SC IQSMKORT 13 0.4 AND Global X FTSE Andean 40 ANDEAN40 7 0.2 DBBR db-X MSCI Brazil Crncy-Hdg M0BRHUSD 5 0.0 ARGT Global X FTSE Argentina 20 ARG20 5 0.1 RSXJ Market Vectors Russia SC MVRSXJTR 5 0.2 TWON IQ Taiwan SC IQSMTAIT 4 0.1 COLX Market Vectors Colombia MVCOLXTR 2 0.0 MEXS Global X Mex SC SOLMEXSM 1 0.0 * Opt. denotes US listed options trading available on the underlying security. Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt. LEVERAGED – EQUITIES SSO ProShares Ultra S&P500 SPX $1,563 $670.2  FAS Direxion Daily Finan Bull 3X RGUSFL 1,426 606.9  UYG ProShares Ultra Financials DJUSFN 1,038 121.5  QLD ProShares Ultra QQQ NDX 767 345.5  TNA Direxion Daily SC Bull 3X RTY 582 700.1  URE ProShares Ultra RealEstate DJUSRE 501 28.7  ERX Direxion Daily Ener Bull 3X RGUSEL 342 205.1  DIG ProShares Ultra Oil & Gas DJUSEN 325 71.4  EDC Direxion Daily EM Bull 3X MXEF 325 83.7  UYM ProShares Ultra Basic Mat DJUSBM 322 60.9  DDM ProShares Ultra Dow30 INDU 322 67.6  UPRO ProShares UltraPro SP500 SPX 267 111.3  BGU Direxion Daily LC Bull 3X RIY 251 97.5  TYH Direxion Daily Tech Bull 3X RGUSTL 206 35.6  UWM ProShares Ultra R2000 RTY 194 80.5  TQQQ ProShares UltraPro QQQ NDX 151 41.4  MVV ProShares Ultra SP 400 MID 128 16.8  DRN Direxion Daily RE Bull 3X RMZ 124 33.4  ROM ProShares Ultra Technology DJUSTC 118 4.4  SOXL Direxion Semicond Bull 3X SOX 109 23.1  RSU Rydex 2X S&P 500 SPX 91 3.0  URTY ProShares UltraPro R2000 RTY 69 17.3  MWJ Direxion Daily MC Bull 3X RMC 57 5.4  YINN Direxion Daily China 3X Bull BKTCN 55 4.2  USD ProShares Ultra Semicond DJUSSC 51 4.2  RXL ProShares Ultra Health Care DJUSHC 49 1.1 SAA ProShares Ultra S&P600 SML 48 1.7  UDOW ProShares UltraPro Dow30 INDU 46 9.3  EZJ ProShares Ultra MSCI Japan MXJP 42 3.0 LBJ Direxion Daily LatAm 3X Bull SPTRL40N 42 2.5  UXI ProShares Ultra Industrial DJUSIN 40 1.8  NUGT Direxion Gld Mnrs Bull 2X GDM 35 4.3  UMDD ProShares UltraPro Mid 400 MID 34 2.9  EET ProShares Ultra MSCI EM MXEF 31 1.4  XPP ProShares Ultra FTSE China XINOU 31 2.9  DZK Direxion Daily DM Bull 3X MXEA 29 1.6  BIB ProShr Ult Nasdaq Biotech NBI 27 0.7 INDL Direxion India Bull 2X III 26 1.4 UKW ProShares Ultra RussMC Gro RDG 25 0.5 UKK ProShares Ultra R2000 Gro RUO 25 1.2 UGE ProShares Ultra Cons Goods DJUSNC 18 0.3 UVT ProShares Ultra R2000 Val RUJ 18 0.3 UKF ProShares Ultra R1000 Gro RLG 17 0.2 UBR ProShares Ultra MSCI Braz MXBR 17 0.6 UPW ProShares Ultra Utilities DJUSUT 15 0.3 UCC ProShares Ultra Cons Svcs DJUSCY 13 0.2 GASL Direxion Nat Gas Bull 2X FUM 10 0.5  UVU ProShares Ultra RussMC Val RMV 9 0.2 UWC ProShares Ultra R3000 RAY 9 0.1 EFO ProShares Ultra MSCI EAFE MXEA 9 0.2 UVG ProShares Ultra R1000 Val RLV 7 0.1 MATL Direxion Basic Mat Bull 3X IXB 7 0.2 RETL Direxion Retail Bull 2X RU1SSRTL 6 0.1 BRIL Direxion BRIC Bull 2X BKBRIC 6 0.2 COWL Direxion Agribus Bull 3X DXAG 6 0.3 LTL ProShares Ultra Telecomm DJSTEL 5 0.2 RUSL Direxion Russia Bull 3X DXRPUS 5 0.2 KRU ProShares Ult KBW Reg Bank KRX 4 0.2 CURE Direxion HlthCr Bull 3X IXV 4 0.1 UXJ ProShr Ult MSCI Pac ex JP MXPCJ 4 0.1 UPV ProShr Ultra MSCI Europe MXEU 4 0.1 UMX ProShr Ultra MSCI Mex IMI MZMXI 2 0.0 ETF & ETN Guide Q3 2011 5 * Opt. denotes US listed options trading available on the underlying security.

EXCHANGE TRADED FUNDS (ETFs) EQUITIES Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt.* INVERSE – EQUITIES SDS ProShares UltraShort SP500 SPX $2,141 $516.9  SH ProShares Short S&P500 SPX 1,675 94.8  TZA Direxion Daily SC Bear 3X RTY 828 518.6  FAZ Direxion Daily Finan Bear 3X RGUSFL 716 393.8  QID ProShares UltraShort QQQ NDX 704 271.3  TWM ProShares UltraShort R2000 RTY 448 154.8  RWM ProShares Short R2000 RTY 419 28.7  SPXU ProShares UltPro Shrt SP500 SPX 343 87.1  DXD ProShares UltraShort Dow30 INDU 334 38.6  SKF ProShares UltraShort Finan DJUSFN 329 92.8  PSQ ProShares Short QQQ NDX 246 25.3  DOG ProShares Short Dow30 INDU 234 22.4  EUM ProShares Short MSCI EM MXEF 222 4.0 BGZ Direxion Daily LC Bear 3X RIY 195 64.7  FXP ProShares UltSh FTSE China FXTID 184 13.5  SRS ProShares UltSh Real Est DJUSRE 174 21.5  SMN ProShares UltSh Basic Mat DJUSBM 134 16.4  EFZ ProShares Short MSCI EAFE MXEA 122 3.5 EEV ProShares UltSh MSCI EM MXEF 119 20.3  SEF ProShares Short Financials DJUSFN 113 2.3  DUG ProShares UltSh Oil & Gas DJUSEN 105 33.5  EDZ Direxion Daily EM Bear 3X MXEF 103 35.6  ERY Direxion Daily Ener Bear 3X RGUSEL 92 38.5  SQQQ ProShares UltraPro Shrt QQQ NDX 92 25.0  SRTY ProShares UltraPro Shrt R2 RTY 62 9.5  SBB ProShares Short S&P 600 SML 58 0.9 EPV ProShares UltSh MSCI Eur MXEU 55 3.0  RSW Rydex Inverse 2X S&P 500 SPX 53 2.2  MYY ProShares Short SP 400 MID 49 2.2 SDOW ProShares UltraPro Shrt D30 INDU 40 8.2  TYP Direxion Daily Tech Bear 3X RGUSTL 40 9.3  DRV Direxion Daily RE Bear 3X RMZ 35 8.4  EWV ProShares UltSh MSCI Japan MXJP 33 4.6  MZZ ProShares UltraSh SP 400 MID 27 4.3  SSG ProShares UltSh Semicond DJUSSC 24 3.2  KRS ProShares Short KBW Reg Bk KRX 24 0.6 SOXS Direxion Semicond Bear 3X SOX 23 8.4  REK ProShares Shrt Real Estate DJUSRE 23 0.5 SDD ProShares UltraShort SP 600 SML 20 0.8 BZQ ProShares UltSh MSCI Brazil MXBR 16 1.2  EFU ProShares UltSh MSCI EAFE MXEA 16 0.6  DDG ProShares Short Oil & Gas DJUSEN 16 0.4 DPK Direxion Daily DM Bear 3X MXEA 15 1.5  REW ProShares UltSh Technology DJUSTC 15 1.9  YANG Direxion Daily China 3X Bear BKTCN 14 0.9  SCC ProShares UltSh Cons Svcs DJUSCY 13 0.4 SKK ProShares UltSh R2000 Gro RUO 13 0.5 MWN Direxion Daily MC Bear 3X RMC 11 1.0  DUST Direxion Gld Mnrs Bear 2X GDM 11 3.5  YXI ProShares Shrt FTSE China XINOU 11 0.3 SIJ ProShares UltSh Industrial DJUSIN 10 0.3  SMDD ProShares UltraPro Shrt SP4 MID 10 1.1  SZK ProShares UltSh Cons Good DJUSNC 7 0.1 SJH ProShares UltSh R2000 Val RUJ 6 0.2 SBM ProShares Shrt Basic Mat DJUSBM 5 0.3 SFK ProShares UltSh R1000 Gro RLG 4 0.1 SDP ProShares UltShrt Utilities DJUSUT 4 0.1 INDZ Direxion DIndia Bear 2X III 4 0.4 TOTS Direxion Total Mkt Bear 1X MSCIBM 4 0.0 SICK Direxion HlthCr Bear 3X IXV 4 0.0 MATS Direxion Basic Mat Bear 3X IXB 3 0.0 COWS Direxion Agribus Bear 3X DXAG 3 0.0 LHB Direxion Daily LatAm 3X Bear SPTRL40N 3 0.3  RXD ProShares UltSh HealthCare DJUSHC 3 0.1 RUSS Direxion Russia Bear 3X DXRPUS 3 0.0 BRIS Direxion BRIC Bear 2X BKBRIC 3 0.0 SDK ProShares UltSh RussMCGr RDG 3 0.1 JPX ProShares UltSh MSCI PxJP MXPCJ 3 0.1 SMK ProShares UltSh MSCI Mex MZMXI 2 0.1 RETS Direxion Retail Bear 2X RU1SSRTL 2 0.1 SJF ProShares UltSh R1000 Val RLV 2 0.1 TLL ProShares UltSh Telecomm DJSTEL 2 0.0 Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt. INVERSE – EQUITIES (continued) GASX Direxion Nat Gas Bear 2X FUM 2 0.1  BIS ProShr UltShrt Nsdq Biotech NBI 2 0.1 SJL ProShares UltSh Russ MCVa RMV 2 0.0 TWQ ProShares UltraShort R3000 RAY 1 0.1 DIVIDEND Domestic VIG Vanguard Div Appreciation DVG $6,864 $41.1  DVY iShares DJ Select Dividend DJDVY 6,589 36.8  SDY SPDR S&P Dividend SPHYDA 6,030 38.8  VYM Vanguard High Div Yield FTYLD 1,468 7.4  DLN WisdomTree LC Div WTLDITR 804 4.9  CVY Guggenheim Multi-Asset ZAXYH 520 3.4 DTN WisdomTree Dividend ex Fin WTDXFTR 481 3.3 FVD First Trust Value Line Div VLFVD 289 1.4 DON WisdomTree MC Div WTMDITR 279 1.5 DES WisdomTree SC Div WTSDITR 243 1.3 DHS WisdomTree Equity Income WTHYE 219 1.5 PFM PowerShares Div Achievers DAAX 214 1.2 PEY PowerShares HY Equity Div DAY 206 1.1 DTD WisdomTree Total Dividend WTDITR 173 0.7 FDL First Trust Mrngstr Div MDL 172 1.3 HDV iShares High Div Equity MDYFT 87 2.2 LVL Guggenheim S&P Glb Div SPGTGDO 41 0.5 International DEM WisdomTree EM Equity WTEMHYTR $1,751 $16.5 DGS WisdomTree EM SC Div WTEMSCTR 917 8.9 IDV iShares DJ EPAC Select Div DJEPCSDT 574 5.8 DWX SPDR S&P Intl Dividend SPGTDOU 572 4.9 DXJ WisdomTree Japan Hedge Div WTIDJTRH 560 9.8  PID PowerShares Internat Div DAT 534 2.0 DLS WisdomTree Intl SC Div WTIDSCTR 447 1.5 DWM WisdomTree DEFA WTIDFATR 442 1.4 DFJ WisdomTree Japan SC Div WTIDJSTR 261 4.1  DOO WisdomTree Intl Div WTIDXFTR 164 1.5 DIM WisdomTree Intl MC Div WTIDMCTR 142 0.4 DOL WisdomTree Intl LC Div WTIDLCTR 139 1.1 DTH WisdomTree DEFA Eqty Inc WTIDHYTR 134 0.7 FGD First Trust DJ Glb Sel Div DJGSD 98 1.5 HGI Guggenheim Internat Multi ZAXIH 96 0.3 DEW WisdomTree Global Equity WTGDHYTR 78 0.4 AXJL WisdomTree Asia-Pac ex-JP WTIDAPXT 69 0.6 DNL WisdomTree WorldxUS Gro WTGDXGTR 61 0.5 AUSE WisdomTree Australia Div WTIDAUST 54 0.6 SDIV Global X Super Dividend SOLSDIV 38 3.0 EDIV SPDR S&P EM Dividend SPGTEDUN 32 0.6 DFE WisdomTree Europe SC Div WTIDESTR 27 0.2 HEDJ WisdomTree Intl Hedge Eqty WTIDFTRH 20 0.1 GULF WisdomTree Middle East Div WTEMMETR 19 0.3 FDD First Trust STOXX EU Sel Div SD3L 11 0.1 ABCS Guggenheim ABC High Div BKABCT 5 0.1 * Opt. denotes US listed options trading available on the underlying security. ETF & ETN Guide Q3 2011 6

EXCHANGE TRADED FUNDS (ETFs) FICC Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt.* FIXED INCOME US Credit LQD iShares iBoxx Invtmt Grade IBOXIG $14,053 $108.5  HYG iShares iBoxx $ HY Corp IBOXHY 8,750 123.7  CSJ iShares BC 1-3 Year Credit LD01TRUU 8,327 51.1  JNK SPDR BC High Yield Bond LHVLTRUU 7,146 125.4  CIU iShares BC Interm Credit LUICTRUU 3,639 23.6 VCSH Vanguard ST Corporate na 1,730 14.7 CFT iShares BC Credit Bond LUCRTRUU 853 5.3 VCIT Vanguard Interm Corporate na 612 5.4 PHB PowerShares Fund HY Corp RAFIHY 514 5.1  SCPB SPDR BC Short Term Corp LF99TRUU 340 3.8 ITR SPDR BC Interm Credit LUICTRUU 194 1.3 VCLT Vanguard LT Corporate na 168 1.3 BSCD Guggenheim BulletShr ‘13 Bd BSCBD 79 0.6 BSCC Guggenheim BulletShr ‘12 Bd BSCBC 74 0.5 CORP PIMCO Invest Grade Corp Bd C0A0 74 0.6 BSCE Guggenheim BulletShr ‘14 Bd BSCBE 67 0.5 BSCF Guggenheim BulletShr ‘15 Bd BSCBF 42 0.4 BSCG Guggenheim BulletShr ‘16 Bd BSCBG 39 0.4 LWC SPDR BC LT Credit LULCTRUU 37 0.2 BSJD Guggenheim BulltShr ‘13 HY BSJKD 36 0.4 HYS PIMCO 0-5 Year HY Corp Bd HUCD 35 1.8 BSCB Guggenheim BulletShr ‘11 Bd BSCBB 34 0.3 BSJC Guggenheim BulltShr ‘12 HY BSJKC 33 0.4 BSCH Guggenheim BulletShr ‘17 Bd BSCBH 29 0.5 CLY iShares 10+Yr Credit B9A0 27 0.3 BSJE Guggenheim BulltShr ‘14 HY BSJKE 23 0.3 BSJF Guggenheim BulltShr ‘15 HY BSJKF 20 0.3 CBND SPDR BC Issuer Scored CB ISCUTRUU 12 0.1 US Government TIP iShares BC TIPS LBUTTRUU $21,280 $89.3  SHY iShares BC 1-3 Year Treas LT01TRUU 8,436 89.9  SHV iShares BC Short Treasury LT12TRUU 4,388 23.0 IEF iShares BC 7-10 Year Treas LT09TRUU 3,385 94.3  TLT iShares BC 20+ Year Treas LT11TRUU 3,049 830.7  IEI iShares BC 3-7 Year Treas LT13TRUU 1,704 16.7  STPZ PIMCO 1-5 Year US TIPS GVQI 1,195 9.5 BIL SPDR BC 1-3 Month T-Bill LD12TRUU 789 26.1 IPE SPDR Barclays Capital TIPS BCIT1T 453 2.9 PLW PwrShrs 1-30 Ladder Treas MRTSYA 287 0.8 LTPZ PIMCO 15+ Year US TIPS G8QI 266 3.2 TLH iShares BC 10-20 Yr Treas LT10TRUU 257 3.4 ITE SPDR BC Interm Treasury LT08TRUU 216 1.1 SCHP Schwab US TIPs na 212 2.5  STIP iShares BC 0-5 Yr TIPS Bnd LTP5TRUU 180 2.2 SCHO Schwab Short-Term US Treas na 156 2.1  VGSH Vanguard ST Govt na 140 1.2 EDV Vanguard Extend Dur Treas na 136 1.9 TUZ PIMCO 1-3 Yr US Treas G1O2 107 0.7 SCHR Schwab Inter-Term US Treas na 66 0.9  TIPZ PIMCO Broad US TIPS G0QI 57 0.4 VGIT Vanguard Interm Govt na 50 0.5 ZROZ PIMCO 25+Yr Zero Coup US STPL 43 1.2 VGLT Vanguard LT Govt na 28 0.9 TLO SPDR BC Long-Term Treas LUTLTRUU 23 0.3 FIVZ PIMCO 3-7 Yr US Treasury G3OC 21 0.4 TRSY PIMCO Broad US Treasury G0QL 10 0.0 TENZ PIMCO 7-15 Year US Treas G8OC 9 0.2 Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt. FIXED INCOME (continued) Aggregate & Other AGG iShares BC Aggregate Bond LBUSTRUU $12,019 $83.1  BND Vanguard Total Bond Mkt LBUSTRUU 10,363 67.1  BSV Vanguard Short-Term Bond LD04TRUU 6,558 41.5 MBB iShares BC MBS LD10TRUU 2,789 19.5  BIV Vanguard Interm Bond LD03TRUU 2,177 12.2  CWB SPDR BC Convertible Bond na 920 11.6 BAB PowerShares Build America BABS 660 4.7 GVI iShares BC Interm Gov/Cred LF97TRUU 604 3.0 ALD WisdomTree Asia Local Debt na 493 8.7 BLV Vanguard Long-Term Bond LGC5TRUU 383 2.8 AGZ iShares BC Agency Bond LUAASIUU 366 3.4 LAG SPDR BC Aggregate Bond LBUSTRUU 267 1.8 BKLN PwrShr Senior Loan Portfol SPBDLLB 187 3.8 GBF iShares BC Governt/Credit LUGCTRUU 110 0.4 VMBS Vanguard MBS na 57 0.4 MBG SPDR BC MBS LUMSTRUU 38 0.3 BABS SPDR Nuveen BC Build Amer LBABTRUU 31 0.3 FLOT iShares Floating Rate Note BFU5TRUU 25 2.4 GLJ iShares 10+Yr Govt/Credit B9A0 21 0.1 GSY Guggenheim Enh UltraSh LD12TRUU 15 0.1 CVRT PowerShare Convert Sec VXA0R 10 0.1 FLTR Mkt Vect Invt Gr Float Rate MVFLTR 10 0.2 GIY Guggenheim Enh Core Bond LBUSTRUU 5 0.0 GMTB Grail McDonnell Core Taxable na 5 0.0 International EMB iShares JPM USD EM Bond JPEICORE $3,024 $27.7 BWX SPDR BC Internat Treas LTXUTRUU 1,545 11.3  WIP SPDR DB Int Gov Infl Prot DBLNDILS 1,352 10.1 PCY PwrShrs EM Sovereign Debt DBLQBLTR 1,161 11.0  ELD WisdomTree EM Local Debt na 963 11.8 EMLC Market Vectors EM Local Curr GBIEMCOR 439 4.0 BWZ SPDR BC ST Intl Treasury LGT3TRUU 255 1.6 IGOV iShares SP/Citi Intl Treas SPBDXUTR 239 1.6 ISHG iShares SP/Citi 1-3 Intl Treas SPBDXU3T 223 1.6 PICB PwrShr Intl Corp Bond SPBDICBT 58 0.6 IBND SPDR BC Intl Corp Bond BG1BTRUU 58 0.8 EBND SPDR BC EM Local Bond BLCDTRUU 32 0.4 GTIP iShares Glb Inflation-Link W0DI 10 0.3 ITIP iShares Intl Inflation-Link WXDI 10 0.3 BONO Mkt Vect LatAm Agg Bond LATS 8 0.1 Municipal MUB iShares S&P Natl AMT-Free SPMUNUST $2,165 $17.4  SHM SPDR Nuveen BC ShrtTrm LMM1TR 1,311 7.6 TFI SPDR Nuveen BC Muni Bond LMMITR 871 4.8  PZA PwrShrs Insured Natl Muni UPCM 506 3.8  SUB iShares S&P STNatlAMT-Fr SPMU5YRT 436 2.8 PVI PwrShrs VRDO Tax Fr Wkly BBUSVWFT 431 3.7 HYD Market Vectors HY Muni LMEHTR 260 2.4 ITM Market Vectors Interm Muni LMT2TR 243 1.5 CMF iShares S&P CA AMT-Free SPMUNCAT 190 1.1 SMB Market Vectors Short Muni LMT1TR 101 0.6 MUNI PIMCO Intermediate Muni na 96 0.6 NYF iShares S&P NY AMT-Free SPMUNNYT 85 0.8 CXA SPDR Nuveen BC Calif Muni LMM2TR 73 0.5 MLN Market Vectors Long Muni LMT3TR 58 0.5 HYMB SPDR Nuveen S&P HY Muni SPMUHT 45 0.2 PZT PwrShrs Insured NY Muni UPNY 37 0.1 PRB Market Vectors Pre-Ref LMPETR 35 0.2 PWZ PwrShrs Insured CA Muni UPCC 35 0.3 MUAA iShares 2012 S&P AMT-Free SPMUS12T 33 0.2 MUAB iShares 2013 S&P AMT-Free SPMUS13T 33 0.2 MUAC iShares 2014 S&P AMT-Free SPMUS14T 31 0.2 MUAF iShares 2017 S&P AMT-Free SPMUS17T 29 0.2 MUAD iShares 2015 S&P AMT-Free SPMUS15T 26 0.1 INY SPDR Nuveen BC NY Muni LMM3TR 25 0.1 MUAE iShares 2016 S&P AMT-Free SPMUS16T 21 0.1 VRD SPDR Nuveen S&P VRDO SPMUVRDO 9 0.1 GMMB Grail McDonnell Interm na 5 0.0 * Opt. denotes US listed options trading available on the underlying security. ETF & ETN Guide Q3 2011 7

EXCHANGE TRADED FUNDS (ETFs) FICC Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt.* COMMODITIES GLD SPDR Gold Shares GOLDLNPM $60,303 $2,117.2 u SLV iShares Silver Trust SLVRLN 10,936 1,856.3 u IAU iShares Gold Trust GOLDS 7,262 75.9 u DBC PowerShares DB Commodity DBLCIX 6,168 76.3 u DBA PowerShares DB Agriculture DBAGIX 3,108 96.9 u UNG United States Natural Gas NGUSHHUB 1,852 156.5 u GSG iShares S&P GSCI Comm SPGSCITR 1,559 20.1 u SGOL ETFS Gold Trust GOLDLNPM 1,460 26.0 u USO United States Oil USCRWTIC 1,305 610.8 u PALL ETFS Palladium Trust PLDMLNPM 769 19.0 GCC GreenHaven Commodity CCITR 752 7.9 u PPLT ETFS Platinum Trust PLTMLNPM 727 12.5 SIVR ETFS Silver Trust SLVRLN 620 28.4 u DBO PowerShares DB Oil DBOLIX 588 19.5 u DBB PowerShares DB Base Met DBBMIX 584 6.8 u DBP PwrShrs DB Precious Metals DBPMIX 570 10.3 u USCI US Commodity Index SDCITR 478 8.4 DGL PowerShares DB Gold DGLDIX 327 3.7 u GLTR ETFS Physical Prec Metal na 238 4.5 USL United States 12 Month Oil CLA 214 4.6 u DBE PowerShares DB Energy DBENIX 207 4.6 u DBS PowerShares DB Silver DBSLIX 163 11.1 u CRBQ Jefferies TR/J CRB GlbComm CRBQX 138 1.6 u UGA United States Gasoline XBA 134 6.8 u CORN Teucrium Corn Fund TCORN 125 7.1 u WITE ETFS White Metals Basket na 62 1.8 AGOL ETFS Asian Gold Trust na 62 0.6 BNO US Brent Oil Fund na 54 5.3 u UNL US 12 Month Natl Gas na 35 0.7 u UHN United States Heating Oil HOA 7 0.2 CRUD Teucrium Crude Oil Fund na 5 0.2 u NAGS Teucrium Natural Gas Fund TNAGS 2 0.1 CURRENCIES UUP PowerShares DB USD Bull USDUPX $1,090 $88.4 FXC CurrencyShares CAD CAD 954 28.0 FXF CurrencyShares CHF CHF 894 17.8 FXA CurrencyShares AUD AUD 842 21.8 CYB WisdomTree Dreyfus CNY CNY 701 6.9 CEW WisdomTree EM Curr na 588 6.6 BZF WisdomTree Dreyfus BRL BRL 450 4.6 FXE CurrencyShares Euro EUR 419 197.2 DBV PwrShrs DB G10 Curr DBCFHX 384 3.5 FXY CurrencyShares JPY JPY 160 25.4 UDN PowerShares DB USD Bear USDDNX 152 5.8 FXS CurrencyShares SEK SEK 121 3.0 FXB CurrencyShares GBP GBP 103 8.3 CCX WisdTree Dreyfus Comm na 63 2.1 BNZ WisdomTree Dreyfus NZD NZD 38 0.7 FXM CurrencyShares MXP MXP 30 0.5 ICN WisdomTree Dreyfus INR INR 22 0.3 EU WisdomTree Dreyfus EUR EUR 10 0.1 SZR WisdomTree Dreyfus ZAR ZAR 9 0.3 JYF WisdomTree Dreyfus JPY JPY 6 0.1 XRU CurrencyShares RUB RUB 5 0.2 Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt. LEVERAGED – FICC AGQ ProShares Ultra Silver SLVRLN $920 $429.2 UCO ProShares Ult DJ-UBS Oil DJUBSCL 346 115.8 UGL ProShares Ultra Gold GOLDLNPM 302 23.8 UST ProShares Ultra 7-10 Treas LT09TRUU 58 1.2 UCD ProShares Ult DJ-UBS Comm DJUBS 17 0.4 TMF Direxion 20Y+ Treas Bull 3X AXTWEN 15 5.6 UBT ProShares Ultra 20+ Treas LT11TRUU 13 3.2 TYD Direxion 7-10Y Tres Bull 3X AXSVTN 12 2.0 ULE ProShares Ultra Euro EUR 8 0.4 IGU ProShrs Ult Invt Grd Corp IBOXIG 4 0.3 UJB ProShares Ult High Yield IBOXHY 4 0.2 LBND PwrShrs DB 3X Lng 25+ Trea DBBNDL 4 0.0 YCL ProShares Ultra Yen JPY 3 0.3 INVERSE – FICC TBT ProShares UltSh 20+ Treas LT11TRUU $5,679 $433.1 TBF ProShares Short 20+ Treas LT11TRUU 1,042 19.4 EUO ProShares UltraSh Euro EUR 677 32.4 ZSL ProShares UltSh Silver SLVRLN 629 195.2 PST ProShares UltSh 7-10 Treas LT09TRUU 485 7.1 TMV Direxion 20Y+ Treas Bear 3X AXTWEN 474 42.0 YCS ProShares UltraSh Yen JPY 354 14.9 SCO ProShares UltSh DJ-UBS Oil DJUBSCL 171 68.3 GLL ProShares UltraSh Gold GOLDLNPM 89 10.3 TYO Direxion 7-10Y Tres Bear 3X AXSVTN 74 1.6 SJB ProShares Short High Yield IBOXHY 27 1.3 CMD ProShrs UltSh DJ-UBSComm DJUBS 26 2.3 SBND PwrShr DB 3X Shrt 25+ Treas DBBNDS 18 0.5 DNO United States Short Oil na 12 1.0 SAGG Direxion Ttl Bnd Mkt Bear LBUSTRUU 10 0.4 TBX ProShares Short 7-10 Treas LT09TRUU 8 0.2 TBZ ProShr UltShrt 3-7 Treas LT13TRUU 5 0.1 IGS PrShr Shrt Invt Grade Corp IBOXIG 4 0.2 TYNS Direxion 7-10 Yr Treas Bear AXSVTN 4 0.2 TYBS Direxion 20+ Yr Treas Bear AXTWEN 4 0.2 TPS ProShares UltraShort TIPS LBUTTRUU 3 0.2

* Opt. denotes US listed options trading available on the underlying security.

ETF & ETN Guide Q3 2011 8

EXCHANGE TRADED FUNDS (ETFs) SPECIALTY Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt.* ACTIVE FUNDAMENTAL EPI WisdomTree India Earnings WTIND $1,325 $72.0 PRF PowerShares FR US 1000 FR10 1,208 5.1 PXH PwrShrs FTSE RAFI EM FREM 528 3.0 PRFZ PowerShares FR US 1500 FR15US 393 2.8 PXF PowerShares FR DM ex US FRX1X 320 2.1 RWL RevenueShares Large Cap na 199 1.3 RWK RevenueShares Mid Cap na 144 1.1 EES WisdomTree SC Earnings WTSEITR 143 1.0 EZM WisdomTree MC Earnings WTMEITR 132 1.1 RWJ RevenueShares SC na 132 0.9 PXMG PowerShares Fundam MC Gro ILJ 114 0.5 PAF PwrShrs FR Asia Pac x JP FRDAPXJ 79 0.5 PDN PwrShr FR DM x US SmMid FRSDXUS 76 1.4 RTR RevenueShares ADR SPADR 69 0.4 PXSV PowerShares Fundam SC Val ILZ 67 0.3 EPS WisdomTree Earnings 500 WTEPSTR 64 0.3 PXSG PowerShares Fundam SC Gro ILK 59 2.3 EXT WisdomTree Total Earnings WTEI 49 0.5 PXMV PowerShares Fundam MC Val ILP 33 0.1 PXLC PowerShares Fundam LC IEB 32 0.1 EZY WisdomTree LC Value WTEILVTR 26 0.1 PXMC PowerShares Fundam MC IEK 22 0.1 ROI WisdomTree LC Growth WTLGITR 20 0.1 PXSC PowerShares Fundam SC IEY 17 0.1 GRPC Russell GARP RU1GRPTR 10 0.3 EQIN Russell Equity Income RU1EQITR 10 0.2 PXLV PowerShares Fundam Lrg Val na 7 0.3 CONG Russell Consistent Growth RU1COGTR 5 0.5 AGRG Russell Aggressive Growth RU1AGGTR 5 0.1 LWPE Russell Low P/E RU1LPETR 5 0.1 CNTR Russell Contrarian RU1CNTTR 5 0.0 PXLG PowerShares Fundam Lrg Gro na 2 0.1 Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt. LIFE CYCLE & ALLOCATION AOR iShares S&P Growth Alloc SPTGGUT $111 $0.7 AOM iShares S&P Moderate Alloc SPTGMUT 96 0.6 AOA iShares S&P Aggress Alloc SPTGAUT 84 0.6 AOK iShares S&P Cons Alloc SPTGCUT 63 0.5 TDH TDX Independence 2020 TDAXTW 37 0.1 TDN TDX Independence 2030 TDAXTH 34 0.1 TDV TDX Independence 2040 TDAXFO 34 0.0 TZG iShares S&P Target 2020 SPTGT20T 20 0.1 TZI iShares S&P Target 2025 SPTGT25T 19 0.1 TZV iShares S&P Target 2040 SPTGT40T 16 0.1 TDX TDX Independence In-Target TDAXIT 16 0.0 TZE iShares S&P Target 2015 SPTGT15T 15 0.1 TDD TDX Independence 2010 TDAXTN 14 0.0 TZL iShares S&P Target 2030 SPTGT30T 14 0.1 TZD iShares S&P Target 2010 SPTGT10T 13 0.1 TGR iShares S&P Target Retir SPTGRIT 9 0.1 TZO iShares S&P Target 2035 SPTGT35T 7 0.0 LONG/SHORT CSM ProShares CS 130/30 CS13030 $118 $1.4 RALS ProShares RAFI Long/Short RAFILS 20 0.3 FSG FctrShr 2X Gld Bll/SP5 Br SPGDESTR 6 0.6 FSU FctrShr 2X SP5 Bll/USD Br SPNUSDTR 5 0.1 FOL FctrShr 2X Oil Bll/SP5 Br SPCOESTR 4 1.3 FSA FctrShr 2X TBnd Bll/SP5 Br na 3 0.1 FSE FctrShr 2X SP5 Bll/TBnd Br SPUSERPT 2 0.1

* Opt. denotes US listed options trading available on the underlying security.

ETF & ETN Guide Q3 2011 9

EXCHANGE TRADED NOTES (ETFs) SPECIALTY Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt.* QUANTITATIVE PDP PwrShrs Technical Leaders na $503 $4.5 PWV PowerShares Dyn LC Value ILW 422 1.9 FNX First Trust MC AlphaDEX DEFIMCCI 319 3.0 PIE PwrShrs EM Technical Lead DWATRDM 288 5.0 FEX First Trust LC AlphaDEX DEFILCCI 274 2.9 NFO Guggenheim Insider Sent SBRIN 211 2.0 PWB PowerShares Dyn LC Gro ILH 192 0.8 PWC PowerShares Dyn Market DYI 173 0.5 FTA First Trust LCVal AlphaDEX DEFILVOI 171 1.5 FTC First Trust LCGro AlphaDex DEFILGOI 141 1.1 PIZ PwrShrs DM Tech Lead DWATRDM 138 1.9 QAI IQ Hedge Multi-Strategy IQHGMST 137 1.2 FYX First Trust SC AlphaDEX DEFISCCI 126 1.2 PIV PowerShares SP500 High Qual SPXQRUT 121 0.8 FVL First Trust Value Line 100 VLFVL 76 1.2 RYJ Guggenheim RJ SB-1 Equity RJSBI 75 0.6 GRES IQ Global Resources IQGREST 74 0.9 SPLV PwrShrs S&P 500 Low Vol SP5LVI 66 2.0 PKW PowerShares Buyback DRBX 43 0.3 FAB First Trust MultiCap Value DEFIMCVI 41 0.4 FDV First Trust Strat Value CSVUS 38 0.2 FAD First Trust MultiCap Gro DEFIMCGI 31 0.3 DEF Guggenheim Defensive SBRDE 27 0.2 MCRO IQ Hedge Macro Tracker IQHGMAT 26 0.2 PFA PwrShrs Dyn DM Intl Opport QSGDEV 26 0.2 PIQ PwrShrs Dyn MagniQuant DYH 21 0.0 HBTA Russell 1000 High Beta RU1HBTAT 20 0.2 LVOL Russell 1000 Low Volume RU1LVOLT 20 0.3 CZA Guggenheim MC Core ZAXMC 17 0.2 DENT Dent Tactical na 17 0.1 FWDD Madrona Forward Dom na 17 1.4 PYH PwrShrs MStar StkInvst Core VLINRX 17 0.1 XRO Guggenheim Sect Rotat ZAXSR 16 0.2 SPHB PwrShrs S&P 500 High Beta SP5HBI 16 0.7 FWDI Madrona Forward Intl na 15 1.2 JCO JETS Contrarian Opportunity DJCNTRA 15 0.2 FWDB Madrona Forward Glb Bond na 15 1.2 SHVY Russell 2000 High Volume RU2HVOLT 15 0.2 RWV RevShrs Navellier A-100 na 11 0.1 HVOL Russell 1000 High Volume RU1HVOLT 10 0.0 SHMO Russell 2000 High Momentum RU2HMTMT 10 0.1 HMTM Russell 1000 High Momentum RU1HMTMT 10 0.0 FEM Frst Trst EM AplhaDEX DEFIEMCI 9 0.2 FVI First Trust VL Eqty Alloc VLFVI 7 0.1 FBZ Frst Trst Brazil AlphaDEX DEFIBZCI 7 0.2 FYC Frst Trst SC Gro AlphaDEX DEFISCGI 6 0.2 FNY Frst Trst MC Gro AlphaDEX DEFIMDGI 5 0.1 SLBT Russell 2000 Low Beta RU2LBTAT 5 0.0 SHBT Russell 2000 High Beta RU2HBTAT 5 0.0 SLVY Russell 2000 Low Volume RU2LVOLT 5 0.0 FDT Frst Trst DM exUS AlphaDEX DEFIDMCI 5 0.3 LBTA Russell 1000 Low Beta RU1LBTAT 5 0.0 FJP Frst Trst Japan AlphaDEX DEFIJPCI 4 0.0 FMK Frst Trst Mega Cap AlphaDEX DEFIMGCI 4 0.1 FKO Frst Trst S Korea AlphaDEX DEFISKCI 3 0.1 FPA Frst Trst AP xJP AlphaDEX DEFIAPCI 3 0.0 FLN Frst Trst LatAm AlphaDEX DEFILACI 3 0.0 FEP Frst Trst Europe AlphaDEX DEFIEUCI 3 0.0 FCA Frst Trst China AlphaDEX DEFICHCI 3 0.0 MATH Meidell Tactical Advantage na 3 0.0 FNK Frst Trst MC Val AlphaDEX DEFIMDVI 2 0.1 FYT Frst Trst SC Val AlphaDEX DEFISCVI 2 0.0 Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt. OTHER PFF iShares S&P US Preferred SPPREF $8,067 $54.7 PGF PwrShrs Finan Preferred WHPSF 1,777 8.3 PGX PowerShares Preferred P0P2 1,461 5.9 AMLP Alerian MLP AMZI 1,221 11.5 PSP PwrShr Listed Private Eqty GLPEXU 449 3.3 PCEF PowerShares CEF Income CEFX 256 1.8 KLD iShares MSCI USA EGS Sel So TFSSIU 173 0.4 DSI iShares MSCI KLD 400 Social TKLD400U 154 0.4 PSK SPDR Wells Fargo Preferred WAGG 121 0.8 PBP PwrShrs S&P 500 BuyWrite BXM 113 0.8 VIXY ProShares VIX Shrt Trm Fut SPVXSPID 51 11.4 PWO PowerShares Dyn OTC DYO 37 0.1 MNA IQ Merger Arbitrage IQMNAT 21 0.2 FPX First Trust US IPO IPXO 21 0.3 CPI IQ Real Return IQHGCPIT 13 0.1 OTP Gugghm Ocean Tomo Patent OTPAT 11 0.1 VIXM ProShares VIX MdTrm Fut SPVXMPID 11 2.1 OTR Gugghm Ocean Tomo Growth OTPATG 6 0.0 CNPF Global X Canada Pref SOLPRECA 5 0.3 NASI Pax MSCI N Amer ESG NASI 4 0.0 FOC FaithShares Christian GPFS05 3 0.0 FCV FaithShares Catholic GPFS01 3 0.0 EAPS Pax MSCI EAFE ESG TFAPESU 2 0.0 FMV FaithShares Methodist GPFS03 2 0.0 FZB FaithShares Baptist GPFS02 2 0.0 FKL FaithShares Lutheran GPFS04 1 0.0 * Opt. denotes US listed options trading available on the underlying security. ETF & ETN Guide Q3 2011 10

EXCHANGE TRADED NOTES (ETNs) ETNs Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt.* COMMODITIES General DJP iPath DJ UBS Commodity DJUBSTR $3,036 $21.5 u RJI Elements Rogers Commod ROGRTR 866 6.5 u UCI E-Tracs CMCI Commodity CMCITR 146 0.5 GSP iPath GSCI Total Return SPGSCITR 119 0.9 GSC GS Connect S&P GSCI Enh SPGSESTR 76 0.6 LSC Elements S&PComdtyTrends SPTICTR 42 0.4 DJCI E-Tracs DJ/UBS Commodity DJUBSTR 25 0.2 DPU PwrShrs DB Commod Lg DBLCIX 7 0.0 BCM iPath Pure Beta Broad Comm BCC1C1PT 5 0.1 SBV iPath Pure Beta SP GSCI-Wgt BCC2C1PT 4 0.0 Specific OIL iPath Goldman Sachs Oil SPGSCLTR $597 $32.0 u RJA Elements Rogers Agricult ROGRAGTR 577 11.2 u JJG iPath DJ UBS Grains DJUBGRTR 281 13.9 u JJC iPath DJ UBS Copper DJUBHGTR 221 13.7 u JJA iPath DJ UBS Agriculture DJUBAGTR 203 7.8 u JJP iPath DJ UBS Precious Met DJUBPRTR 130 3.0 GAZ iPath DJ UBS Natural Gas DJUBNGTR 111 1.7 u COW iPath DJ UBS Livestock DJUBLITR 100 3.6 u JO iPath DJ UBS Coffee DJUBKCTR 99 4.3 RJN Elements Rogers Energy ROGRENTR 90 1.0 u RJZ Elements Rogers Metals ROGRIMTR 80 0.9 JJM iPath DJ UBS Industrial DJUBINTR 68 1.1 SGG iPath DJ UBS Sugar DJUBSBTR 63 6.0 u PGM iPath DJ UBS Platinum DJUBPLTR 57 0.6 LD iPath DJ UBS Lead DJUBPBTR 54 0.7 JJS iPath DJ UBS Softs DJUBSOTR 54 5.4 u PTM E-Tracs UBS Long Platinum CTPLTR 47 0.5 u BAL iPath DJ UBS Cotton DJUBCTTR 45 12.0 u FUD E-Tracs CMCI Food CMFOTR 45 0.5 JJT iPath DJ UBS Tin DJUBSNTR 32 4.7 GRU Elements MLCX Grains MLCXGRTR 26 1.0 u NIB iPath DJ UBS Cocoa DJUBCCTR 24 1.4 JJE iPath DJ UBS Energy DJUBENTR 21 0.3 OLO PowerShares DB Oil Long DBOLIX 19 0.5 UAG E-Tracs CMCI Agriculture CMAGTR 14 0.3 JJN IPath DJ UBS Nickel DJUBNITR 13 0.4 AGF PowerShares DB Agr Long DBLCYEAG 13 0.3 GASZ ETRACS Nat Gas Fut Contango GYY 10 0.0 OILZ ETRACS Oil Fut Contango OGZ 10 0.0 FUE Elements MLCX Biofuels MLCXBXTR 9 0.2 JJU iPath DJ UBS Aluminum DJUBALTR 9 0.2 LEDD iPath Pure Beta Lead BCC2LLPT 8 0.1 SGAR iPath Pure Beta Sugar BCC2SBPT 8 0.2 GRWN iPath Pure Beta Softs BCC1SFPT 8 0.1 USV E-Tracs CMCI Silver CTSITR 8 0.2 UBG E-Tracs CMCI Gold CTGCTR 7 0.0 BLNG iPath Pure Beta Prec Metal BCC1PMPT 7 0.1 UBM E-Tracs CMCI Ind Metals CMIMTR 7 0.0 WEET iPath Pure Beta Grains BCC1GRPT 6 0.1 CHOC iPath Pure Beta Cocoa BCC2CCPT 6 0.2 DIRT iPath Pure Beta Agricult BCC1AGPT 6 0.1 OLEM iPath Pure Beta Crude Oil BCC2CLPT 6 0.2 CAFE iPath Pure Beta Coffee BCC2KCPT 5 0.3 DCNG iPath Seasonal Nat Gas BCC2NGST 5 0.2 ONG iPath Pure Beta Energy BCC1ENPT 5 0.1 UBC E-Tracs CMCI Livestock CMLVTR 5 0.0 LSTK iPath Pure Beta Livestock BCC1LSPT 5 0.1 CTNN iPath Pure Beta Cotton BCC2CTPT 5 0.2 CUPM iPath Pure Beta Copper BCC2LPPT 5 0.0 HEVY iPath Pure Beta Indl Met BCC1IMPT 5 0.0 FOIL iPath Pure Beta Aluminum BCC2LAPT 4 0.0 NINI iPath Pure Beta Nickel BCC2LNPT 4 0.0 UBN E-Tracs CMCI Energy CMENTR 3 0.0 GRN iPath Global Carbon BXIIGCUT 2 0.0 BDG PwrShrs DB Base Met Lg DBBMIX 2 0.0 Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt. CURRENCIES CNY Market Vectors Renminbi SPCBCNY $83 $1.2 ICI iPath Optimized Curr Carry BXIICIUS 22 0.2 AYT Barclays GEMS Asia-8 BXIIGMA8 19 0.3 ERO iPath EUR/USD EUR 14 0.2 INR Market Vectors-Rupee/USD SPCBINR 6 0.1 JYN iPath JPY/USD JPY 5 0.2 PGD Barclays Asian & Gulf Curr BXIIGEMP 4 0.0 JEM Barclays GEMS BXIIGEM1 4 0.0 GBB iPath GBP/USD GBP 3 0.0 LEVERAGED/INVERSE DGP PwrShrs DB Gold Dbl Lg DGLDIX $540 $36.5 XIV VelocityShares Inv VIX Short SPVXSP 264 30.3 TVIX VelocityShares 2X VIX Short SPVXSP 124 27.2 DAG PowerShares DB Ag Dbl Lg DBLCYEAG 113 7.1 DTO PowerShares DB Oil Dbl Shrt DBRCL 107 36.4 MLPL ETRACS UBS 2X Lng MLP AMZI 102 1.4 DZZ PwrShrs DB Gold Dbl Sh DGLDIX 92 7.7 DTYS iPath US Treas 10-YR Bear BXIITETY 90 1.9 XVIX UBS E-TRACS Long-Short VIX SPVXTSER 78 0.6 DRR Market Vectors Dbl Sh Euro DSHRTEUR 68 1.6 DLBS iPath US Treas Lng Bd Bear BXIITEUS 39 1.3 IVO iPath Inv Jan ‘21 SP500 VIX SPVXSP 39 2.1 DGZ PowerShares DB Gold Short DGLDIX 34 3.4 CSMB CS Merger Arb Liquid 2X CSLABMN 32 0.2 BXUC BC SPX + Long C Leveraged SPXT 25 4.9 BXUB BC SPX + Long B Leveraged SPXT 22 1.6 XXV iPath Inv SP500 VIX Short SPVXSTR 19 3.3 BOM PwrShrs DB BaseMet DblSh DBBMIX 18 0.5 DYY PwrShrs DB Commod Dbl Lg DBLCIX 17 0.6 BDCL ETRACS 2X Lng WF Bus Dev WFBDCPX 17 1.0 DTUS iPath US Treas 2-YR Bear BXIITETU 14 0.4 BDD PwrShr DB Base Met Dbl Lg DBBMIX 14 0.5 ZIV VelocityShares Inv VIX Md Trm SPVXMP 12 0.3 DSTJ JPM Dbl Sh US Lng BD Treas USTLBD 10 0.1 TVIZ VelocityShares 2X VIX Md Trm SPVXMP 10 0.4 DSXJ JPM Dbl Sh US 10-Y Treas USTTEN 10 0.1 MLPS ETRACS UBS 1xM Shrt MLP AMZI 8 0.1 SZO PowerShares DB Oil Short DBRCL 8 0.5 AGA PowerShares DB Agr Dbl Sh DBLCYEAG 8 0.5 EMSA iPath SE MSCI EM NDUEEGF 7 0.1 BUNT PwrShr DB 3x German Bd Fut DBBNBUNL 7 0.1 SFSA iPath SX SP&500 TR SPTR 6 0.6 BOS PwrShrs DB Base Met Shrt DBBMIX 6 0.1 ROLA iPath LX Russell 1000 RU10INTR 6 0.0 BXDB BC SPX + Short B Leveraged SPXT 5 1.1 EMLB iPath LE MSCI EM NDUEEGF 5 0.1 RTSA iPath SX R2000 RU20INTR 5 0.6 SFLA iPath LX S&P 500 TR SPTR 5 0.5 MFSA iPath SE MSCI EAFE NDDUEAFE 4 0.1 RTLA iPath LX Russell 2000 RU20INTR 4 0.7 VZZB iPath LE SP500 VIX Mid Trm SPVXMTR 4 0.0 JGBT PwrShr DB 3x Japan Gov Bd DBBNJGBL 4 0.0 UDNT PowerShares DB 3X Shrt USD USDDNX 4 0.1 UUPT PowerShares DB 3X Lng USD USDUPX 4 0.2 DEE PwrShrs DB Commod Dbl Sh DBLCIX 4 0.1 MFLA iPath LE MSCI EAFE NDDUEAFE 4 0.1 ITLT PwrShr DB 3x Ital Treas Bd DBBNBTPL 3 0.1 PTD E-Tracs UBS Short Platinum CTPLER 3 0.0 DDP PwrShrs DB Commod Shrt DBLCIX 3 0.1 ROSA iPath SX Russell 1000 RU10INTR 2 0.0 BXDC BC SPX + Short C Leveraged SPXT 2 0.5 ADZ PowerShares DB Agr Short DBLCYEAG 2 0.0 URR Market Vectors Dble Lg Euro DLONGEUR 1 0.1

* Opt. denotes US listed options trading available on the underlying security.

ETF & ETN Guide Q3 2011 11

EXCHANGE TRADED NOTES (ETNs) ETNs Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt.* OTHER AMJ JPMorgan Alerian MLP AMZ $2,701 $35.4 u VXX iPATH SP500 VIX ST Future SPVXSTR 1,207 636.8 u INP iPath MSCI India NDEUSIA 697 15.4 u VXZ iPATH SP500 VIX MT Future SPVXMTR 518 42.0 u MLPI UBS ETRACS Alerian MLP Infr AMZI 175 1.0 MLPN CS Cushing 30 MLP MLPX 170 2.0 u FLAT iPath US Treas Flattener BXIIUSTP 135 2.3 CSMA Credit Suisse Merger Arb CSLABMN 105 0.5 TRND RBS US LC Trendpilot TPLCUT 40 0.5 CSLS CS Long/Short Liquid CSLABLN 33 0.1 VQT Barclays ETN+ S&P Veqtor SPVQDTR 26 0.2 TRNM RBS US MC Trendpilot TPMCUT 23 0.1 DLBL iPath US Treas Lng Bd Bull BXIITEUS 22 0.6 MLPY MS Cushing MLP High Income MLPY 20 0.7 MLPW E-TRACS Wells Fargo MLP WML 19 0.1 BWV iPath CBOE SP500BuyWrite BXM 17 0.1 STPP iPath US Treas Steepener BXIIUSTP 16 0.2 MLPG UBS ETRACS Nat Gas MLP ANGI 15 0.1 DTUL iPath US Treas 2-YR Bull BXIITETU 14 0.4 SPGH UBS E-TRACS SP5 Gold Hedge na 14 0.0 TBAR RBS Gold Trendpilot TPGLDUT 13 0.1 BARL MS SP500 Crude Oil Lnkd SPOILH 11 0.1 WMW Elements Mrngstr Wide Moat MWMFTR 11 0.1 BDCS ETRACS Wells Fargo Bus Dev WFBDCPX 10 0.1 CVOL C-Tracks ETN Volatility CVOLT 9 0.2 VIIX VelocityShares VIX Sh Trm SPVXSP 7 1.1 u BUNL PwrShr DB German Bd Fut DBBNBUNL 5 0.1 JGBL PwrShr DB Japan Govt Bd Fu DBBNJGBL 5 0.0 DOD Elements Dogs of the Dow MUTR 5 0.1 DTYL iPath US Treas 10-YR Bull BXIITETY 5 0.6 JFT KEYnotes FT Enh 130/30 LC FTLCTR 4 0.0 ITLY PwrShr DB Ital Treas Bd Fu DBBNBTPL 4 0.0 GCE Claymore CEF GS Connect CLMRCEF 4 0.0 VIIZ VelocityShares VIX MdTrm SPVXMP 3 0.0 GWO Elements CS Global Warm CSGWMXTR 3 0.0 BVT Elements BG Total Mkt Val BGVT 3 0.0 BSC Elements BG SC Value BGVS 2 0.0 EEH Elements LC Sector Momnt SPBNPSP 1 0.0 BVL Elements BG LC Value BGVL 1 0.0

*Opt. denotes US listed options trading available on the underlying security. ETF & ETN Guide Q3 2011 12

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OPTIONS EXPIRATION CALENDAR – 2011 January February March April May June July August September October November December Su mo Tu We Th Fr Sa 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 Equity, index, cash-settled currency and Expiring equity, P.M. settled index options and treasury/interest treasury/interest rate options expiration date1 rate option classes cease trading. Expiring cash-settled currency options cease trading at12 :00pm ET VIX, RVX expiration date Exchange holiday (additional holidays may be announced) A.M. settled index options cease trading For 2010, 2013 Equity LEAPS® added For 2011, 2014 Equity LEAPS ® added Quarterly expiration date Bank holiday 1 Equity LEAPS® expire in January. Index LEAPS® expire in December or January. Note: While these dates are accurate as of 12/15/09, they are subject to change.