Free Writing Prospectus

Filed Pursuant to Rule 433

Registration No. 333-169119

January 16, 2013

Equities

Flow Derivatives

US ETF & ETN Guide1

Q1 2013

1,444 US Listed Products

Total $1,387bn in ETF 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, $309.4 1 Small Cap Broad-Based, Micro Cap Broad-Based

US Indices: Value

$46.2 1

Total Market Value, Large Cap Value, Mid Cap Value, Small Cap Value

US Indices: Growth

$53.3 1

Total Market Growth, Large Cap Growth, Mid Cap Growth, Small Cap Growth

Sectors

Consumer Discretionary, Consumer Staples, Energy, Financials, Healthcare, Industrials, Materials, $198.4 2 Multi-Sector, Real Estate, Technology, Telecommunications, Utilities, Water and Clean Energy

International $281.7 5

Global, Asia Pacific, Europe, North America, Emerging Markets – Global, Emerging Markets – Regional

Leveraged – Equities $10.5 6 Inverse – Equities $8.6 7 Dividend

$59.8 7

Domestic, International

FICC

Fixed Income $230.7 9

US Credit, US Government, Aggregate and Other, International, Municipal

Commodities $112.3 10 Currencies $3.6 10 Leveraged – FICC $1.8 10 Inverse – FICC $5.8 11 Specialty Active $7.2 13 Fundamental $5.2 13 Life Cycle and Allocation $0.8 13 Long/Short $0.2 13 Quantitative

$12.6 13

Domestic, International

Other $22.4 14

Exchange Traded Notes (ETNs)

Commodities

$5.2 15

General, Specic

Currencies $0.1 15 Leveraged/Inverse $1.8 15 Volatility $2.4 16

Other $7.1 16

Contacts

Index and Portfolio Desk Analysts Trading

Gabi Baez Laura Magnani William Prager Ryan Laffey

+1 212 526 9374 +1 212 526 0383 +1 212 526 8979 +1 212 526 8979

gabriela.baez@barclays.com laura.magnani@barclays.com william.prager@barclays.com ryan.laffey@barclays.com

1 All data and product names in this guide are derived from Bloomberg as of January 8, 2013. 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.

This is not a Product of Barclays Research. This is a Product of Barclays Desk Analysts and Trading. For Institutional Investors Only.

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 Live at live.barclays.com (keyword: USVolCenter).

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 Live at live.barclays.com (keyword: USVolCenter).

Exchange Traded Funds (ETFs)

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. US Indices: Broad-Based

Total Market Broad-Based

VTI Vanguard Total Stock Mkt MZ1USB $25,142 $133.4 IWV iShares Russell 3000 RU30INTR 3,899 33.3 VXF Vanguard Extended Market SPTRCMI 1,536 5.7 SCHB Schwab US Broad Market DW25T 1,430 10.5 IYY iShares DJ US Index DJUS 619 1.8 ITOT iShares Core S&P Total Mkt SPTRSUPR 455 2.1 TMW SPDR DJ Total Market DWCFT 439 0.6 ONEQ Fidelity NASDAQ Composite CCMP 183 1.4 NYC iShares NYSE Composite NYA 63 0.2 VTHR Vanguard Russell 3000 RU30INTR 40 0.1 WXSP Wilshire 4500 Completion W4500 7 0.0 WFVK Wilshire 5000 Tot Mrkt W5000FLT 6 0.1

Large Cap Broad-Based

SPY SPDR S&P 500 SPX $130,650 $18,478.9 IVV iShares S&P 500 SPTR 35,968 532.3 DIA SPDR DJ Indust Avg INDU 10,790 696.6 VOO Vanguard S&P 500 SPXT 6,974 59.2 IWB iShares Russell 1000 RU10INTR 6,773 51.7 OEF iShares S&P 100 SPTR100 3,956 77.8 VV Vanguard LC MZ2USLG 3,673 13.0 RSP Guggenheim S&P 500 EW SPXEWI 3,583 27.9 SCHX Schwab US LC DWLT 1,083 7.7 XLG Guggenheim Russell Top 50 RTOP50 579 5.5 MGC Vanguard Mega Cap 300 MZ1USPG 469 2.9 JKD iShares Mrngstr LC MLCRT 293 1.3 VONE Vanguard Russell 1000 RU10INTR 180 1.3 EUSA iShares MSCI USA GDDUUS 153 0.4 NY iShares NYSE 100 NYID 55 0.1 IWL iShares Russell T200 RUTPINTR 53 0.3 ELR SPDR DJ LC DWLT 44 0.1 EWRI Guggenheim Russell 1000 EW RU1ELCTR 43 0.3

Mid Cap Broad-Based

IJH iShares S&P MC 400 SPTRMDCP $13,997 $112.8 MDY SPDR S&P MC 400 MID 11,007 401.6 IWR iShares Russell MC RUMCINTR 6,698 31.7 VO Vanguard MC MZ2USC 4,080 12.7 SCHM Schwab US MC DWMT 346 2.7 JKG iShares Mrngstr MC MMCRT 162 0.8 IVOO Vanguard S&P MC 400 SPTRMDCP 105 1.0 EMM SPDR DJ MC DWMT 78 0.3 EWRM Guggenheim Russell MC EW RUMEMCTR 54 0.3 EWMD Guggenheim S&P 400 EW MIDEWI 3 7.5

Small Cap Broad-Based

IWM iShares Russell 2000 RU20INTR $18,512 $3,220.8 IJR iShares S&P SC 600 SPTRSMCP 8,369 69.7 VB Vanguard SC MZ2USP 4,876 20.6 SCHA Schwab US SC DWST 783 6.3 SLY SPDR S&P SC 600 SML 235 0.9 VTWO Vanguard Russell 2000 RU20INTR 180 1.2 JKJ iShares Mrngstr SC MSCRT 138 0.5 VIOO Vanguard S&P SC 600 SPTRSMCP 47 0.5 EWRS Guggenheim Russell 2000 EW RU2ESCTR 13 0.1 EWSM Guggenheim S&P 600 EW SMLEWI 2 0.0

1

Equities

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. US Indices: Broad-Based (continued)

Micro Cap Broad-Based

IWC iShares Russell Microcap RUMRINTR $481 $3.7 FDM First Trust DJ Sel MicroCap DJSM 42 0.2 PZI PwrShrs Zacks MicroCap ZAX 30 0.1 WMCR Wilshire Micro-Cap W5KMICRO 13 0.0

US Indices: Value

Total Market Value

IWW iShares Russell 3000 Value RU30VATR $381 $3.3

Large Cap Value

IWD iShares Russell 1000 Value RU10VATR $14,945 $121.9 VTV Vanguard Value MZ2USMV 7,256 31.1 IVE iShares S&P 500 Value SPTRSVX 4,930 31.1 MGV Vanguard Mega Cap 300 Val MZ1USSV 476 1.7 SCHV Schwab US LC Value DWLVT 420 3.3 JKF iShares Mrngstr LC Value MLVLT 250 0.7 SPYV SPDR S&P 500 Value SPTRSVX 118 0.5 RPV Guggenheim S&P 500 PureVal SPXPV 115 0.7 IWX iShares Russell T200 Value RUTPVATR 81 0.5 VOOV Vanguard S&P 500 Val SPTRSVX 68 0.4 VONV Vanguard Russell 1000 Val RU10VATR 59 0.5

Mid Cap Value

IWS iShares Russell MC Value RUMCVATR $4,061 $32.5 IJJ iShares S&P MC 400 Value MIDV 2,313 9.1 VOE Vanguard MC Value MZ2USI 1,216 5.1 JKI iShares Mrngstr MC Value MMVLT 101 0.3 RFV Guggenheim S&P 400 PureVal SPMPV 40 0.2 MDYV SPDR S&P MC 400 Value SPTRMV 25 0.1 IVOV Vanguard S&P MC 400 Val SPTRMV 10 0.1

Small Cap Value

IWN iShares Russell 2000 Value RU20VATR $4,510 $95.0 VBR Vanguard SC Value MZ2USSG 2,403 7.7 IJS iShares S&P SC 600 Value SMLV 1,972 9.7 JKL iShares Mrngstr SC Value MSVLT 215 1.3 SLYV SPDR S&P SC 600 Value SPTRSV 135 0.6 RZV Guggenheim S&P 600 PureVal SPSPV 73 0.4 VTWV Vanguard Russell 2000 Val RU20VATR 20 0.2 VIOV Vanguard S&P SC 600 Val SPTRSV 18 0.1

US Indices: Growth

Total Market Growth

IWZ iShares Russell 3000 Gro RU30GRTR $379 $2.1

Large Cap Growth

IWF iShares Russell 1000 Gro RU10GRTR $17,202 $141.9 VUG Vanguard Growth MZ2USM 8,715 42.4 IVW iShares S&P 500 Growth SPTRSGX 6,808 46.8 MGK Vanguard Mega Cap 300 Gro MZ1USS 850 6.4 SCHG Schwab US LC Growth DWLGT 555 3.5 JKE iShares Mrngstr LC Growth MLGRT 453 1.7 IWY iShares Russell T200 Growth RUTPGRTR 363 1.1 RPG Guggenheim S&P 500 PureGro SPXPG 337 2.0 SPYG SPDR S&P 500 Growth SPTRSGX 221 1.1 VOOG Vanguard S&P 500 Growth SPTRSGX 107 0.7 VONG Vanguard Russell 1000 Gro RU10GRTR 101 0.6

Equities

1. All average volume calculations in this guide were calculated over the period between July 6, 2012 to January 8, 2013.

* 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. US Indices: Growth (continued)

Mid Cap Growth

IWP iShares Russell MC Growth RUMCGRTR $3,379 $21.3 IJK iShares S&P MC 400 Growth MIDG 3,212 17.5 VOT Vanguard MC Growth MZ2USDG 1,234 6.2 RFG Guggenheim S&P 400 PureGro SPMPG 550 2.6 JKH iShares Mrngstr MC Growth MMGRT 159 0.8 IVOG Vanguard S&P MC 400 Gro SPTRMG 108 0.6 MDYG SPDR S&P MC 400 Growth SPTRMG 70 0.2

Small Cap Growth

IWO iShares Russell 2000 Gro RU20GRTR $4,132 $97.8 VBK Vanguard SC Growth MZ2USPV 2,308 8.5 IJT iShares S&P SC 600 Growth SMLG 1,631 8.7 SLYG SPDR S&P SC 600 Growth SPTRSG 169 0.5 JKK iShares Mrngstr SC Growth MSGRT 87 0.4 RZG Guggenheim S&P 600 PureGro SPSPG 75 0.5 VTWG Vanguard Russell 2000 Gro RU20GRTR 50 0.8 VIOG Vanguard S&P SC 600 Gro SPTRSG 15 0.1

Sectors

Consumer Discretionary

XLY Cons Discret Sector SPDR IXY $4,064 $246.7 XHB SPDR S&P Homebuilders SPSIHOTR 2,320 147.2 ITB iShares DJ US Home Constr DJSHMBT 1,850 57.8 XRT SPDR S&P Retail SPSIRETR 964 233.8 VCR Vanguard Cons Discret M2US5CDI 614 4.9 FXD First Trust Cons Discr STRQCD 505 3.9 IYC iShares DJ US Cons Svcs DJUSCYT 342 3.0 RXI iShares S&P Glb Cons Discr SGD 166 1.6 PBS PowerShares Dyn Media DZM 86 1.5 PKB PwrShrs Dyn Build & Constr DWCX 70 0.6 PSCD PwrShr S&P SC Cons Dis SPSU6CDT 64 0.3 BJK Market Vectors-Gaming MVBJK 64 0.3 PEJ PwrShrs Dyn Leisure & Ent DZL 61 0.7 PMR PowerShares Dyn

Retail DWR 53 0.6 RCD Guggenheim S&P 500 EW CD S25 43 0.3 RTH Market Vectors Retail MVRTHTR 34 4.0 PEZ PwrShrs Dyn Cons Discr EZZ 32 0.2 CARZ Frst Trst NASDAQ Global Auto QAUTO 7 0.1 IPD SPDR S&P Intl Cons Discret SPBMUCUP 6 0.1 AXDI iShrs MSCI ACWIxUS ConsDisc MSWDUCDN 3 0.0 EMDI iShares MSCI EM ConsDisc M1EF0CD 3 0.0 VGEM EGShares Cons Svcs GEMS DJECN 2 0.1

Consumer Staples

XLP Cons Staples Sector SPDR IXR $5,488 $217.5 VDC Vanguard Cons Staples M2US5CSI 1,156 6.7 KXI iShares S&P Glb Cons Stap SGCS 447 3.7 FXG First Trust Cons Staples STRQCS 391 4.3 IYK iShares DJ US Cons Goods DJUSNCT 391 2.3 PBJ PwrShrs Dyn Food & Bev DZF 105 0.8 RHS Guggenheim S&P 500 EW CS S30 39 0.8 PSL PowerShares Dyn Cons Stap EZS 34 0.1 PSCC PwrShr S&P SC Cons St SPSU6CST 28 0.2 IPS SPDR S&P Intl Cons Stap SPBMU3UP 20 0.2 AXSL iShrs MSCI ACWIxUS Cons St MSWDUCSN 4 0.1 GGEM EGShares Cons Goods GEMS DJECG 2 0.0

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

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Sectors (continued)

Energy

XLE Energy Sector SPDR IXE $7,511 $778.7 VDE Vanguard Energy M2US5ENI 1,903 12.3 OIH Market Vectors Oil Service MVOIHTR 1,479 153.0 IYE iShares DJ US Energy DJUSENT 1,118 14.2 IXC iShares S&P Glb Energy SGES 1,000 4.9 XOP SPDR S&P Oil & Gas E&P SPSIOPTR 851 211.0 FCG First Trust ISE Nat Gas FUM 397 7.3 IEZ iShares DJ US Oil Eqp&Svc DJSOEST 338 6.2 IEO iShares DJ US O&G E&P DJSOEPT 303 6.6 XES SPDR S&P O&G Equip&Svcs SPSIOS 285 5.0 KOL Market Vectors-Coal MVKOL 242 5.7 FXN First Trust Energy STRQEN 131 2.6 PXI PowerShares Dyn Energy EZK 117 1.0 PXJ PwrShrs Dyn Oil & Gas Svcs DWO 115 1.1 NLR Mkt Vect Nuclear Energy DXNE 80 0.5 ENY Guggenheim Canada Energy SWMEID 77 0.5 PXE PwrShrs Dyn Energy E&P DWE 66 0.7 RYE Guggenheim S&P 500 EW Ener S10 30 0.2 PSCE PwrShr S&P SC Energy SPSU6ET 30 0.4 GNAT WisdomTree Glb Natl Resour WTIDGNRT 27 0.1 FRAK MktVctrs Unconventional O&G MVFRAKTR 16 0.2 IPW SPDR S&P Intl Energy SPBMU1UP 11 0.1 PKN PwrShrs Glb Nuclear Energy WNAIT 10 0.0 OGEM EGShares Energy GEMS DJEEO 10 0.1 PKOL PowerShares Global Coal QCLX 9 0.1 NUCL iShares S&P Glb Nuclr Ener SPGTNEN 9 0.1 AXEN iShrs MSCI ACWIxUS Energy MSWDUENN 5 0.1 CHIE Global X China Energy CHIE 5 0.0 FILL iShrs MSCI Glb Energy Prod M1WDSEPI 5 0.1 IOIL IQ Global Oil SC IQSMOILT 3 0.1 EMEY iShares MSCI EM Energy MXEF5EN 2 0.0 SNDS Sustainable NA Oil Sands SNAOSI 1 0.0

Financials

XLF Financial Sector SPDR IXM $9,814 $796.0 KBE SPDR S&P Bank SPSIBK 1,777 35.0 KRE SPDR S&P Regional Bank SPSIRBK 1,207 50.2 VFH Vanguard Financials M2US5FNI 954 4.5 IYF iShares DJ US Financial DJUSFNT 665 12.3 IYG iShares DJ US Finan Svcs DJUSFV 371 3.4 IXG iShares S&P Glb Financials SGFS 226 2.6 FXO First Trust Financial STRQFN 204 3.1 IAT iShares DJ US Reg Banks DJSRBKT 189 1.5 KBWD PwrShrs KBW High Div Fin KDXTR 178 2.4 KIE

SPDR S&P Insurance SPSIINS 163 2.5 KBWB PowerShares KBW Bank BKXTR 82 18.0 IAK iShares DJ US Insurance DJSINST 82 0.6 PSCF PwrShr S&P SC Finance SPSU6FT 75 0.2 IAI iShares DJ US Broker Dlrs DJSINVT 51 0.4 EUFN iShares MSCI Europe Fin MXEU0FN 34 0.6 RKH Market Vectors Bank & Brkr MVRKHTR 25 0.9 KCE SPDR S&P Capital Markets SPSICM 23 0.2 PFI PowerShares Dyn Financial EZF 20 0.1 KBWR PowerShares KBW Reg Bank KRXTR 19 0.3 RYF Guggenheim S&P 500 EW Fin S40 14 0.1 RWW RevenueShares Financial REVWFINT 12 0.1 PJB PowerShares Dyn Banking DHD 10 0.0 QABA Frst Trst NQ ABA Comm Bk ABQI 9 0.1 PIC PowerShares Dyn Insurance DWJ 8 0.0

2 | US ETF & ETN Guide Q1 2013

Exchange Traded Funds (ETFs)

Equities

Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt Sectors (continued)

Financials (continued)

CHIX Global X China Financials CHIF $7 $0.1 IPF SPDR S&P Intl Financials SPBMU4UP 6 0.0 EMFN iShares MSCI EM Financials MXEF0FN 6 0.0 FGEM EGShares Financials GEMS DJEFN 4 0.0 KME SPDR S&P Mortgage Finance SPSIMF 4 0.0 BRAF Global X Brazil Financials SOLBZLX 4 0.0 KBWC PowerShares KBW Cap Mkts KSXTR 3 0.0 KBWP PowerShares KBW Prop&Cas KPXTR 3 0.0 KBWI PowerShares KBW Insurance KIXTR 2 0.0 FEFN iShares MSCI Far East Fin MXFA0FN 1 0.0 AXFN iShares MSCI ACWI exUS Fin MXWDUFN 1 0.0 KBWX PowerShares KBW Intl Finan KGXTR 1 0.0

Healthcare

XLV Health Care Sector SPDR IXV $5,564 $213.9 IBB iShares Nasdaq Biotech NBI 2,137 70.5 VHT Vanguard Health Care M2US5HCI 1,080 6.6 XBI SPDR S&P Biotech SPSIBITR 735 18.1 IYH iShares DJ US Healthcare DJUSHC 713 5.2 FXH First Trust Health Care STRQHC 631 5.5 IXJ iShares S&P Glb Healthcare SGH 551 3.8 IHE iShares DJ US Pharmaceut DJSPHMT 361 3.5 PJP PowerShares Dyn Pharma DZR 331 3.0 XPH SPDR S&P Pharmaceuticals SPSIPHTR 323 3.9 IHI iShares DJ US Med Equip DJSMDQT 286 3.7 FBT Frst Trst NYSE Arca Biotech BTK 246 2.2 IHF iShares DJ US HC Providers DJSHCPT 225 2.4 PPH Market Vectors Pharma MVPPHTR 170 2.5 BBH Market Vectors Biotech MVBBHTR 160 1.8 PBE PwrShr Dyn Biotech & Gen DZO 131 0.4 PSCH PwrShr S&P SC Healthca SPSU6HCT 112 0.8 RYH Guggenheim S&P 500 EW HC S35 61 2.7 PTH PowerShares Dyn Healthcare EZX 51 0.3 XHS SPDR S&P HC Srvs SPSIHP 37 0.4 IRY SPDR S&P Intl Health Care SPBMUHUP 31 0.4 XHE SPDR S&P HC Equipment SPSIHE 17 0.2 AXHE iShrs MSCI ACWIxUS Health MSWDUHCN 10 0.1 HGEM EGShares HealthCare GEMS DJEHK 3 0.0

Industrials

XLI Industrial Sector SPDR IXI $4,339 $435.7 IYJ iShares DJ US Industrial DJUSINT 768 15.2 IYT iShares DJ Transportation DJTTR 670 31.6 VIS Vanguard Industrials M2US5INI 620 3.9 EXI iShares S&P Glb Industrial SGN 156 1.3 FXR First Trust

Industrials STRQIN 136 3.6 ITA iShares DJ US Aerosp & Def DJSASDT 80 0.4 PPA PwrShrs Aerospace & Def DXS 47 0.3 PRN PowerShares Dyn Industrial EZL 30 0.1 PSCI PwrShr S&P SC Indust SPSU6IT 23 0.1 FAA Guggenheim Airline AXGALTR 19 0.2 RGI Guggenheim S&P 500 EW Inds S20 18 0.1 XTN SPDR S&P Transportation SPSITN 14 0.1 XAR SPDR S&P Aero & Def SPSIAD 13 0.1 IPN SPDR S&P Intl Industrials SPBMU2UP 7 0.0 CHII Global X China Industrials CHII 5 0.0 IGEM EGShares Industrial GEMS DJEID 3 0.0 AXID iShrs MSCI ACWIxUS Indust MSWDUINN 3 0.0

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

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Sectors (continued)

Materials

GDX Market Vectors Gold Miners GDM $8,575 $633.9 XLB Materials Sector SPDR IXB 2,876 285.9 GDXJ Mkt Vect Junior Gold Miners MVGDXJTR 2,606 67.8 XME SPDR S&P Metals & Mining SPSIMM 1,047 141.5 VAW Vanguard Materials M2US5MTI 751 4.1 IYM iShares DJ US Basic Mat DJUSBMT 580 9.5 MXI iShares S&P Glb Materials SGM 492 3.3 SIL Global X Silver Miners SOLGLOSI 338 6.2 PICK iShrs MSCI GlbSel Met&Min M1WDS1PI 262 0.5 WOOD iShares S&P Glb Timb&For SPGTTFT 242 1.2 FXZ First Trust Materials STRQMT 218 4.9 CUT Guggenheim Timber CGTBR 203 1.4 REMX MrktVctrs RareEarth/StratMet MVREMXTR 180 1.1 SLX Market Vectors Steel STEEL 151 3.2 URA Global X Uranium SOLURA 139 1.0 PYZ PwrShrs Dyn Basic Material EZB 73 0.4 CU First Trust ISE Glb Copper ISC 49 0.4 GLDX Global X Gold Explorers SOLGLDX 39 0.6 PSAU PwrShrs Glb Gold&PrecMet QGLX 36 0.2 COPX Global X Copper Miners SOLGLOCO 33 0.3 RTM Guggenheim S&P 500 EW Mats S15 30 0.1 SOIL Global X Fertilizer/Potash SOLFERT 29 0.3 RING iShrs MSCI Glb Gold Miners M1WDS1MI 28 0.4 CCXE WisdomTree Comm Country WTIDCCET 27 0.1 EMT EGShares EM Met & Min DJEMT 10 0.1 IRV SPDR S&P Intl Materials SPBMU6UP 10 0.1 PLTM First Trust ISE Glb Platin ORE 9 0.1 PSCM PwrShr S&P SC Mater SPSU6MT 7 0.1 EMMT iShares MSCI EM Materials MXEF0MT 5 0.0 GGGG Global X Pure Gold Miners SOLGGGG 4 0.1 LGEM EGShares Basic Mat GEMS DJEBM 3 0.1 CHIM Global X China Materials CHIMAT 3 0.0 JUNR Global X Junior Miners VXTUAR 3 0.1 AXMT iShrs MSCI ACWIxUS Mater MSWDUMTN 3 0.1 MSXX PureFunds ISE Mining Serv ZIM 2 0.0 PSTL PowerShares Global Steel QSTS 2 0.0 GEMS PureFunds ISE Diamond/Gem ZIG 2 0.0 SLVP iShrs MSCI Glb Silv Miners M1WDSSMI 2 0.1 SILJ PureFunds ISE Jr Silv SC ZIR 2 0.0

Multi-Sector

QQQ PowerShares QQQ XNDX $33,084 $2,519.0 MOO Mkt Vectors Agribusiness DXAG 5,738 19.7 IGE iShares S&P NA Nat Res SPGSSINR 1,811 7.5 GUNR FlxShr Glb Upstream NatRes MUNRT 843 4.4 ECON EGShares EM Consumer Titan DJECON 780 4.3 GNR SPDR S&P Glb Nat Resour SPGNRUP 516 3.5 IGF iShares S&P Glb Infrastruc SPGTINNT 380 2.7 CHIQ Global X China Consumer CHIQ 194 1.5 EMIF iShares S&P EM Infrastruc SPGEIFDT 132 0.5 HAP Market Vectors Hard Assets RVEIT 124 1.0 PAGG PwrShrs Global Agriculture QAGX 111 0.4 PXR PwrShrs EM Infrastruct EIBIT 103 0.4 BRXX EGShares Brazil Infr IBRXX 76 0.6 LIT Global X Lithium SOLLIT 68 0.3 INXX EGShares India Infr EGSXIIXT 63 0.2 QQXT First

Trust NDX Ex-Tech NDXM 47 0.3 CROP IQ Global Agribusiness SC IQSMCROT 36 0.2

3

Exchange Traded Funds (ETFs)

Equities

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Sectors (continued)

Multi-Sector (continued)

SEA Guggenheim Shipping DJGSHT $29 $0.3 PSCU PwrShr S&P SC Util SPSU6UT 28 0.1 BRAQ Global X Brazil Consumer SOLBZLC 24 0.2 PXN PowerShares Lux Nanotech LUXNI 21 0.1 FLM First Trust ISE Glb Eng&Cons CVL 17 0.3 GRID First Trust NQ Smart Grid QGRD 14 0.0 CHXX EGShares China Infr ICHXX 13 0.1 FONE FrstTrst NDAQ CEA Smrtphn QFON 11 0.0 VEGI iShares MSCI Glb Agri Prod M1WDSGPI 11 0.2 HECO Huntington EcoLogical Strat n/a 8 0.0 INCO EGShares India Consumer IINCOT 7 0.1 EMDD EGShares EM Dom Demand IEMDD 2 0.0 QQQE Direxion NASDAQ-100 EW NDXE 2 0.1

Real Estate

VNQ Vanguard REIT RMZ $15,890 $154.0 IYR iShares DJ US Real Estate DJUSRET 4,293 514.7 RWX SPDR DJ Intl Real Estate DWXRSN 3,504 21.8 ICF iShares C&S Realty Majors RMP 2,788 29.5 RWR SPDR DJ REIT DWRTF 1,923 15.7 IFGL iShares F E/N Devel RExUS TRGXUU 1,559 7.7 REM iShares FTSE NAREIT Mrtge TFNMRC 935 15.4 RWO SPDR DJ Glb Real Estate DWGRSN 720 4.7 VNQI Vanguard GlblxUS Real Est SPBMGUU 534 3.3 FRI First Trust S&P REIT SPREIT 410 2.3 SCHH Schwab US REIT DWRTFT 407 3.5 REZ iShares FTSE NAREIT Resid TFN17C 266 2.0 WPS iShares S&P DevelxUS Prpty SPBMWUUT 220 1.5 DRW WisdomTree GlblxUS RealEst WTIRGRET 109 0.6 FFR Frst Trst EPRA/NAREIT Glb UNGL 102 0.4 TAO Guggenheim China RE ACNRET 88 1.3 MORT Market Vectors Mortg REIT MVMORTTR 87 1.6 FTY iShares FTSE NAREIT RE 50 FNR5TR 75 0.5 GRI C&S Global Realty Majors GRM 71 0.3 KBWY PwrShrs KBW Prem Yld REIT KYXTR 39 0.4 IFAS iShares FTSE E/N Asia TRGASU 37 0.4 RTL iShares FTSE NAREIT Retail TFN20C 23 0.3 IFNA iShares FTSE E/N North Am TRGNAU 22 0.2 ROOF IQ US Real Estate SC IQSMREST 21 0.3 WREI Wilshire US REIT WILREIT 18 0.2 IFEU iShares FTSE E/N Europe NUPRA 14 0.1 FNIO iShares FTSE NAREIT Indu TFN13C 10 0.0

Technology

XLK Technology Sector SPDR IXT $8,522 $262.0 VGT Vanguard Technoloy M2US5ITI 2,594 12.3 IYW iShares DJ US Technology DJUSTCT 1,541 11.6 FDN First Trust DJ Internet DJINET 652 4.6 IGV iShares S&P NA Software SPGSTISO 642 3.1 IXN iShares S&P Glb Technology SGI 481 3.1 IGM iShares S&P NA Technology SPGSTI 464 3.0 SMH Market Vectors Semicons MVSMHTR 352 55.7 IGN iShares S&P NA MMedia Ntwk SPGSTIIP 261 1.0 SOXX iShares PHLX SOX Semicond SOX 234 12.5 MTK SPDR MS Technology MSH 167 0.3 FXL First Trust

Technology STRQTC 135 2.6 QTEC First Trust NDX Technology NDXT 108 0.9 RYT Guggenheim S&P 500 EW Tech S45 93 0.7

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

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Sectors (continued)

Technology (continued)

QQEW First Trust NDX Equal Wgt NDXE $90 $0.6 PSCT PwrShr S&P SC Info Tech SPSU6TT 86 0.3 SKYY First Trust ISE Cloud Comp CPQ 80 0.6 PNQI PwrShrs NASDAQ Internet NETX 51 0.4 PSJ PowerShares Dyn Software DZC 44 0.2 PXQ PowerShares Dyn Networking DZN 40 0.6 XSD SPDR S&P Semiconductor SPSISCTR 34 2.2 PTF PowerShares Dyn Technology EZV 30 0.1 CQQQ Guggenheim China Tech ACNITTR 18 0.1 PSI PwrShrs Dyn Semiconductors DZE 16 0.1 XSW SPDR S&P Software & Srvs SPSISS 13 0.1 IPK SPDR S&P Intl Technogy SPBMUTUP 12 0.1 SOCL Global X Social Media SOCL 11 0.2 QQQC Global X NASDAQ China Tech NCL9000X 3 0.0 AXIT iShrs MSCI ACWIxUS Info Te MSWDUITN 3 0.0 AAIT iShrs MSCI AC Asia InfoTech MSIAITNU 3 0.1 QGEM EGShares Technology GEMS DJETX 1 0.0

Telecommunications

IXP iShares S&P Glb Telecomm SGT $475 $4.0 IYZ iShares DJ US Telecomm DJSTELT 474 12.7 VOX Vanguard Telecomm M2US5TCI 418 5.0 IST SPDR S&P Intl Telecomm SPBMU5UP 26 0.2 XTL SPDR S&P Telecom SPSITE 5 0.1 TGEM EGShares Telecom GEMS DJETS 4 0.0 AXTE iShrs MSCI ACWIxUS Teleco MSWDUTCN 3 0.0

Utilities

XLU Utilities Sector SPDR IXU $5,356 $278.8 VPU Vanguard Utilities M2US5UTI 1,216 11.8 IDU iShares DJ US Utilities DJUSUTT 904 8.7 JXI iShares S&P Glb Utilities SGU 236 1.7 FXU First Trust Utilities STRQUT 169 3.5 GII SPDR Glb Infrastruct 100 MCGIGIDT 60 0.6 PUI PowerShares Dyn Utilities DWU 39 0.1 RYU Guggenheim S&P 500 EW Util SPXEWCTR 38 0.4 DBU WisdomTree GlobalxUS Util WTIDGXUT 38 0.2 IPU SPDR S&P Intl Utilities SPBMUUUP 27 0.3 AXUT iShrs MSCI ACWIxUS Utilit MSWDUUTN 6 0.1 UGEM EGShares Utilities GEMS DJEUT 3 0.0

Water and Clean Energy

PHO PowerShares Water Resour GWATUSL $833 $2.8 CGW Guggenheim S&P Glb Water SPGTAQTR 209 0.6 PIO PowerShares Global Water GWATERL 197 0.9 PBW PwrShrs WH Clean Energy ECO 129 0.7 FIW First Trust ISE Water HHO 74 0.3 PZD PowerShares Cleantech CTIUS 67 0.2 PBD PwrShrs Glb Clean Energy NEXUST 60 0.2 TAN Guggenheim Solar SUNIDX 56 0.8 GEX Mkt Vec Glb Alt Energy AGIXLT 46 0.1 PUW PwrShrs WH Progr Energy WHPRO 38 0.1 ICLN iShares S&P Glb Clean En SPGTCLNT 27 0.1 EVX Mkt Vec Environment Svcs AXENV 21 0.0 FAN First Trust Glb Wind Ener GWE 20 0.1 QCLN First Trust NQ Green Energy CELS 14 0.0 KWT Market Vectors Solar Ener SOLRXT 13 0.1 PWND PwrShrs Global Wind Energy QWNX 8 0.0

4 | US ETF & ETN Guide Q1 2013

Exchange Traded Funds (ETFs)

Equities

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. International

Global

EFA iShares MSCI EAFE NDDUEAFE $40,080 $931.3 VEA Vanguard MSCI Euro Pac NDDUEAFE 11,166 83.6 VEU Vanguard FTSE All-Wrld xUS GPVAN2TR 8,639 39.9 ACWI iShares MSCI ACWI NDUEACWF 3,480 35.8 VT Vanguard Total World GEISAC 1,782 10.8 SCZ iShares MSCI EAFE SC NCUDEAFE 1,651 11.1 EFV iShares MSCI EAFE Value NDUVEAFF 1,647 6.7 EFG iShares MSCI EAFE Growth NDUGEAFF 1,390 6.7 ACWX iShares MSCI ACWI ex US NDUEACWZ 1,291 11.4 VXUS Vanguard Total Intl Stock MIMUAWUN 1,202 7.7 VSS Vanguard FTSE AWxUS SC FSMUGXUS 1,164 4.1 IOO iShares S&P Global 100 SPTR100N 1,072 3.2 SCHF Schwab International Equity FTAD02 1,053 5.8 GWX SPDR S&P Intl SC STBMWUU2 707 2.1 TOK iShares MSCI Kokusai NDDUKOK 647 0.3 GWL SPDR S&P World ex-US SCRTWU 473 2.9 CWI SPDR MSCI ACWI ex-US NDUEACWZ 374 2.0 IEFA iShares Core MSCI EAFE MIMUEAFN 296 5.1 SCHC Schwab Intl Small-Cap GPSCW002 211 1.0 DGT SPDR Global Dow GDOWD 91 0.4 IXUS iShrs Core MSCI Total Intl MXWDUIM 72 0.4 ADRD BLDRS DM 100 ADR BKTDM 47 0.1 MDD SPDR S&P Intl MC SPBMUMUP 33 0.1 IFSM iShares FTSE Dev SC ex NA FSZUDXNA 29 0.1 DBEF db-X MSCI EAFE Crncy-Hdg M0EFHUSD 18 0.2 EWEF Guggenheim MSCI EAFE EW M2EAEWGT 12 0.1 URTH iShares MSCI World NDDUWI 6 0.0 ACIM SPDR MSCI ACWI IMI MXWDIM 5 0.1

Asia Pacic

EWJ iShares MSCI Japan NDDUJN $5,472 $163.6 EPP iShares MSCI Pacic ex-JP NDDUPFXJ 3,875 36.2 EWH iShares MSCI Hong Kong NDDUHK 3,101 67.6 EWA iShares MSCI Australia NDDUAS 2,513 58.0 AAXJ iShares MSCI AC Asia ex JP NDUECAXJ 2,279 16.3 VPL Vanguard MSCI Pacic NDDUP 1,698 11.9 EWS iShares MSCI Singapore NDDUSG 1,562 27.6 AIA iShares S&P Asia 50 SPAS50NT 229 1.0 NKY MAXIS Nikkei 225 Index NKY 200 5.1 ENZL iShares MSCI NZ Inves Mkt MIMUNZLN 161 1.7 ITF iShares S&P/TOPIX 150 SPTR150N 63 0.5 JSC SPDR Russ/Nom Japan SC RNIRIS 61 0.3 SCJ iShares MSCI Japan SC NCUAJN 44 0.4 ADRA BLDRS Asia 50 ADR BKTAS 29 0.1 JPP SPDR Russ/Nom Prime JP RNPRI 15 0.1 KROO IQ Australia SC IQSMAUST 14 0.1 EWSS iShares MSCI Singapore SC NCUASG 6 0.1 DBJP db-X MSCI Japan Crncy-Hdg M0JPHUSD 5 0.1 AXJS iShares MSCI AC Asia ex JP MXASJSC 3 0.0 EWHS iShares MSCI HK SC NCUAHK 1 0.0 EWAS iShares MSCI Australia SC NCUAAS 1 0.0

Europe

VGK Vanguard MSCI European NDDUE15 $5,398 $91.3 EWG iShares MSCI Germany NDDUGR 4,004 95.8 EZU iShares MSCI EMU NDDUEMU 2,278 44.8 EWU iShares MSCI UK NDDUUK 1,448 15.5 FEZ SPDR EURO STOXX 50 SX5U 1,359 18.0 IEV iShares S&P Europe 350 SPTR350N 1,225 10.0

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

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. International (continued)

Europe (continued)

EWL iShares MSCI Switzerland NDDUSZ $704 $8.2 EWQ iShares MSCI France NDDUFR 454 11.7 EWI iShares MSCI Italy NDDUIT 432 12.3 EWD iShares MSCI Sweden NDDUSW 357 6.0 EWP iShares MSCI Spain NDDUSP 245 12.2 EWN iShares MSCI Netherl IMI MIMUNETN 156 2.7 EWO iShares MSCI Austria IMI MIMUATAN 130 1.7 EIS iShares MSCI Israel Capped MISCNU 78 0.8 EWK iShares MSCI Belgium IMI M1BE5IM 57 1.2 NORW Global X Norway 30 TNOR30U 56 0.6 FEU SPDR STOXX 50 SX5P 46 0.3 EIRL iShares MSCI Irelnd Cap IMI MSEUII$N 39 0.4 GXF Global X FTSE Nordic Reg TN30XU 28 0.2 GREK Global X FTSE Greece 20 ASECU 25 0.8 ADRU BLDRS Europe 100 ADR BKTEUR 14 0.0 ENOR iShares MSCI Norway Cap IMI M1NO5IM 12 0.1 EWGS iShares MSCI Germany SC NCUDGR 8 0.3 GERJ Market Vectors Germany SC MVGERJTR 5 0.0 EDEN iShares MSCI DK Cap IMI M1DK5IM 3 0.2 EWUS iShares MSCI UK SC NCUDUK 3 0.1 EFNL iShares MSCI FI Cap IMI M1FI5IM 1 0.1

North America

EWC iShares MSCI Canada NDDUCA $4,796 $46.5 CNDA IQ Canada SC IQSMCANT 19 0.1 DBCN db-X MSCI Canada Crncy-Hdg M0CAHUSD 5 0.0 EWCS iShares MSCI Canada SC NCUDCA 2 0.0

Emerging Markets – Global

VWO Vanguard FTSE EM HORIZ1U $60,791 $803.2 EEM iShares MSCI Emg Mkts NDUEEGF 51,852 1,910.2 EWX SPDR S&P Emerging SC SPBMKSUP 899 2.8 SCHE Schwab Emrg Markets Equity FTAG01 791 5.4 ADRE BLDRS EM 50 ADR BKTEM 320 1.7 IEMG iShares Core MSCI EM MIMUEMRN 303 5.5 FRN Guggenheim Frontier Mkts BKNFRR 164 0.9 GMM SPDR S&P Emg Mkts STBMEMU 161 1.2 AGEM EGShares GEMS Composite DJEEG 16 0.1 EWEM Guggenheim MSCI EM EW M2EFEWGT 14 0.1 EVAL iShares MSCI EM Value NUVEEMVN 10 0.1 EEMS iShares MSCI EM SC MSLUEMRN 10 0.1 DBEM db-X MSCI EM Crncy-Hdg M0EMHUSD 5 0.1 EGRW iShares MSCI EM Growth NDUEEGFN 3 0.0 EMFT SPDR MSCI EM 50 MXEF50 3 0.0 EMCR EGShares EM Core SPEMCR 2 0.0

Emerging Markets – Regional

EWZ iShares MSCI Brazil NDUEBRAF $9,433 $690.8 FXI iShares FTSE China 25 GPDEU3TR 8,706 542.6 EWY iShares MSCI South Korea NDEUSKO 3,384 100.5 EWT iShares MSCI Taiwan NDEUSTW 2,685 74.8 EWW iShares MSCI Mexico IMI MIMUMEXN 2,114 146.8 RSX Market Vectors Russia MVRSXTR 1,706 116.7 ILF iShares S&P Latin Amer 40 SPTRL40N 1,643 25.8 GXC SPDR S&P China SCRTCN 1,151 11.1 EWM iShares MSCI Malaysia NDDUMAF 949 26.8 MCHI iShares MSCI China NDEUCHF 893 13.5 THD iShares MSCI Thailand MIMUTHAN 828 14.3 TUR iShares MSCI Turkey MIMUTURN 824 13.6

5

Exchange Traded Funds (ETFs)

Equities

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. International (continued)

Emerging Markets – Regional (continued)

BKF iShares MSCI BRIC NDUEBRIC $793 $3.9 ECH iShares MSCI Chile IMI MIMUCHLN 589 8.5 BRF Market Vectors Brazil SC MVBRFTR 554 5.9 EZA iShares MSCI South Africa NDEUSSA 527 21.9 EPU iShares MSCI All Peru MXPECAPD 520 6.3 GMF SPDR S&P EM Asia Pacic STBMAEU 489 3.4 PIN PowerShares India III 431 12.5 IDX Market Vectors Indonesia MVIDXTR 406 5.5 EIDO iShares MSCI Indonesia IMI MIMUINON 396 7.0 INDY iShares S&P India Nifty 50 BXTRNIFT 381 3.7 HAO Guggenheim China SC ACNSC 346 3.4 VNM Market Vectors Vietnam MVVNMTR 344 2.8 BIK SPDR S&P BRIC 40 SPTRBRIC 334 1.6 EEB Guggenheim BRIC BKBRICT 310 2.0 EPHE iShares MSCI Philippines IMI MIMUPHIN 239 5.3 ERUS iShares MSCI Russia Capped MSEURU$N 226 7.3 PGJ PwrShr Golden Dragon China HXC 198 0.7 EPOL iShares MSCI Poland IMI MIMUPOLN 188 2.9 GXG Global X FTSE Colombia 20 TCOLO20U 181 4.3 GML SPDR S&P EM Lat Am SCRTLA 112 0.5 SCIF Market Vectors India SC MVSCIFTR 106 1.2 GUR SPDR S&P Emerging Europe STBMEECQ 96 0.8 GAF SPDR S&P EM Middle East STBMMEU 95 0.6 AFK Market Vectors-Africa DJAFKT 87 0.8 INDA iShares MSCI India NDEUSIA 73 0.7 FNI First Trust ISE Chindia ICK 67 0.2 YAO Guggenheim China All-Cap ACNACTR 57 0.4 EWZS iShares MSCI Brazil SC MSLUBRZN 55 0.3 BICK First Trust BICK BIQ 48 0.2 ASEA Global X Asean 40 TASEAN40 38 0.2 RBL SPDR S&P Russia SPCQXRUP 38 0.7 EGPT Market Vectors Egypt Index MVEGPTTR 37 1.1 PEK Market Vectors China CSIR0300 36 0.4 FCHI iShares FTSE China HK List CH80 35 0.1 PLND Market Vectors Poland MVPLNDTR 32 0.3 SCIN EGShares India SC ISCIN 26 0.1 ECNS iShares MSCI China SC MSLUCHNN 24 0.2 EEMA iShares MSCI EM Asia NDUEEGFA 23 0.4 FM iShares MSCI Frontier 100 MXFM100 21 0.2 BRAZ Global X Brazil MC SOLBRAZ 19 0.1 ESR iShares MSCI EM East Eur NDUEEMEE 17 0.3 PMNA PwrShr MENA Frontier Cntry QMNX 16 0.1 LATM Mkt Vect LatAm SC MVLATMTR 14 0.0 MES Market Vectors Gulf States DJMEST 10 0.1 AND Global X FTSE Andean 40 TANDE40U 9 0.0 RSXJ Market Vectors Russia SC MVRSXJTR 8 0.2 BBRC EGShares Beyond BRICs IBBRC 8 0.1 EEME iShares MSCI EM EMEA NDDUEMEA 6 0.1 EEML iShares MSCI EM LatAm NDUEEGFL 5 0.0 SMIN iShares MSCI India SC MSLUINDN 5 0.1 DBBR db-X MSCI Brazil Crncy-Hdg M0BRHUSD 4 0.1 ARGT Global X FTSE Argentina 20 TARG20U 3 0.0 COLX Market Vectors Colombia MVCOLXTR 3 0.0 IDXJ Mrk Vectors Indonesia SC MVIDXJTR 2 0.0 GMFS SPDR S&P SC EM AsiaPac SPAE2BUN 2 0.0

Leveraged – Equities

SSO ProShares Ultra S&P500 SPX $1,320 $397.1 FAS Direxion Daily Finan Bull 3X RGUSFL 1,113 416.7

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

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Leveraged – Equities (continued)

UWM ProShares Ultra R2000 RTY $804 $53.7 MVV ProShares Ultra SP 400 MID 770 23.3 UYG ProShares Ultra Financials DJUSFN 769 35.1 QLD ProShares Ultra QQQ NDX 692 168.1 TNA Direxion Daily SC Bull 3X RTY 642 504.3 NUGT Direxion Gld Mnrs Bull 2X GDM 430 68.4 UPRO ProShares UltraPro SP500 SPX 384

163.9 URE ProShares Ultra RealEstate DJUSRE 364 7.4 EDC Direxion Daily EM Bull 3X MXEF 343 38.1 TQQQ ProShares UltraPro QQQ NDX 327 110.1 ERX Direxion Daily Ener Bull 3X IXE 258 51.8 SPXL Direxion Daily SPX Bull 3X SPX 234 61.0 DDM ProShares Ultra Dow30 INDU 219 28.1 DIG ProShares Ultra Oil & Gas DJUSEN 205 11.6 UYM ProShares Ultra Basic Mat DJUSBM 160 8.8 UVXY ProShares Ultra VIX ShrTrm SPVXSPID 153 177.8 TECL Direxion Daily Tech Bull 3X IXT 147 10.7 DRN Direxion Daily RE Bull 3X RMZ 98 12.3 SOXL Direxion Semicond Bull 3X SOX 94 11.4 URTY ProShares UltraPro R2000 RTY 82 18.7 YINN Direxion Daily China 3X Bull BKTCN 82 2.6 ROM ProShares Ultra Technology DJUSTC 70 1.4 UDOW ProShares UltraPro Dow30 INDU 55 8.8 RSU Guggenheim 2X S&P 500 SPX 54 1.3 RXL ProShares Ultra HealthCare DJUSHC 47 0.5 MIDU Direxion Daily MC Bull 3X MID 43 3.6 EET ProShares Ultra MSCI EM MXEF 43 0.9 BIB ProShr Ult Nasdaq Biotech NBI 42 1.0 XPP ProShares Ultra FTSE China XINOU 41 1.5 USD ProShares Ultra Semicond DJUSSC 40 0.7 LBJ Direxion Daily LatAm 3X Bull SPTRL40N 35 0.6 GASL Direxion Nat Gas Bull 2X FUM 30 3.7 INDL Direxion India Bull 3X III 29 0.9 UMDD ProShares UltraPro Mid400 MID 28 2.9 DZK Direxion Daily DM Bull 3X MXEA 25 0.7 RUSL Direxion Russia Bull 3X MVRSX 24 1.9 SAA ProShares Ultra S&P600 SML 21 0.2 UXI ProShares Ultra Industrial DJUSIN 21 0.2 EZJ ProShares Ultra MSCI Japan MXJP 18 0.2 UPW ProShares Ultra Utilities DJUSUT 17 0.2 UGE ProShares Ultra Cons Goods DJUSNC 15 0.0 UKF ProShares Ultra R1000 Gro RLG 15 0.0 UBR ProShares Ultra MSCI Braz MXBR 14 0.4 UCC ProShares Ultra Cons Svcs DJUSCY 12 0.1 UKK ProShares Ultra R2000 Gro RUO 12 0.3 EFO ProShares Ultra MSCI EAFE MXEA 12 0.2 UVT ProShares Ultra R2000 Val RUJ 10 0.2 RETL Direxion Retail Bull 3X RU1SSRTL 10 0.3 UKW ProShares Ultra RussMCGro RDG 9 0.1 UPV ProShr Ultra MSCI Europe MXEU 8 0.3 UVU ProShares Ultra RussMCVal RMV 7 0.0 CURE Direxion HlthCr Bull 3X IXV 6 0.2 UVG ProShares Ultra R1000 Val RLV 6 0.1 UWC ProShares Ultra R3000 RAY 5 0.0 LTL ProShares Ultra Telecomm DJSTEL 5 0.0 UXJ ProShr Ult MSCI Pac ex JP MXPCJ 4 0.0 MATL Direxion Basic Mat Bull 3X IXB 3 0.2 FINU ProShares UltraPro 3XFins DJUSFN 3 0.1 UMX ProShr Ultra MSCI Mex IMI MZMXI 3 0.0 KRU ProShares Ult KBW Reg Bank KRX 2 0.0

6 | US ETF & ETN Guide Q1 2013

Exchange Traded Funds (ETFs)

Equities

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Inverse – Equities

SH ProShares Short S&P500 SPX $1,680 $113.0 SDS ProShares UltraShort SP500 SPX 1,547 384.8 TZA Direxion Daily SC Bear 3X RTY 734 298.9 FAZ Direxion Daily Finan Bear 3X RGUSFL 544 184.8 SPXU ProShares UltPro Shrt SP500 SPX 451 188.0 RWM ProShares Short R2000 RTY 386 31.4 QID ProShares UltraShort QQQ NDX 370 139.0 DXD ProShares UltraShort Dow30 INDU 259 43.2 TWM ProShares UltSh R2000 RTY 253 48.7 DOG ProShares Short Dow30 INDU 236 16.3 EUM ProShares Short MSCI EM MXEF 202 3.3 PSQ ProShares Short QQQ NDX 180

22.8 SPXS Direxion Daily SPX Bear 3X SPX 155 33.2 SKF ProShares UltSh Financials DJUSFN 152 14.0 SQQQ ProShares UltraPro Shrt QQQ NDX 130 73.5 EFZ ProShares Short MSCI EAFE MXEA 112 3.9 FXP ProShares UltSh FTSE China FXTID 108 5.2 SRS ProShares UltSh Real Est DJUSRE 103 3.8 EDZ Direxion Daily EM Bear 3X MXEF 86 21.0 SVXY ProShares Short VIX ShrTrm SPVXSPID 83 32.9 EPV ProShares UltSh MSCI Eur MXEU 74 6.9 SDOW ProShares UltraPro Shrt D30 INDU 71 24.3 SEF ProShares Short Financials DJUSFN 64 1.3 ERY Direxion Daily Ener Bear 3X IXE 60 19.0 SRTY ProShares UltraPro Shrt R2 RTY 57 21.6 DUG ProShares UltSh Oil & Gas DJUSEN 52 9.7 EEV ProShares UltSh MSCI EM MXEF 49 5.7 DUST Direxion Gld Mnrs Bear 2X GDM 35 24.2 RSW Guggenheim Inv 2X S&P 500 SPX 35 1.1 SMN ProShares UltSh Basic Mat DJUSBM 33 6.8 REK ProShares Shrt Real Estate DJUSRE 27 0.3 MZZ ProShares UltraSh SP 400 MID 24 2.0 TECS Direxion Daily Tech Bear 3X IXT 22 4.4 SOXS Direxion Semicond Bear 3X SOX 22 7.0 MYY ProShares Short SP 400 MID 18 0.7 DRV Direxion Daily RE Bear 3X RMZ 16 2.0 SBB ProShares Short S&P600 SML 15 0.5 BZQ ProShares UltSh MSCI Brazil MXBR 14 1.4 MIDZ Direxion Daily MC Bear 3X MID 13 2.0 REW ProShares UltSh Technology DJUSTC 12 0.4 DPK Direxion Daily DM Bear 3X MXEA 11 0.8 SSG ProShares UltSh Semicond DJUSSC 10 0.5 EFU ProShares UltSh MSCI EAFE MXEA 10 0.7 EWV ProShares UltSh MSCI Japan MXJP 9 0.2 YXI ProShares Shrt FTSE China XINOU 9 0.2 SDD ProShares UltraShort SP600 SML 8 0.3 SMDD ProShares UltraPro Shrt SP4 MID 8 2.2 YANG Direxion Daily China 3X Bear BKTCN 7 0.4 SBM ProShares Shrt Basic Mat DJUSBM 7 0.2 SIJ ProShares UltSh Industrial DJUSIN 6 0.2 SKK ProShares UltSh R2000 Gro RUO 6 0.2 RUSS Direxion Russia Bear 3X MVRSX 6 1.0 SCC ProShares UltSh Cons Svcs DJUSCY 6 0.1 RXD ProShares UltSh HealthCare DJUSHC 5 0.1 DDG ProShares Short Oil & Gas DJUSEN 5 0.1 TOTS Direxion Total Mkt Bear 1X MSCIBM 5 0.1 BIS ProShr UltShrt Nsdq Biotech NBI 4 0.3 KRS ProShares Short KBW Reg Bk KRX 4 0.0 SJH ProShares UltSh R2000 Val RUJ 3 0.0 SDP ProShares UltSh Utilities DJUSUT 3 0.1

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

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Inverse – Equities (continued)

GASX Direxion Nat Gas Bear 2X FUM $2 $1.5 SZK ProShares UltSh Cons Good DJUSNC 2 0.1 SFK ProShares UltSh R1000 Gro RLG 2 0.0 SDK ProShares UltSh RussMCGr RDG 2 0.0 TLL ProShares UltSh Telecomm DJSTEL 2 0.0 JPX ProShares UltSh MSCI PxJP MXPCJ 1 0.0 SJF ProShares UltSh R1000 Val RLV 1 0.0 TWQ ProShares UltraShort R3000 RAY 1 0.0 SMK ProShares UltSh MSCI Mex MZMXI 1 2.7 FINZ ProShares UltraPro Sh Fins DJUSFN 1 0.1 SJL ProShares UltSh RussMCVa RMV 1 0.0

Dividend

Domestic

VIG Vanguard Div Appreciation MERGDVGT $12,373 $54.8 DVY iShares DJ Select Dividend DJDVY 10,529 64.6 SDY SPDR S&P Dividend SPHYDATR 9,657 48.7 VYM Vanguard High Div Yield TGPVAN 4,360 24.9 HDV iShares High Div Equity MDYFT 2,192 18.7 DLN WisdomTree LC Div WTLDITR 1,264 6.6 DTN

WisdomTree Dividend ex Fin WTDXFTR 1,100 12.3 SCHD Schwab US Dividend Equity DJUSDIVT 583 5.3 FDL First Trust Mrngstr Div MDL 555 5.0 DHS WisdomTree Equity Income WTHYE 538 3.9 FVD First Trust Value Line Div VLFVD 516 2.0 DES WisdomTree SC Div WTSDITR 413 2.4 DON WisdomTree MC Div WTMDITR 402 2.4 PEY PowerShares HY Equity Div MERGDAYT 280 1.9 DTD WisdomTree Total Dividend WTDITR 272 1.6 PFM PowerShares Div Achievers MERGDAAT 260 1.5 SDOG ALPS Sector Dividend Dogs n/a 77 1.0 LVL Guggenheim S&P Glb Div SPGTGDOT 53 0.4 TDIV FT NASDAQ Tech Dividend NQ96DVU 52 0.9 SPHD PowerShares SP5 High Div SP5LVHDT 31 1.5 QDF FlexShares Quality Div NTUQD 5 0.5 QDYN FlxShrs Quality Div Dynam NTUQDDY 3 0.0 QDEF FlxShrs Quality Div Defens NTUQDDF 3 0.0

International

DEM WisdomTree EM Equity WTEMHYTR $5,000 $33.5 IDV iShares DJ EPAC Select Div DJEPCSDT 1,474 9.2 DXJ WisdomTree Japan Hedge Div WTIDJTRH 1,320 13.4 DGS WisdomTree EM SC Div WTEMSCTR 1,243 6.3 DWX SPDR S&P Intl Dividend SPGTDOU 1,203 9.8 PID PowerShares Internat Div MERGDATT 747 2.6 DLS WisdomTree Intl SC Div WTIDSCTR 496 1.7 DWM WisdomTree DEFA WTIDFATR 425 2.1 EDIV SPDR S&P EM Dividend SPGTEDUN 376 3.6 DOO WisdomTree Intl Div WTIDXFTR 347 1.4 FGD First Trust DJ Glb Sel Div DJGSD 250 1.5 SDIV Global X SuperDividend SOLSDIV 208 2.8 DOL WisdomTree Intl LC Div WTIDLCTR 202 1.0 DTH WisdomTree DEFA Eqty Inc WTIDHYTR 187 0.7 DFJ WisdomTree Japan SC Div WTIDJSTR 179 1.7 DIM WisdomTree Intl MC Div WTIDMCTR 106 0.5 DEW WisdomTree Global Equity WTGDHYTR 100 0.4 AXJL WisdomTree Asia-Pac ex-JP WTIDAPXT 93 0.4 DVYE iShares EM Dividend DJEMDIVR 76 0.7 AUSE WisdomTree Australia Div WTIDAUST 71 0.3 DNL WisdomTree GlobalxUS Gro WTGDXGTR 69 0.3

7

Exchange Traded Funds (ETFs) Equities

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Dividend (continued)

International (continued)

HEDJ WisdomTree Europe Hedge Eq WTEHIT $36 $0.5 DFE WisdomTree Europe SC Div WTIDESTR 35 0.2 CHXF WisdomTree CH Div Ex-Fins WTCXFTR 31 1.2 DVYA iShares Asia/Pac Div 30 DJAPSDT 25 0.3 FDD First Trust STOXX EUSelDiv SD3L 18 0.2 GULF WisdomTree Middle East Div WTEMMETR 12 0.0 ABCS Guggenheim ABC High Div BKABCT 10 0.1

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

8 | US ETF & ETN Guide Q1 2013

Exchange Traded Funds (ETFs)

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Fixed Income

US Credit

LQD iShares iBoxx Invtmt Grade IBOXIG $25,115 $258.8 HYG iShares iBoxx $ HY Corp IBOXHY 16,179 301.2 JNK SPDR Barc High Yield Bond LHVLTRUU 12,798

181.2 CSJ iShares Barc 1-3 Yr Credit LD01TRUU 9,308 61.1 CIU iShares Barc Interm Credit LUICTRUU 5,281 39.9 VCSH Vanguard ST Corporate LD18TRUU 4,793 34.5 VCIT Vanguard Interm Corporate n/a 3,490 31.7 SCPB SPDR Barc Short Term Corp LF99TRUU 1,735 8.1 CFT iShares Barc Credit Bond LUCRTRUU 1,407 9.2 VCLT Vanguard LT Corporate LD07TRUU 1,151 17.4 PHB PowerShares Fund HY Corp RAFIHY 856 12.1 HYS PIMCO 0-5 Year HY Corp Bd HUCD 838 8.3 SJNK SPDR Barc ShTrm High Yld BHY5TRUU 674 8.0 CLY iShares 10+Yr Credit CY09 449 5.1 ITR SPDR Barc Interm Credit LD06TRUU 355 1.8 BSJF Guggenheim BulltShr ‘15 HY BSJKF 341 2.5 QLTA iShrs Aaa-A Rated CB BQF1TRUU 324 2.9 CORP PIMCO Invest Grade Corp Bd C0A0 219 3.0 IHY Market Vectors Intl HY Bd HXUS 215 2.3 BSJE Guggenheim BulltShr ‘14 HY BSJKE 202 1.5 BSJD Guggenheim BulltShr ‘13 HY BSJKD 199 1.3 BSCH Guggenheim BulletShr ‘17 Bd BSCBH 192 1.2 BSCE Guggenheim BulletShr ‘14 Bd BSCBE 189 0.7 BSCF Guggenheim BulletShr ‘15 Bd BSCBF 167 0.7 BSCG Guggenheim BulletShr ‘16 Bd BSCBG 164 0.7 BSCD Guggenheim BulletShr ‘13 Bd BSCBD 159 0.5 LWC SPDR Barc LT Credit LD07TRUU 128 2.3 BSJG Guggenheim BulltShr ‘16 HY BSJKG 53 0.6 PFIG PwrShrs Fundam IG Corp Bd RAFIIG 33 0.3 BSCI Guggenheim BlltShrs ‘18 CB BSCBI 32 0.3 CBND SPDR Barc Issuer Scored CB ISCUTRUU 29 0.2 BSJI Guggenheim BulltShr ‘18 HY BSJKI 29 0.4 BSCJ Guggenheim BlltShrs ‘19 CB BSCBJ 29 0.3 BSJH Guggenheim BulltShr ‘17 HY BSJKH 21 0.3 XOVR SPDR BofA ML Crossover Bnd XOVD 16 0.4 BSCK Guggenheim BlltShrs ‘20 CB BSCBK 16 0.2 QLTB iShrs Baa-Ba Rated Bd BQF2TRUU 16 0.2 ENGN iShares Industrials Sect Bnd LUAITRUU 15 0.1 ANGL Mkt Vectrs Fallen Angel HY H0FA 11 0.3 MONY iShares Financials Sect Bnd LUFITRUU 11 0.1 QLTC iShrs B-Ca Rated Bd BQF3TRUU 10 0.2 AMPS iShares Utilities Sect Bnd LUAUTRUU 10 0.2

US Government

TIP iShares Barc TIPS LBUTTRUU $22,041 $121.0 SHY iShares Barc 1-3 Yr Treas LT01TRUU 7,902 84.5 IEF iShares Barc 7-10 Yr Treas LT09TRUU 4,540 86.1 TLT iShares Barc 20+ Yr Treas LT11TRUU 3,017 704.3 SHV iShares Barc Short Treas LT12TRUU 2,612 29.0 IEI iShares Barc 3-7 Yr Treas LT13TRUU 2,055 59.6 BIL SPDR Barc 1-3 Month T-Bill LD12TRUU 1,218 29.9 STPZ PIMCO 1-5 Year US TIPS GVQI 996 5.8 TDTT FlxShr 3Y Tgt Dur TIPS IBXXTD3T 834 4.9 IPE SPDR Barclays TIPS BCIT1T 768 4.5 TLH iShares Barc 10-20Yr Treas LT10TRUU 641 8.8 SCHP Schwab US TIPs LBUTTRUU 557 3.7 STIP iShares Barc 0-5Yr TIPS LTP5TRUU 428 3.2 TDTF FlxShr 5Y Tgt Dur TIPS IBXXTD5T 413 2.1 SCHO Schwab Short-Term US Treas n/a 250 2.3

9

FICC

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Fixed Income (continued)

US Government (continued)

VGSH Vanguard ST Govt BCEY6T $249 $2.2 SCHR Schwab Inter-Term US Treas n/a 210 2.9 ITE SPDR Barc Interm Treasury LT08TRUU 176 0.8 PLW PwrShrs 1-30 Ladder Treas MRTSYA 163 0.7 LTPZ PIMCO 15+ Year US TIPS G8QI 158 4.8 EDV

Vanguard Extend Dur Treas n/a 158 3.8 GOVT iShares Barclays US Treas LUATTRUU 146 5.2 TIPZ PIMCO Broad US TIPS G0QI 136 0.9 TUZ PIMCO 1-3 Yr US Treas G1O2 122 0.9 VTIP Vanguard ST Inflat-Protect n/a 121 3.1 VGIT Vanguard Interm Govt n/a 118 1.1 ZROZ PIMCO 25+Yr Zero Coup US STPL 98 4.6 VGLT Vanguard LT Govt LGL1TRUU 74 2.0 TLO SPDR Barc Long-Term Treas LUTLTRUU 42 1.8 FIVZ PIMCO 3-7 Yr US Treasury G3OC 22 0.2 TRSY PIMCO Broad US Treasury G0QL 19 0.0 TENZ PIMCO 7-15 Year US Treas G8OC 16 0.3 SST SPDR Barc ShTerm Treas LTR1TRUU 3 0.1

Aggregate and Other

BND Vanguard Total Bond Market LBUFTRUU $17,960 $105.9 AGG iShares Core Total US Bond LBUSTRUU 15,283 117.0 BSV Vanguard Short-Term Bond n/a 9,362 46.4 MBB iShares Barc MBS LUMSTRUU 6,324 51.1 BIV Vanguard Interm Bond n/a 4,430 23.3 BKLN PwrShr Senior Loan Portfol SPBDLL 1,591 18.7 BAB PowerShares Build America BABS 1,118 7.5 GVI iShares Barc IntermGov/Crd LF97TRUU 1,072 5.5 CWB SPDR Barc Convertible Bond LUCCTRUU 952 8.8 BLV Vanguard Long-Term Bond n/a 799 7.2 LAG SPDR Barc Aggregate Bond LBUSTRUU 656 2.9 FLOT iShares Floating Rate Note BFU5TRUU 471 6.9 ALD WisdomTree Asia Local Debt HSLIALBI 459 2.0 AGZ iShares Barc Agency Bond LUAASIUU 425 2.4 SCHZ Schwab US Aggregate Bond LBUSTRUU 387 4.4 VMBS Vanguard MBS LUMSTRUU 314 2.7 GSY Guggenheim Enh Sh Duration LD12TRUU 220 1.8 ILTB iShares Core Long-Term Bnd LGC5TRUU 204 1.5 GBF iShares Barc Govt/Credit LUGCTRUU 190 1.0 BABS SPDR Nuveen Barc BuildAmer LBABTRUU 116 2.0 CMBS iShares Barclays CMBS Bnd LUCMTRUU 52 0.4 MBG SPDR Barc MBS LUMSTRUU 49 0.4 SNLN Pyxis/iBoxx Senior Loan IBXXLLTR 34 0.8 ISTB iShares Core ST US Bond LD04TRUU 25 0.2 GNMA iShares Barclays GNMA Bond LGNMTRUU 20 0.4 FLRN SPDR Barc InvGrd FloatRate BFU5TRUU 15 0.2 COBO ProShares USD Covered Bond BNIXCOVD 13 0.2 FLTR Mkt Vect Invt Gr Float Rate MVFLTR 10 0.3 CVRT PowerShare Convert Sec VXA0 10 0.1 GMTB Columbia Core Bond Strat n/a 5 0.1 GIY Guggenheim Enh Core Bond LBUSTRUU 5 0.1 RRF WisdomTree Glb Real Return W0DI 5 0.0

International

EMB iShares JPM USD EM Bond JPEICORE $6,989 $95.8 PCY PwrShrs EM Sovereign Debt DBLQBLTR 3,058 30.9 BWX SPDR Barc Internat Treas LTXUTRUU 1,973 13.4 ELD WisdomTree EM Local Debt JGENVUUG 1,624 8.7 WIP SPDR DB Int Gov In Prot DBLNDILS 1,580 10.6

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

FICC

Exchange Traded Funds (ETFs)

FICC

Bberg Assets Avg Vol Sym Name Index ($MM) ($MM) Opt Fixed Income (continued)

International (continued)

EMLC Market Vectors EM Local Curr GBIEMCOR $1,230 $10.1 IGOV iShares SP/Citi Intl Treas SPBDXUTR 414 3.4 LEMB iShares EM Local Curr Bond BMBNTRUU 397 1.5 BWZ SPDR Barc ST Intl Treasury LGT3TRUU 256 1.1 EMHY iShares EM HY Bd MSBIEHTR 213 2.1 ISHG iShares SP/Citi 1-3 Intl Tre SPBDXU3T 202 1.0 EBND SPDR Barc EM Local Bond BLCDTRUU 150 3.7 PICB PwrShr Intl Corp Bond SPBDICBT 135 1.3 IBND SPDR Barc Intl Corp Bond BG1BTRUU 115 1.0 EMCB WisdomTree EM Corp Bond JCBBCOMP 106 1.0 AUNZ WisdomTree AU & NZ Debt n/a 71 0.6 ITIP iShares Intl Ination-Link WXDI 66 0.5 AUD PIMCO Australia Bond AUDL 40 1.2 GHYG iShares Glb HY Bd IBOAMZDB 37 0.5 DSUM PwrShrs Yuan Dim Sum Bd CCDSBIU 36 0.4 CAD PIMCO Canada Bond CADG 35 0.4 HYEM Market Vectors EM HY EMHY 33 0.4 HYXU iShares Glb ex USD HY Bd IBOAMZGX 27 0.3 CEMB iShares EM Corp Bd MSBIERTR 27 0.4 GTIP iShares Glb Ination-Link W0DI 21 0.3 EMCD SPDR BofA ML EM Bnd EMSD 16 0.1 BONO Mkt Vect LatAm Agg Bond LATS 11 0.3 CHLC Market Vectors Renminbi Bd MVCHLC 5 0.1 RMB Guggenheim Yuan Bond ACNRMBTR 5 0.0 EU WisdomTree Euro Debt n/a 4 0.1 GGOV ProShrs DE Sovereign/SubSov IBXXXZAB 4 0.0 BUND PIMCO Germany Bond GEDL 3 0.1

Municipal

MUB iShares S&P Natl AMT-Free SPMUNUST $3,527 $24.7 SHM SPDR Nuveen Barc ST Muni LMM1TR 1,584 9.0 TFI SPDR Nuveen Barc Muni Bond LMMITR 1,237 7.5 HYD Market Vectors HY Muni LMEHTR 1,029 13.0 PZA PwrShrs Insured Natl Muni UPCM 995 7.9 ITM Market Vectors Interm Muni LMT2TR 746 5.8 SUB iShares S&P STNatlAMT-Fr SPMU5YRT 622 3.4 CMF iShares S&P CA AMT-Free SPMUNCAT 285 1.6 PVI PwrShrs VRDO Tax Fr Wkly BBUSVWFT 275 3.6 MUNI PIMCO Intermediate Muni n/a 210 1.9 HYMB SPDR Nuveen S&P HY Muni SPMUHT 199 2.9 SMB Market Vectors Short Muni LMT1TR 175 1.0 NYF iShares S&P NY AMT-Free SPMUNNYT 129 0.8 MLN Market Vectors Long Muni LMT3TR 120 1.1 CXA SPDR Nuveen Barc CalifMuni LMM2TR 100 0.6 PWZ PwrShrs Insured CA Muni UPCC 74 0.4 PZT PwrShrs Insured NY Muni UPNY 69 0.4 MUAF iShares 2017 S&P AMT-Free SPMUS17T 66 0.4 MUAD iShares 2015 S&P AMT-Free SPMUS15T 53 0.3 MUAE iShares 2016 S&P AMT-Free SPMUS16T 51 0.3 MUAC iShares 2014 S&P AMT-Free SPMUS14T 49 0.4 MUAB iShares 2013 S&P AMT-Free SPMUS13T 38 0.3 PRB Market Vectors Pre-Ref Muni LMPETR 36 0.2 INY SPDR Nuveen Barc NY Muni LMM3TR 31 0.1 VRD SPDR Nuveen S&P VRDO Muni SPMUVRDO 12 0.2 GMMB Columbia Interm Muni Bond n/a 8 0.0

Commodities

GLD SPDR Gold Shares GOLDLNPM $71,417 $1,500.0 IAU iShares Gold Trust GOLDLNPM 11,672 101.3

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

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Commodities (continued)

SLV iShares Silver Trust SLVRLN $9,873 $349.4 DBC PowerShares DB Commodity DBLCIX 6,708 57.5 SGOL ETFS Gold Trust GOLDLNPM 1,915 12.1 DBA PowerShares DB Agriculture DBAGIX 1,625 29.0 USO United States Oil USCRWTIC 1,189 247.6 UNG United States Natural Gas NGUSHHUB 1,155 202.3 GSG iShares S&P GSCI Comm SPGSCITR 1,142 7.4 PPLT ETFS Platinum Trust PLTMLNPM 800

10.5 DBO PowerShares DB Oil DBOLIX 773 8.9 SIVR ETFS Physical Silver SLVRLN 559 7.7 DGL PowerShares DB Gold DGLDIX 500 4.6 USCI US Commodity Index SDCITR 491 2.8 PALL ETFS Physical Palladium PLDMLNPM 474 4.5 GCC GreenHaven Commodity CCITR 466 2.6 DBP PwrShrs DB Precious Metals DBPMIX 317 6.7 DBB PowerShares DB Base Met DBBMIX 301 3.8 GLTR ETFS Physical Prec Metal n/a 203 1.0 DBE PowerShares DB Energy DBENIX 141 1.6 USL United States 12 Month Oil n/a 101 0.7 AGOL ETFS Asian Gold Trust n/a 82 0.2 CRBQ Jefferies TR/J CRB GlbComm CRBQX 75 0.3 UGA United States Gasoline n/a 65 2.0 DBS PowerShares DB Silver DBSLIX 63 0.9 BNO United States Brent Oil Fd n/a 46 3.1 WITE ETFS White Metals Basket n/a 43 0.2 UNL US 12 Month Natl Gas n/a 42 0.8 CORN Teucrium Corn Fund TCORN 35 7.2 BNPC STREAM SP DynRoll Glb Comm SPDYCIP 18 0.0 UHN US Deisel-Heating Oil n/a 7 0.1 SOYB Teucrium Soybean TSOYB 7 0.8 NAGS Teucrium Natural Gas Fund TNAGS 4 0.1 WEAT Teucrium Wheat TWEAT 4 0.2 USMI United States Metals SDMITR 3 0.0 CPER United States Copper SCITR 3 0.0 USAG United States Agriculture SDAITR 3 0.0 TAGS Teucrium Agricultural TTAGS 2 0.0 CANE Teucrium Sugar TCANE 2 0.2 CRUD Teucrium Crude Oil Fund TCRUD 2 0.0

Currencies

UUP PowerShares DB USD Bull USDUPX $698 $33.2 FXA CurrencyShares AUD n/a 599 20.3 FXC CurrencyShares CAD n/a 494 7.2 DBV PwrShrs DB G10 Curr DBCFHX 345 2.9 FXF CurrencyShares CHF n/a 325 4.0 CEW WisdomTree EM Curr n/a 273 1.7 CYB WisdomTree Dreyfus CNY n/a 241 1.9 FXE CurrencyShares Euro n/a 221 96.3 FXY CurrencyShares JPY n/a 130 29.9 UDN PowerShares DB USD Bear USDDNX 92 1.9 FXS CurrencyShares SEK n/a 68 0.3 BZF WisdomTree Dreyfus BRL n/a 57 0.5 FXB CurrencyShares GBP n/a 56 3.7 CCX WisdTree Dreyfus Comm Curr n/a 24 0.1 ICN WisdomTree Dreyfus INR n/a 15 0.1 FXCH CurrencyShrs Ch Renminbi n/a 4 0.1

Leveraged – FICC

AGQ ProShares Ultra Silver SLVRLN $764 $66.2 UCO ProShares Ult DJ-UBS Oil DJUBSCL 436 67.9

10 | US ETF & ETN Guide Q1 2013

Exchange Traded Funds (ETFs) FICC

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Leveraged – FICC (continued)

UGL ProShares Ultra Gold GOLDLNPM $335 $13.5 UST ProShares Ultra 7-10 Treas LT09TRUU 81 29.0 BOIL ProShrs Ult DJ-UBS NatGas DJUBSNG 80 11.9 LBND PwrShrs DB 3X Lng 25+ Trea DBBNDL 31 0.6 TMF Direxion 20Y+ Treas Bull 3X AXTWEN 27 6.7 UBT ProShares Ultra 20+ Treas LT11TRUU 20 1.4 UCD ProShares Ult DJ-UBSComm DJUBS 6 0.1 IGU ProShrs Ult Invt Grd Corp IBOXIG 6 0.3 UJB ProShares Ult High Yield IBOXHY 5 0.2 ULE ProShares Ultra Euro n/a 5 0.1 GDAY ProShares Ultra AUD n/a 4 0.1 TYD Direxion 7-10Y Tres Bull 3X AXSVTN 4 0.3 YCL ProShares Ultra Yen n/a 4 0.1

Inverse – FICC

TBT ProShares UltSh 20+ Treas LT11TRUU $2,940 $162.2 TBF ProShares Short 20+ Treas LT11TRUU 811 11.3 EUO ProShares UltraSh Euro n/a 536 25.7 YCS ProShares UltraSh Yen n/a 396 11.8 TMV Direxion 20Y+ Treas Bear 3X AXTWEN 304 15.0 PST ProShares UltSh 7-10 Treas LT09TRUU 287 2.0 ZSL ProShares UltSh Silver SLVRLN 97 27.7 SCO ProShares UltSh DJ-UBS Oil DJUBSCL 92 53.4 GLL ProShares UltraSh Gold GOLDLNPM 92 9.5 TYO Direxion 7-10Y Tres Bear 3X AXSVTN 50 0.2 SJB ProShares Short High Yield IBOXHY 38 0.9 SBND PwrShr DB 3X Shrt 25+ Treas DBBNDS 37 0.4 TTT PrShrs UltPro Sh 20+Y Trea LT11TRUU 25 1.0 TBX ProShares Short 7-10 Treas LT09TRUU 15 0.2 KOLD ProShrs UltSh DJUBS NatGas DJUBSNG 14 1.8 DNO United States Short Oil n/a 13 0.7 SAGG Direxion Ttl Bnd Mkt Bear LBUSTRUU 7 0.0 TBZ ProShr UltShrt 3-7 Treas LT13TRUU 5 0.0 IGS PrShr Shrt Invt Grade Corp IBOXIG 5 0.0 TPS ProShares UltraShort TIPS LBUTTRUU 4 0.0 EUFX ProShares Short Euro n/a 4 0.1 CROC ProShares UltraShort AUD n/a 4 0.1 CMD ProShrs UltSh DJ-UBSComm DJUBS 3 0.0 TYBS Direxion 20+ Yr Treas Bear AXTWEN 3 0.0 TYNS Direxion 7-10 Yr Treas Bear AXSVTN 2 0.0

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

11

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Exchange Traded Funds (ETFs)

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Active

BOND Pimco Total Return LBUSTRUU $3,882 $55.0 MINT PIMCO Enhan Short Matur SBMMTB3 2,199 22.6 HDGE Ranger Equity Bear n/a 206 10.3 HYLD Peritus High Yield n/a 182 2.0 WDTI WisdomTree Mng’d Fut Strat DTITR 118 1.7 ILB PIMCO Glb Ination-Linked PIMCSUNV 111 1.3 RLY SPDR SSgA Multi-Asset Real n/a 74 0.7 GTAA Cambria Global Tactical n/a 63 0.3 SMMU PIMCO Short Term Muni Bon n/a 58 0.3 INKM SPDR SSgA Income Allocation n/a 53 0.5 ALT iShares Diversied Alt n/a 50 0.6 BABZ PIMCO Build Amer Bond LBABTRUU 41 0.9 AGLS Accuvest Global Long Short MXWO 28 0.1 PSR PwrShrs Active US RE FNER 17 0.2 PAO PwrShrs Rvrfrnt Tact Bal Gr RTBGA 16 0.1 PCA PwrShrs Rvrfrnt Tact Gr&Inc RTGIA 15 0.1 GAL SPDR SSgA Glb Allocation n/a 14 0.2 HUSE Huntington US Eqy Rotation n/a 9 0.1 PTO PwrShrs Ibbotson Alt Compl IBBACITR 8 0.0 RWG Columbia LC Gro Eqy Strat n/a 8 0.0 PLK PwrShrs Active Low Durat n/a 8 0.0 RAVI FlxShr Ready Access VarInc n/a 8 0.1 AADR WCM/BNY Mellon Focs Gro ADR n/a 7 0.0 PMA PwrShrs Active Mega-Cap n/a 6 0.0 GIVE AdvisorShares Global Echo n/a 5 0.1 ONEF Russell Equity RUDEVLN 4 0.0 QEH QAM Equity Hedge n/a 4 0.1 GVT Columbia Concentratd LCVal RIY 3 0.0 RPX Columbia Growth Eqy Strat n/a 2 0.1 RRGR AdvShrs Glb Alpha & Beta n/a 1 0.0 SSAM Rockledge SectorSAM n/a 1 0.0

Fundamental

PRF PowerShares FR US 1000 FR10XTR $1,509 $5.1 EPI WisdomTree India Earnings WTEMINTR 1,265 57.4 PRFZ PowerShares FR US 1500 FR15US 501 1.6 PXH PwrShrs FTSE RAFI EM TFREMU 385 2.3 PXF PowerShares FR DM ex US

FRX1XTR 304 1.6 EZM WisdomTree MC Earnings WTMEITR 170 0.6 EES WisdomTree SC Earnings WTSEITR 160 0.7 RWL RevenueShares Large Cap REVWLT 154 0.7 RWJ RevenueShares SC REVWST 125 0.7 RWK RevenueShares Mid Cap REVWMT 106 0.5 PXMG PowerShares Fundam MC Gro RAFIMGTR 77 0.2 PAF PwrShrs FR Asia Pac x JP TRDAPXJU 66 0.3 PDN PwrShr FR DM x US SmMid TFRDXUSU 64 0.2 EPS WisdomTree Earnings 500 WTEPSTR 58 0.3 EXT WisdomTree Total Earnings WTEI 49 0.1 PXSV PowerShares Fundam SC Val RAFISVTR 47 0.2 EZY WisdomTree LC Value WTEILVTR 30 0.1 PXMV PowerShares Fundam MC Val RAFIMVTR 29 0.1 PXSG PowerShares Fundam SC Gro RAFISGTR 27 0.1 RTR RevenueShares ADR REVWADRT 27 0.2 PXLC PowerShares Fundam LC RAFILCTR 26 0.1 PXMC PowerShares Fundam MC RAFIMCTR 18 0.1 PXSC PowerShares Fundam SC RAFISCTR 14 0.0 PXLG PowerShares Fundam Lrg Gro RAFILGTR 6 0.1 PXLV PowerShares Fundam Lrg Val RAFILVTR 6 0.1

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

13

Specialty

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Life Cycle and Allocation

AOM iShares S&P Moderate Alloc SPTGMUT $155 $0.9 AOR iShares S&P Growth Alloc SPTGGUT 154 0.8 AOK iShares S&P Cons Alloc SPTGCUT 121 0.7 AOA iShares S&P Aggress Alloc SPTGAUT 111 0.5 TDN db-X 2030 Target Date TDAXTH 32 0.1 TDH db-X 2020 Target Date TDAXTW 27 0.1 TZG iShares S&P Target 2020 SPTGT20T 27 0.1 TDV db-X 2040 Target Date TDAXFO 26 0.1 TZV iShares S&P Target 2040 SPTGT40T 22 0.1 TZI iShares S&P Target 2025 SPTGT25T 20 0.1 TZL iShares S&P Target 2030 SPTGT30T 18 0.1 TZE iShares S&P Target 2015 SPTGT15T 15 0.1 TZO iShares S&P Target 2035 SPTGT35T 13 0.0 TDX db-X In-Target Date TDAXIT 10 0.0 TDD db-X 2010 Target Date TDAXTN 9 0.1 TGR iShares S&P Target Retir SPTGRIT 8 0.0 TZD iShares S&P Target 2010 SPTGT10T 5 0.0 TZY iShares S&P Targ Date 2050 SPTGT50T 3 0.0 TZW iShares S&P Targ Date 2045 SPTGT45T 3 0.0

Long/Short

CSM ProShares CS 130/30 CS13030 $81 $0.8 HDG ProShares Hedge Replicate MLEIFCTX 22 0.1 BTAL QuantShr US MktNeu AntBeta DJTMNAB 17 0.2 RALS ProShares RAFI Long/Short RAFILS 12 0.1 FSG FctrShr 2X Gld Bll/SP5 Br SPGDESTR 6 0.1 SIZ QuantShr US MktNeu Size DJTMNSS 5 0.0 RINF ProShrs 30Y TIPS/TSY Spr DJCSIN30 4 0.0 UINF ProShrs UltPro 10Y TIPS/TSY DJCSIN10 4 0.0 SINF PrShrs UltPr Sh 10Y TIPS/TSY DJCSIN10 4 0.0 CHEP QuantShr US MktNeu Value DJTMNSV 4 0.1 FINF ProShrs Sh 30Y TIPS/TSY Spr DJCSIN30 4 0.0 FSU FctrShr 2X SP5 Bll/USD Br SPNUSDTR 2 0.0 FOL FctrShr 2X Oil Bll/SP5 Br SPCOESTR 2 0.0 FSA FctrShr 2X TBnd Bll/SP5 Br SPUSERPT 2 0.0 MOM QuantShr US MktNeu Moment DJTMNMO 1 0.2 FSE FctrShr 2X SP5 Bll/TBnd Br SPUSERPT 1 0.0

Quantitative Specialty

Domestic

SPLV PwrShrs S&P 500 Low Vol SP5LVIT $3,167 $30.0 CVY Guggenheim Multi-Asset ZAXYH 820 4.1 USMV iShares MSCI USA Min Vol M00IMV$T 796 8.8 PDP PwrShrs Technical Leaders DWTL 752 5.6 PWV PowerShares Dyn LC Val ILW 468 2.4 FEX First Trust LC AlphaDEX DEFILCCI 349 1.9 FNX First Trust MC AlphaDEX DEFIMCCI 317 2.0 QAI IQ Hedge Multi-Strategy IQHGMST 313 2.4 FTA First Trust LCVal AlphaDEX DEFILVOI 290 1.3 PKW PowerShares Buyback MERGDRBT 219 1.3 TILT FlxShr Mstar US MktFctTilt MUFTT 196 1.0 PWB PowerShares Dyn LC Gro ILH 193 0.9 SPHQ PowerShares SP500 High Qual SPXQRUT 186 0.7 FYX First Trust SC AlphaDEX DEFISCCI 168 1.4 PWC PowerShares Dyn Market DYI 135 0.5 SPHB PwrShrs S&P 500 High Beta SP5HBIT 129 2.5 FTC First Trust LCGro AlphaDEX DEFILGOI 119 0.6 RYJ Guggenheim RJ SB-1 Equity RJSBITR 105 0.5

Exchange Traded Funds (ETFs)

Specialty

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Quantitative (continued)

Domestic (continued)

NFO Guggenheim Insider Sent SBRINTR $99 $0.5 IYLD iShes Mstar MultiAsset Inc MAHIT 89 1.0 MDIV FT NASDAQ MultiAsset Diver NQMAUS 73 1.3 DEF Guggenheim Defensive SBRDETR 67 0.7 FAB First Trust MultiCap Value DEFIMCVI 57 0.3 CZA Guggenheim MC Core ZAXMC 48 0.3 FVL First Trust Value Line 100 VLFVL 47 0.1 MCRO IQ Hedge Macro Tracker IQHGMAT 41 0.4 FAD First Trust MultiCap Gro DEFIMCGI 32 0.1 FDV First Trust Strat Valu CSVUS 31 0.1 FYT Frst Trst SC Val AlphaDEX DEFISCVI 25 0.2 FWDB Madrona Global Bond n/a 23 0.1 DWAS PwrShrs DWA SC Tech Lead DWATLSC 18 0.3 ACCU Accuvest Global Opportuns n/a 17 0.0 FNY Frst Trst MC Gro AlphaDEX DEFIMDGI 17 0.1 PIQ PwrShrs Dyn MagniQuant DYH 17 0.1 FWDD Madrona Domestic n/a 16 0.0 FWDI Madrona International n/a 15 0.1 PYH PwrShrs MStar StkInvst Core MSICT 14 0.0 FNK Frst Trst MC Val AlphaDEX DEFIMDVI 10 0.0 FYC Frst Trst SC Gro AlphaDEX DEFISCGI 10 0.3 FMK Frst Trst Mega Cap AlphaDEX DEFIMGCI 10 0.1 PHDG PS S&P Downside Hdgd SPVQDTR 9 0.4 QMN IQ Hedge Mkt Neutral Track IQHGMNB 8 0.1 MATH Meidell Tactical Advantage n/a 7 0.0 MMTM SPDR SP1500 Momentum Tilt SPCPMTUP 6 0.0 RWV RevShrs Navellier A-100 REVWLOUT 6 0.0 VLU SPDR S&P 1500 Value Tilt SPCLVTUP 6 0.0 KNOW Direxion AC Insider Senti SBRQAM 5 0.0 VSPY Direxion S&P 500 RC Vol SP5M15T 4 0.0 VSPR Direxion S&P 1500 RC Vol SP15M15T 4 0.0 INSD Direxion LC Insider Sent SBRQAL 4 0.0 MRGR ProShares Merger SPLSALP 4 0.4 VLAT Direxion SP LatAm40 RC Vol SPLAM18N 4 0.0 FVI First Trust VL Eqty Alloc VLFVI 4 0.0 GSRA ALPS/GS Risk-Adj Ret US LC GSRARUS 3 0.0 DBIZ AdvsrShrs PringTrnr BusCyc n/a 3 0.1 GURU Global X Top Guru Holdings GURU 2 0.0

International

EEMV iShares MSCI EM Min Vol M00IEF$O $889 $11.2 ACWV iShares MSCI ACWI Min Vol M00IWD$O 660 2.0 PIE PwrShrs EM Technical Lead DWATREM 262 2.1 EFAV iShares MSCI EAFE Min Vol M00IEA$O 218 3.0 FEM Frst Trst EM

AplhaDEX DEFIEMCI 133 2.3 HGI Guggenheim Internat Multi ZAXIH 120 0.3 PIZ PwrShrs DM Tech Lead DWATRDM 115 1.1 FDT Frst Trst DM exUS AlphaDEX DEFIDMCI 93 2.4 EELV PowerShares S&P EM Low Vol SPEMLVUT 93 0.8 HILO EGShares Low Vol EM Div IHILOT 87 0.6 GRES IQ Global Resources IQGREST 78 0.7 TLTE FlxShr Mstar EM FactorTilt MEMMFT 49 0.7 TLTD FlxShr Mstar DMxUS FacTilt MDXUSFT 43 0.6 GYLD Arrow DJ Global Yield DJGYLDT 32 0.3 FEP Frst Trst Europe AlphaDEX DEFIEUCI 31 0.4 IDLV PwrSars SP Intl DM Low Vol SPIDLVUP 22 0.3 IDHQ PwrShrs SP Intl Dev HiQual SPIDHQRT 19 0.1 PERM Global X Permanent PERM 18 0.2 FPA Frst Trst AP xJP AlphaDEX DEFIAPCI 14 0.2 FLN Frst Trst LatAm AlphaDEX DEFILACI 11 0.1 FCAN First Trust CA AlphaDEX DEFICACT 8 0.2 FJP Frst Trst Japan AlphaDEX DEFIJPCI 7 0.1 FKU First Trust UK AlphaDEX DEFIUKCT 7 0.0 FBZ Frst Trst Brazil AlphaDEX DEFIBZCI 6 0.1

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

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Quantitative (continued)

International (continued)

FCA Frst Trst China AlphaDEX DEFICHCI $5 $0.0 FGM First Trust DE AlphaDEX DEFIGMCT 5 0.0 FSZ First Trust CH AlphaDEX DEFISWCT 5 0.0 FAUS First Trust AU AlphaDEX DEFIAUCT 3 0.0 FKO Frst Trst S Korea AlphaDEX DEFISKCI 3 0.0 IDHB PwrShrs SP Intl Dev HghBta SPIDHBIN 3 0.0 GSAX ALPS/GS MomemBuild AsiaXJ GSMOBUAX 3 0.0 GSGO ALPS/GS Momem Build Gro GSMOBUGM 3 0.0 GSMA ALPS/GS MomemBuild MultAst GSMOBUMA 3 0.0 EEHB PwrShrs S&P EM High Beta SPEMHBIT 2 0.0 FEMS First Trust EM SC AlphaDEX DEFIESCT 2 0.0 FHK First Trust HK AlphaDEX DEFIHKCT 2 0.0 FDTS Frst Trst DM x US SC AlphaD DEFIDSCT 2 0.0 FTW First Trust TW AlphaDEX DEFITWCT 2 0.0

Other

PFF iShares S&P US Preferred SPTREFTR $10,950 $56.3 AMLP Alerian MLP AMZI 4,673 34.3 PGX PowerShares Preferred P0P4 2,189 12.3 PGF PwrShrs Finan Preferred WHPSF 1,740 6.7 PCEF PowerShares CEF Income CEFXTR 404 3.0 PSK SPDR Wells Fargo Preferred WAGG 329 3.4 PSP PwrShr Listed Private Eqty GLPEXUTR 310 1.4 PBP PwrShrs S&P 500 BuyWrite BXM 272 3.3 KLD iShares MSCI USA EGS Sel So TFSSIU 177 0.5 DSI iShares MSCI KLD 400 Social TKLD400U 175 0.7 VIXY ProShares VIX ShTrm Fut SPVXSPID 138 19.6 EMLP Frst Trst NA Energy Infra n/a 137 1.7 IPFF iShares S&P Intl Pref Stck SPPRIUN 126 0.6 MOAT Mkt Vectrs Mstar Wide Moat MWMFTR 113 1.2 YMLP Yorkville High Income MLP YMLP 106 1.1 PFXF Mrkt Vctrs Pref ex Fins WHPSL 104 1.8 EQL ALPS Equal Sector Weight n/a 79 0.3 CSD Guggenheim Spin-Off CLRSOTR 72 0.6 CPI IQ Real Return IQHGCPIT 41 0.4 FPX First Trust US IPO IPXO 30 0.2 VIXM ProShares VIX MdTrm Fut SPVXMPID 30 2.7 IMLP iPath S&P MLP SPMLP 25 0.0 MLPA Global X MLP SOLMLPA 25 0.3 PWO PowerShares Dyn OTC DYO 22 0.1 XMPT Market Vectors CEF Muni CEFMX 16 0.4 CNPF Global X Canada Pref SOLPRECA 15 0.1 VEGA AdvShrs STAR Glb BuyWrite n/a 14 0.3 EAPS Pax MSCI EAFE ESG TFAPESU 13 0.1 MNA IQ Merger Arbitrage IQMNAT 12 0.2 NASI Pax MSCI N Amer ESG NASI 12 0.0 TTFS TrimTabs Float Shrink n/a 11 0.1 SPFF Global X SuperIncome Pref SPPEYN 9 0.2 VIXH FT CBOE SP5 VIX Tail Hedge VXTH 3 0.1

14 | US ETF & ETN Guide Q1 2013

Exchange Traded Notes (ETNs)

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Commodities

General

DJP iPath DJ UBS Commodity DJUBSTR $1,954 $12.1 RJI Elements Rogers Commod ROGRTR 655 3.7 GSC GS Connect S&P GSCI Enh SPGSESTR 251 1.1 UCI ETRACS CMCI Total Return CMCITR 153 0.5 GSP iPath GSCI Total Return SPGSCITR 104 0.8 DJCI ETRACS DJ-UBS Commodity DJUBSTR 70 0.1 LSC Elements S&PComdtyTrends SPTICTR 29 0.1 BCM iPath Pure Beta Broad Comm BCC1C1PT 23 0.1 BLND DJ-UBS Comm 2-4-6 Futures DJUF246T 10 0.2 DPU PwrShrs DB Commod Lg DBCDIX 6 0.0 RGRC RBS Rogers Enhanced Comm RGRCID 4 0.0 SBV iPath Pure Beta SP GSCI-Wgt BCC2C1PT 1 0.0

Specic

OIL iPath Goldman Sachs Oil SPGSCLTR $426 $12.9 RJA Elements Rogers Agricult ROGRAGTR 370 2.3 JJC iPath DJ UBS Copper DJUBHGTR 113 3.1 JJG iPath DJ UBS Grains DJUBGRTR 108 4.4 JJA iPath DJ UBS Agriculture DJUBAGTR 95 0.9 COW iPath DJ UBS Livestock DJUBLITR 72 1.1 RJN Elements Rogers Energy ROGRENTR 70 0.4 JO iPath DJ UBS Coffee DJUBKCTR 68 2.0 DCNG iPath Seasonal Nat Gas BCC2NGST 61 0.1 JJP iPath DJ UBS Precious Met DJUBPRTR 41 0.3 GAZ iPath DJ UBS Natural Gas DJUBNGTR 40 0.3 RJZ Elements Rogers Metals ROGRIMTR 39 0.2 PTM ETRACS UBS Long Platinum CTPLTR 36 0.7 SGG iPath DJ UBS Sugar DJUBSBTR 34 1.5 BAL iPath DJ UBS Cotton DJUBCTTR 33 0.8 JJM iPath DJ UBS Industrial DJUBINTR 32 0.3 NIB iPath DJ UBS Cocoa DJUBCCTR 29 1.0 FUD ETRACS CMCI Food CMFOTR 26 0.2 PGM iPath DJ UBS Platinum DJUBPLTR 26 0.2 UBG ETRACS CMCI Gold CTGCTR 17 0.1 GRU Elements MLCX Grains MLCXGRTR 14 0.3 UAG ETRACS CMCI Agriculture CMAGTR 14 0.3 OLO PowerShares DB Oil Long DBODIX 13 0.1 GASZ ETRACS NatGas Fut Contango GYY 12 0.6 OILZ ETRACS Oil Fut Contango OGZ 10 0.1 JJE iPath DJ UBS Energy DJUBENTR 9 0.1 JJS iPath DJ UBS Softs DJUBSOTR 9 0.3 AGF PowerShares DB Agr Long DBADIX 8 0.2 RGRI RBS Rogers Enhanced IndMet RGRIID 7 0.1 JJT iPath DJ UBS Tin DJUBSNTR 7 0.1 RGRA RBS Rogers Enhanced Agri RGRAID 7 0.2 USV ETRACS CMCI Silver CTSITR 7 0.2 JJN IPath DJ UBS Nickel DJUBNITR 6 0.1 UBM ETRACS CMCI Ind Metals CMIMTR 5 0.0 OLEM iPath Pure Beta Crude Oil BCC2CLPT 5 0.3 LD iPath DJ UBS Lead DJUBPBTR 5 0.1 CHOC iPath Pure Beta Cocoa BCC2CCPT 5 0.2 UBC ETRACS CMCI Livestock CMLVTR 5 0.1 RGRE RBS Rogers Enhanced Energy RGREID 4 0.0 RGRP RBS Rogers Enhance PrecMet RGRPID 4 0.0 JJU iPath DJ UBS Aluminum DJUBALTR 3 0.1 DIRT iPath Pure Beta Agricult BCC1AGPT 3 0.0 UBN ETRACS CMCI Energy CMENTR 3 0.0 WEET iPath Pure Beta Grains BCC1GRPT 3 0.0 CUPM iPath Pure Beta Copper BCC2LPPT 3 0.0

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

15

ETNs

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Commodities (continued)

Specic (continued)

SGAR iPath Pure Beta Sugar BCC2SBPT $3 $0.0 HEVY iPath Pure Beta Indl Met BCC1IMPT 3 0.0 ONG iPath Pure Beta Energy BCC1ENPT 2 0.0 CAFE iPath Pure Beta Coffee BCC2KCPT 2 0.1 BLNG iPath Pure Beta Prec Metal BCC1PMPT 2 0.0 LSTK iPath Pure Beta Livestock BCC1LSPT 2 0.0 CTNN iPath Pure Beta Cotton BCC2CTPT 2 0.0 FUE Elements MLCX Biofuels MLCXBXTR 2 0.0 BDG PwrShrs DB Base Met Lg DBBMIX 2 0.0 NINI iPath Pure Beta Nickel BCC2LNPT 1 0.0 FOIL iPath Pure Beta Aluminum BCC2LAPT 1 0.0 GRN iPath Global Carbon BXIIGCUT 1 0.0 GRWN iPath Pure Beta Softs BCC1SFPT 1 0.0 LEDD iPath Pure Beta Lead BCC2LLPT 1 0.0

Currencies

CNY Market Vectors Renminbi SPCBCNY $44 $0.5 ICI iPath Optimized Curr Carry BXIICIIP 24 0.4 AYT iPath GEMS Asia 8 BXIIGMA8 20 0.1 ERO iPath EUR/USD n/a 6 0.0 JYN iPath JPY/USD n/a 5 0.0 PGD iPath Asian&Gulf Curr Reval BXIIGEMP 3 0.0 GBB iPath GBP/USD n/a 3 0.0 INR Market Vectors-Rupee/USD SPCBINR 2 0.0 JEM iPath GEMS Index BXIIGEM1 1 0.1

Leveraged/Inverse

DGP PwrShrs DB Gold Dbl Lg DGLDIX $442 $12.8 FBG FI Enhanced Big Cap Growth RU10GRTR 146 1.1 MLPL ETRACS UBS 2X Lng MLP AMZI 146 2.2 USLV VelocityShares 3x Silver SPGSSIP 123 27.7 DTYS iPath US Treas 10-YR Bear BXIITETY 112 0.8 BDCL ETRACS 2X Lng WF Bus Dev WFBDCPX 78 1.6 DTO PowerShares DB Oil Dbl Sh DBODIXX 69 11.0 UGAZ VelocityShares 3X Nat Gas SPGSNGP 63 8.2 DZZ PwrShrs DB Gold Dbl Sh DGLDIX 59 2.0 DRR Market Vectors Dbl Sh Euro DSHRTEUR 57 0.8 UGLD VelocityShares 3x Gold SPGSGCP 41 2.8 DAG PowerShares DB Agr Dbl Lg DBADIX 40 1.1 MORL ETRACS 2X Mortgage REIT MVMORT 36 2.0 DLBS iPath US Treas Lng Bd Bear BXIITEUS 24 0.3 JGBS PwrShrs DB Inv JP Govt Bd DBBNJGBS 23 0.2 CSMB CS Merger Arb Liquid 2X CSLABMN 21 0.1 JGBD PwrShrs DB 3x Inv JP GovBd DBBNJGBS 21 0.2 DGZ PowerShares DB Gold Short DGLDIX 21 1.3 BXUC Barc SPX + Long C Leverage SPXT 19 0.5 DTUS iPath US Treas 2-YR Bear BXIITETU 15 0.1 DSLV VelocityShares 3x Inv Silv SPGSSIP 14 5.1 LSKY ETRACS 2x ISE Cloud Comp CPJ 14 0.0 RWXL ETRACS 2X DJ Intl Real Est DWXRS 13 0.2 OFF ETRACS Fshr-Grtmn Risk Off FGRISK 12 0.4 SDYL ETRACS Mnthly 2x S&P Div SPHYDA 12 0.1 BUNT PwrShr DB 3x German Bd Fut DBBNBUNL 12 0.2 DVYL ETRACS Mnthly 2x DJ SelDiv DJDVP 11 0.2 ITLT PwrShr DB 3x Ital Treas Bd DBBNBTPL 11 0.0

DGAZ VelocityShrs 3X Inv NatGas SPGSNGP 10 3.8 ETNs DYY PwrShrs DB Commod Dbl Lg DBCDIX 10 0.1 SSDL ETRACS 2x ISE Solid St Dri BYTX 9 0.0 SZO PowerShares DB Oil Short DBODIXX 8 0.1

Exchange Traded Notes (ETNs)

ETNs

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Leveraged/Inverse (continued)

ROLA iPath LX Russell 1000 RU10INTR $8 $0.0 RTLA iPath LX Russell 2000 RU20INTR 7 0.0 DSTJ JPM Dbl Sh US Lng BD Treas USTLBD 7 0.0 MLPS ETRACS UBS 1xM Shrt MLP AMZIX 6 0.1 DDP PwrShrs DB Commod Sh DBCDIXX 6 0.3 BOM PwrShrs DB BaseMet DblSh DBBMIX 6 0.1 DGLD VelocityShares 3x Inv Gold SPGSGCP 6 0.4 DSXJ JPM Dbl Sh US 10-Y Treas USTTEN 5 0.0 BDD PwrShr DB Base Met Db Lg DBBMIX 5 0.1 BOS PwrShrs DB Base Met Sh DBBMIX 5 0.1 AGA PowerShares DB Agr Dbl Sh DBADIX 5 0.3 EMSA iPath SE MSCI EM NDUEEGF 5 0.0 JGBT PwrShr DB 3x Japan Gov Bd DBBNJGBL 4 0.0 MFSA iPath SE MSCI EAFE NDDUEAFE 4 0.0 BXDB Barc SPX + Short B Leverag SPXT 4 0.0 UUPT PowerShares DB 3X Lng USD USDUPX 4 0.5 SFLA iPath LX S&P 500 TR SPTR 4 0.1 EMLB iPath LE MSCI EM NDUEEGF 4 0.0 UWTI VelocityShares 3X Crude SPGSCLP 3 0.4 PTD ETRACS UBS Short Platinum CTPLER 3 0.0 LPLT VelocityShares 2x Platinum SPGSPLP 3 0.0 MFLA iPath LE MSCI EAFE NDDUEAFE 3 0.0 EIPL ETRACS 2X NextGen Internet NETIPO 3 0.0 IPLT VelocityShares 2x Inv Plat SPGSPLP 3 0.0 BXUB Barc SPX + Long B Leverage SPXT 3 0.0 DEE PwrShrs DB Commod Dbl Sh DBCDIXX 2 0.0 DWTI VelocityShrs 3X Inv Crude SPGSCLP 2 0.2 DFVS iPath US Treas 5-YR Bear BXIITEFV 2 0.0 UDNT PowerShares DB 3X Shrt USD USDDNX 2 0.0 ADZ PowerShares DB Agr Short DBADIX 2 0.0 UOIL VelocityShares 3X Brent SPGSBRP 1 0.1 DOIL VelocityShrs 3X Inv Brent SPGSBRP 1 0.0 URR Market Vectors Dble Lg Euro DLONGEUR 1 0.0

Volatility

VXX iPATH SP500 VIX ST Future SPVXSTR $1,023 $705.8 XIV VelocityShares Inv VIX ShTrm SPVXSP 494 190.6 VQT Barclays ETN+ S&P Veqtor SPVQDTR 353 3.5 XVZ iPath S&P 500 Dynamic VIX SPDVIXTR 218 3.6 TVIX VelocityShares 2X VIX ShTrm SPVXSP 97 19.8 VXZ iPATH SP500 VIX MT Future SPVXMTR 65 16.3 CVOL C-Tracks ETN Volatility CVOLT 37 0.2 ZIV VelocityShares Inv VIX MdTrm SPVXMP 18 0.4 XVIX ETRACS Long-Short VIX SPVXTSER 15 0.3 VIIX VelocityShares VIX ShTrm SPVXSP 13 8.0 BWV iPath CBOE SP500BuyWrite BXM 12 0.1 XXV iPath Inv SP500 VIX ShrtTrm SPVXSP 5 0.1 VIIZ VelocityShares VIX MdTrm SPVXMP 5 0.1 IVOP iPath Inv SP5 VIX ShrtTerm SPVXSP 2 0.0 TVIZ VelocityShares 2X VIX MdTrm SPVXMP 2 0.1

Other

AMJ JPMorgan Alerian MLP AMZ $5,146 $36.4 MLPI UBS ETRACS Alerian MLP Infr AMZI 533 3.4 INP iPath MSCI India NDEUSIA 468 4.0 MLPN CS Cushing 30 MLP MLPX 362 4.0 TRND RBS US LC Trendpilot TPLCUT 96 0.6 CSMA Credit Suisse Merger Arb CSLABMN 75 0.2 TBAR RBS Gold Trendpilot TPGLDUT 56 0.8

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

Bberg Assets Avg Vol * Sym Name Index ($MM) ($MM) Opt. Other (continued)

AMU ETRACS Alerian MLP Index AMZ $36 $0.9 TRNM RBS US MC Trendpilot TPMCUT 35 0.2 MLPG UBS ETRACS Nat Gas MLP ANGI 27 0.3 BDCS ETRACS Wells Fargo Bus Dev WFBDC 22 0.3 CSLS CS Long/Short Liquid CSLABLN 21 0.1 MLPY MS Cushing MLP High Income MLPY 20 0.1 SPGH ETRACS SP5 Gold Hedge SPGL5UT 19 0.2 WMW Elements Mrngstr Wide Moat MWMFTR 19 0.1 CSMN CS MktNeu Global Equity HSGMN 16 0.0 DOD Elements Dogs of the Dow MUTR 15 0.1 TNDQ RBS NASDAQ 100 Trendpilot TPNDQUT 13 0.1 MLPW E-TRACS Wells

Fargo MLP WML 12 0.1 FLAT iPath US Treas Flattener BXIIUSTP 12 0.6 ONN ETRACS Fshr-Grtmn Risk On FGRISK 11 0.3 BARL MS SP500 Crude Oil Lnkd SPOILH 11 0.0 SSDD ETRACS ISE Solid St Drive BYTX 10 0.0 GCE Claymore CEF GS Connect CLMRCEF 9 0.0 ITLY PwrShr DB Ital Treas Bd Fu DBBNBTPL 8 0.0 BUNL PwrShr DB German Bd Fut DBBNBUNL 8 0.1 TWTI RBS Oil Trendpilot n/a 7 0.1 TCHI RBS China Trendpilot TPCHINUT 7 0.1 STPP iPath US Treas Steepener BXIIUSTP 6 0.1 EIPO ETRACS NextGen Internet NETIPO 6 0.1 DTYL iPath US Treas 10-YR Bull BXIITETY 5 0.1 JGBL PwrShr DB Japan Govt Bd Fu DBBNJGBL 5 0.0 CAPE Barclays ETN+ Shiller CAPE BXIICCST 5 0.0 DRGS RBS Global Big Pharma DGETR 5 0.1 ALTL RBS US L/C Alternator ALTLCUT 4 0.0 DTUL iPath US Treas 2-YR Bull BXIITETU 4 0.0 INFL PowerShrs DB US Inflation DBLNLINF 4 0.0 DEFL PowerShrs DB US Deflation DBLNSINF 4 0.0 JFT KEYnotes FT Enh 130/30 LC FTLCTR 4 0.0 DLBL iPath US Treas Lng Bd Bull BXIITEUS 3 0.1 DFVL iPath US Treas 5-YR Bull BXIITEFV 2 0.0 EEH Elements LC Sector Momnt SPBNPSP 1 0.0 GWO Elements CS Global Warm CSGWMXTR 1 0.0

16 | US ETF & ETN Guide Q1 2013

Selected Risk Considerations

An investment in the iPath ETNs described herein (the “ETNs”) involves risks. Selected risks are summarized here, but we urge you to read the more detailed explanation of risks described under “Risk Factors” in the applicable prospectus supplement and pricing supplement.

You May Lose Some or All of Your Principal: The ETNs are exposed to any change in the level of the underlying index between the inception date and the applicable valuation date. Additionally, if the level of the underlying index is insufcient to offset the negative effect of the investor fee and other applicable costs, you will lose some or all of your investment at maturity or upon redemption, even if the value of such index has increased or decreased, as the case may be. Because the ETNs are subject to an investor fee and any other applicable costs, the return on the ETNs will always be lower than the total return on a direct investment in the index components. The ETNs are riskier than ordinary unsecured debt securities and have no principal protection.

Credit of Barclays Bank PLC: The ETNs are unsecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of Barclays Bank PLC will affect the market value, if any, of the ETNs prior to maturity or redemption. In addition, in the event Barclays Bank PLC were to default on its obligations, you may not receive any amounts owed to you under the terms of the ETNs.

A Trading Market for the ETNs May Not Develop: Although the ETNs are listed on NYSE Arca, a trading market for the ETNs may not develop and the liquidity of the ETNs may be limited, as we are not required to maintain any listing of the ETNs.

No Interest Payments from the ETNs: You may not receive any interest payments on the ETNs.

Restrictions on the Minimum Number of ETNs and Date Restrictions for Redemptions: You must redeem at least 25,000 or 50,000 (depending on the series) ETNs of the same series at one time in order to exercise your right to redeem your ETNs on any redemption date. You may only redeem your ETNs on a redemption date if we receive a notice of redemption from you by certain dates and times as set forth in the pricing supplement.

Uncertain Tax Treatment: Signicant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation.

Barclays Bank PLC has led a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus and other documents Barclays Bank PLC has led with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting www.iPathETN.com or EDGAR on the SEC website at www.sec.gov. Alternatively, Barclays Bank PLC will arrange for Barclays Capital Inc. to send you the prospectus if you request it by calling toll-free 1-877-764-7284, or you may request a copy from any other dealer participating in the offering.

BlackRock Investments, LLC. assists in the promotion of the iPath ETNs.

The ETNs may be sold throughout the day on the exchange through any brokerage account. Commissions may apply and there are tax consequences in the event of sale, redemption or maturity of ETNs.

Barclays Capital Inc. and its afliates and BlackRock Investments, LLC., and its afliates do not provide tax advice and nothing contained herein should be construed to be tax advice. Please be advised that any discussion of U.S. tax matters contained herein (including any attachments) (i) is not intended or written to be used, and cannot be used, by you for the purpose of avoiding U.S. tax-related penalties; and (ii) was written to support the promotion or marketing of the transactions or other matters addressed herein. Accordingly, you should seek advice based on your particular circumstances from an independent tax advisor.

“Standard & Poor’s®,” “S&P®,” “S&P 500®,” “Standard & Poor’s 500™” and “S&P 500 VIX Mid-Term Futures™” are trademarks of Standard & Poor’s Financial Services LLC (“S&P”) and have been licensed for use by Barclays Bank PLC. “VIX” is a registered trademark of the Chicago Board Options Exchange, Incorporated (“CBOE”) and has been licensed for use by S&P. The Securities are not sponsored, endorsed, sold or promoted by S&P or the CBOE. S&P and CBOE make no representation, condition or warranty, express or implied, to the owners of the Securities or any member of the public regarding the advisability of investing in securities generally or in the Securities or in the ability of either index to track market performance. “Russell 1000® Index” and “Russell 2000® Index” are trademarks of Frank Russell Company and have been licensed for use by Barclays Bank PLC. The Securities are not sponsored, endorsed, sold, or promoted by Frank Russell Company and Frank Russell Company makes no representation regarding the advisability of investing in the Securities.

The MSCI indexes are the exclusive property of MSCI, Inc. (“MSCI”). MSCI and the MSCI index names are servicemark(s) of MSCI or its affiliates and have been licensed for use for certain purposes by Barclays Bank PLC. The financial securities referred to herein are not sponsored, endorsed or promoted by MSCI, and MSCI bears no liability with respect to any such financial securities. The relevant pricing supplement contains a

more detailed description of the limited relationship MSCI has with Barclays Bank PLC and any related financial securities. No purchaser, seller or holder of this product, or any other person or entity, should use or refer to any MSCI trade name, trademark or servicemark to sponsor, endorse, market or promote this product without first contacting MSCI to determine whether MSCI’s permission is required. Under no circumstances may any person or entity claim any affiliation with MSCI without the prior written permission of MSCI.

©2013 Barclays Bank PLC. All rights reserved. iPath, iPath ETNs, and the iPath logo are registered trademarks of Barclays Bank PLC. All other trademarks, servicemarks, or registered trademarks are the property, and used with the permission, of their respective owners.

2299-22AN-11/10

Not FDIC Insured No Bank Guarantee May Lose Value

2013 options expiration calendar

January

SM TW TF S

1 23 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

April

S M T W T F S

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

July

SM TW TF S

12 3 4 56 789 10 11 12 13

14 15 16 17 18 19 20

21 22 23 24 25 26 27

28 29 30 31

October

S M T W T F S

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, and cash-settled currency options expiration date1

A.M. settled index options cease trading

Exchange holiday (additional holidays may be announced) Expiring equity and P.M. settled index options cease trading.

Expiring cash-settled currency options cease trading at 12:00pm EST.

1Equity LEAPS® expire in January. Index LEAPS® expire in December, January, and June.

Note: While these dates are accurate as of 11/29/12, they are subject to change. Weekly expirations occur every Friday with the exception of Expiration Fridays.

Approval for distribution

P Americas P EMEA P Asia

2013 Options Expiration Calendar

February

S M T W T F S

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

May

S M T W T F S

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

August

SM TW TF S

12 3 45678 910

11 12 13 14 15 16 17

18 19 20 21 22 23 24

25 26 27 28 29 30 31

November

S M T W T F S

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

March

S M T W T F S

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

June

S M T W T F S 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

September

SM TW TF S

1 2 34567

89 10 11 12 13 14

15 16 17 18 19 20 21

22 23 24 25 26 27 28

29 30

December

S M T W T F S

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

2016 Equity LEAPS® added VIX expiration date Quarterly expiration date Bank holiday

Approval for distribution

Americas

EMEA

Asia