FWP 1 d572131dfwp.htm FREE WRITING PROSPECTUS --US-ETF-ETN GUIDE Q3 2013 Free Writing Prospectus --US-ETF-ETN Guide Q3 2013

Free Writing Prospectus

Filed Pursuant to Rule 433

Registration No. 333-190038

July 23, 2013

 

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Equities Flow Derivatives Exchange Traded Funds (ETFs) Equities Assets (bn) Page US Indices: Broad-Based Total Market Broad-Based, Large Cap Broad-Based, Mid Cap Broad-Based, Small Cap Broad-Based, Micro Cap Broad-Based $360.0 1 US Indices: Value Total Market Value, Large Cap Value, Mid Cap Value, Small Cap Value $60.0 1 US Indices: Growth Total Market Growth, Large Cap Growth, Mid Cap Growth, Small Cap Growth $62.1 1 Sectors Consumer Discretionary, Consumer Staples, Energy, Financials, Healthcare, Industrials, Materials, Multi-Sector, Real Estate, Technology, Telecommunications, Utilities, Water and Clean Energy $225.9 2 International Global, Asia Pacific, Europe, North America, Emerging Markets – Regional, Emerging Markets – General $252.6 4 Leveraged – Equities $10.6 6 Inverse – Equities $10.2 6 Dividend Domestic, International $85.0 7 FICC Fixed Income US Credit, US Government, Aggregate and Other, International, Municipal $229.2 9 Commodities $67.1 10 Currencies $3.3 10 Leveraged – FICC $1.6 11 Inverse – FICC $7.9 11 Specialty Active $10.6 13 Fundamental $5.8 13 Life Cycle and Allocation $1.0 13 Long/Short $0.3 13 Quantitative Domestic, International $23.1 13 Other $25.3 14 Exchange Traded Notes (ETNs) Commodities General, Specific $4.5 15 Currencies $0.1 15 Leveraged/Inverse $2.8 15 Volatility $2.5 16 Other $10.0 16 Contacts Index and Portfolio Desk Analysts Trading Gabi Baez +1 212 526 9374 gabriela.baez@barclays.com Laura Magnani +1 212 526 0383 laura.magnani@barclays.com William Prager +1 212 526 8979 william.prager@barclays.com Ryan Laffey +1 212 526 8979 ryan.laffey@barclays.com 1 All data and product names in this guide are derived from Bloomberg as of July 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. US ETF & ETN Guide1 Q3 2013 1,477 US Listed Products Total $1,461bn in ETF Assets and ETNs issued This Is Not a Product of Barclays Research. This Is a Product of Barclays Desk Analysts and Trading. For Institutional Investors Only.


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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).


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Equities 1 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* US Indices: Broad-Based Total Market Broad-Based VTI Vanguard Total Stock Mkt CRSPTMT $31,654 $170.8 ü IWV iShares Russell 3000 RU30INTR 4,425 26.0 ü VXF Vanguard Extended Market SPTRCMI 2,438 13.5 ü SCHB Schwab US Broad Market DW25T 2,052 16.6 ü ITOT iShares Core S&P Total Mkt SPTRSUPR 817 6.3 ü IYY iShares DJ US Index DJUS 731 2.8 TMW SPDR Russell 3000 RAY 510 0.5 ONEQ Fidelity NASDAQ Composite CCMP 206 1.0 NYC iShares NYSE Composite NYA 89 1.0 VTHR Vanguard Russell 3000 RU30INTR 76 0.4 Large Cap Broad-Based SPY SPDR S&P 500 SPX $139,793 $20,950.5 ü IVV iShares S&P 500 SPTR 42,455 690.7 ü DIA SPDR DJ Indust Avg INDU 12,936 928.1 ü VOO Vanguard S&P 500 SPXT 9,959 125.9 ü IWB iShares Russell 1000 RU10INTR 7,812 49.7 ü RSP Guggenheim S&P 500 EW SPXEWI 4,181 42.2 ü OEF iShares S&P 100 SPTR100 4,102 62.9 ü VV Vanguard LC CRSPLCT 4,100 16.2 ü SCHX Schwab US LC DWLT 1,682 11.6 ü MGC Vanguard Mega Cap CRSPMET 577 2.3 ü XLG Guggenheim Russell Top 50 RTOP50 530 3.0 JKD iShares Mrngstr LC MLCRT 382 1.4 VONE Vanguard Russell 1000 RU10INTR 207 1.3 EUSA iShares MSCI USA GDDUUS 179 0.6 EWRI Guggenheim Russell 1000 EW RU1ELCTR 65 0.4 IWL iShares Russell T200 RUTPINTR 63 0.4 NY iShares NYSE 100 NYID 58 0.2 ELR SPDR Russell 1000 RIY 38 0.2 Mid Cap Broad-Based IJH iShares S&P MC 400 SPTRMDCP $16,475 $101.6 ü MDY SPDR S&P MC 400 MID 13,203 484.6 ü IWR iShares Russell MC RUMCINTR 7,795 34.9 ü VO Vanguard MC CRSPMIT 5,244 20.1 ü SCHM Schwab US MC DWMT 527 5.5 ü JKG iShares Mrngstr MC MMCRT 204 0.8 IVOO Vanguard S&P MC 400 SPTRMDCP 180 1.3 EMM SPDR Russell SC Complete RSCC 97 0.5 EWRM Guggenheim Russell MC EW RUMEMCTR 66 0.3 Small Cap Broad-Based IWM iShares Russell 2000 RU20INTR $23,566 $3,655.8 ü IJR iShares S&P SC 600 SPTRSMCP 10,882 73.8 ü VB Vanguard SC CRSPSCT 6,616 34.6 ü SCHA Schwab US SC DWST 1,284 9.8 ü SLY SPDR S&P SC 600 SML 328 1.2 VTWO Vanguard Russell 2000 RU20INTR 233 3.1 JKJ iShares Mrngstr SC MSCRT 165 0.7 VIOO Vanguard S&P SC 600 SPTRSMCP 80 0.5 EWRS Guggenheim Russell 2000 EW RU2ESCTR 16 0.1 Micro Cap Broad-Based IWC iShares Micro-cap RUMRINTR $674 $3.9 ü FDM First Trust DJ Sel MicroCap DJSM 126 0.8 PZI PwrShrs Zacks MicroCap ZAX 46 0.3 WMCR Wilshire Micro-Cap W5KMICRO 37 0.2 Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* US Indices: Value Total Market Value IWW iShares Russell 3000 Value RU30VATR $423 $1.5 Large Cap Value IWD iShares Russell 1000 Value RU10VATR $18,345 $136.7 ü VTV Vanguard Value CRSPLCVT 10,808 60.4 ü IVE iShares S&P 500 Value SPTRSVX 6,188 50.6 ü SCHV Schwab US LC Value DWLVT 662 4.0 ü MGV Vanguard Mega Cap Value CRSPMEVT 611 2.4 ü JKF iShares Mrngstr LC Value MLVLT 438 2.5 RPV Guggenheim S&P 500 PureVal SPXPV 252 2.4 VONV Vanguard Russell 1000 Val RU10VATR 189 1.4 SPYV SPDR S&P 500 Value SPTRSVX 160 0.7 IWX iShares Russell T200 Value RUTPVATR 142 1.4 VOOV Vanguard S&P 500 Val SPTRSVX 111 0.8 Mid Cap Value IWS iShares Russell MC Value RUMCVATR $4,952 $37.9 ü IJJ iShares S&P MC 400 Value MIDV 3,078 14.7 ü VOE Vanguard MC Value CRSPMIVT 1,745 9.3 ü JKI iShares Mrngstr MC Value MMVLT 130 0.6 RFV Guggenheim S&P 400 PureVal SPMPV 62 0.5 MDYV SPDR S&P MC 400 Value SPTRMV 50 0.5 IVOV Vanguard S&P MC 400 Val SPTRMV 27 0.3 Small Cap Value IWN iShares Russell 2000 Value RU20VATR $5,312 $100.0 ü VBR Vanguard SC Value CRSPSCVT 3,180 12.1 ü IJS iShares S&P SC 600 Value SMLV 2,498 10.6 ü JKL iShares Mrngstr SC Value MSVLT 292 2.2 SLYV SPDR S&P SC 600 Value SPTRSV 186 1.1 RZV Guggenheim S&P 600 PureVal SPSPV 92 0.6 VTWV Vanguard Russell 2000 Val RU20VATR 38 0.3 VIOV Vanguard S&P SC 600 Val SPTRSV 25 0.2 US Indices: Growth Total Market Growth IWZ iShares Russell 3000 Gro RU30GRTR $405 $1.6 Large Cap Growth IWF iShares Russell 1000 Gro RU10GRTR $19,300 $157.7 ü VUG Vanguard Growth CRSPLCGT 10,578 47.9 ü IVW iShares S&P 500 Growth SPTRSGX 7,385 46.9 ü MGK Vanguard Mega Cap Growth CRSPMEGT 1,040 4.8 ü SCHG Schwab US LC Growth DWLGT 764 4.2 ü RPG Guggenheim S&P 500 PureGro SPXPG 504 2.9 JKE iShares Mrngstr LC Growth MLGRT 435 1.6 IWY iShares Russell T200 Growth RUTPGRTR 379 1.6 SPYG SPDR S&P 500 Growth SPTRSGX 253 0.7 VONG Vanguard Russell 1000 Gro RU10GRTR 147 1.3 VOOG Vanguard S&P 500 Growth SPTRSGX 138 0.7 Mid Cap Growth IJK iShares S&P MC 400 Growth MIDG $3,789 $17.3 ü IWP iShares Russell MC Growth RUMCGRTR 3,722 22.5 ü VOT Vanguard MC Growth CRSPMIGT 1,581 6.4 ü RFG Guggenheim S&P 400 PureGro SPMPG 614 2.8 JKH iShares Mrngstr MC Growth MMGRT 174 0.5 IVOG Vanguard S&P MC 400 Gro SPTRMG 170 1.0 MDYG SPDR S&P MC 400 Growth SPTRMG 93 0.7 Exchange Traded Funds (ETFs) Equities


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2 | US ETF & ETN Guide Q2 2013 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* US Indices: Growth (continued) Small Cap Growth IWO iShares Russell 2000 Gro RU20GRTR $5,163 $103.1 ü VBK Vanguard SC Growth CRSPSCGT 2,890 12.0 ü IJT iShares S&P SC 600 Growth SMLG 2,092 11.5 ü SLYG SPDR S&P SC 600 Growth SPTRSG 234 1.2 JKK iShares Mrngstr SC Growth MSGRT 95 0.3 RZG Guggenheim S&P 600 PureGro SPSPG 80 0.4 VTWG Vanguard Russell 2000 Gro RU20GRTR 51 0.6 VIOG Vanguard S&P SC 600 Gro SPTRSG 22 0.2 Sectors Consumer Discretionary XLY Cons Discret Sector SPDR IXY $6,292 $297.1 ü XHB SPDR S&P Homebuilders SPSIHOTR 2,412 183.3 ü ITB iShares US Home Constr DJSHMBT 2,074 113.0 ü XRT SPDR S&P Retail SPSIRETR 1,202 340.1 ü VCR Vanguard Cons Discret M2US5CDI 912 7.0 ü FXD First Trust Cons Discr STRQCD 704 3.8 ü IYC iShares US Cons Svcs DJUSCYT 413 3.5 RXI iShares Glb Cons Discr SGDNW 208 2.0 PBS PowerShares Dyn Media DZMTR 184 2.6 PEJ PwrShrs Dyn Leisure & Ent DZLTR 112 1.0 PKB PwrShrs Dyn Build & Constr DWCTR 101 1.3 PSCD PwrShr S&P SC Cons Dis SPSU6CDT 83 0.3 RCD Guggenheim S&P 500 EW CD S25 67 0.5 BJK Market Vectors-Gaming MVBJKTR 49 1.0 RTH Market Vectors Retail MVRTHTR 36 3.7 ü PMR PowerShares Dyn Retail DWRTR 30 0.6 PEZ PwrShrs Dyn Cons Discr EZZTR 22 0.4 CARZ Frst Trst NASDAQ Global Auto QAUTO 19 0.6 IPD SPDR S&P Intl Cons Discret SPBMUCUP 16 0.2 AXDI iShrs MSCI ACWIxUS ConsDisc MSWDUCDN 4 0.0 EMDI iShares MSCI EM ConsDisc M1EF0CD 2 0.1 VGEM EGShares Cons Svcs GEMS DJECNT 2 0.0 Consumer Staples XLP Cons Staples Sector SPDR IXR $6,462 $380.7 ü VDC Vanguard Cons Staples M2US5CSI 1,488 10.4 ü FXG First Trust Cons Staples STRQCS 603 5.2 KXI iShares Glb Cons Stap SGCSNW 582 4.5 ü IYK iShares US Cons Goods DJUSNCT 459 2.9 PBJ PwrShrs Dyn Food & Bev DZFTR 300 2.1 ü RHS Guggenheim S&P 500 EW CS S30 70 1.1 PSL PowerShares Dyn Cons Stap EZSTR 36 0.1 IPS SPDR S&P Intl Cons Stap SPBMU3UP 35 0.2 PSCC PwrShr S&P SC Cons St SPSU6CST 24 0.2 AXSL iShrs MSCI ACWIxUS Cons St MSWDUCSN 7 0.1 GGEM EGShares Cons Goods GEMS DJECGT 2 0.0 Energy XLE Energy Sector SPDR IXE $8,118 $889.8 ü VDE Vanguard Energy M2US5ENI 2,179 11.3 ü OIH Market Vectors Oil Service MVOIHTR 1,702 186.0 ü IYE iShares US Energy DJUSENT 1,373 18.3 ü IXC iShares Glb Energy SGESNW 942 5.3 ü XOP SPDR S&P Oil & Gas E&P SPSIOPTR 896 246.7 ü FCG First Trust ISE Nat Gas FUM 435 11.8 ü IEZ iShares US Oil Eqp&Svc DJSOEST 387 7.7 ü IEO iShares US O&G E&P DJSOEPT 340 9.5 ü XES SPDR S&P O&G Equip&Svcs SPSIOS 273 6.8 ü Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Sectors (continued) Energy (continued) FXN First Trust Energy STRQEN $198 $1.6 KOL Market Vectors-Coal MVKOLTR 151 3.9 ü PXI PowerShares Dyn Energy EZKTR 134 1.5 PXJ PwrShrs Dyn Oil & Gas Svcs DWOTR 114 1.4 ü PXE PwrShrs Dyn Energy E&P DWETR 103 1.6 NLR Mkt Vect Nuclear Energy DXNE 72 0.4 ü ENY Guggenheim Canada Energy SWMEID 54 0.3 RYE Guggenheim S&P 500 EW Ener S10 33 0.5 PSCE PwrShr S&P SC Energy SPSU6ET 29 0.3 GNAT WisdomTree Glb Natl Resour WTIDGNRT 22 0.1 FRAK MktVctrs Unconventional O&G MVFRAKTR 17 0.2 ü IPW SPDR S&P Intl Energy SPBMU1UP 12 0.1 NUCL iShares Glb Nuclr Ener SPGTNEN 8 0.1 OGEM EGShares Energy GEMS DJEEOT 7 0.1 AXEN iShrs MSCI ACWIxUS Energy MSWDUENN 5 0.0 FILL iShrs MSCI Glb Energy Prod M1WDSEPI 5 0.0 CHIE Global X China Energy CHIE 4 0.0 IOIL IQ Global Oil SC IQSMOILT 2 0.0 EMEY iShares MSCI EM Energy MXEF5EN 2 0.4 Financials XLF Financial Sector SPDR IXM $15,226 $951.2 ü KBE SPDR S&P Bank SPSIBK 2,427 46.1 ü KRE SPDR S&P Regional Bank SPSIRBK 2,186 63.6 ü VFH Vanguard Financials M2US5FNI 1,415 9.9 ü IYF iShares US Financial DJUSFNT 1,155 23.8 ü IYG iShares US Finan Svcs DJUSFV 518 6.2 ü IAT iShares US Reg Banks DJSRBKT 470 3.3 ü FXO First Trust Financial STRQFN 383 3.0 ü KIE SPDR S&P Insurance SPSIINS 334 9.8 ü IXG iShares Glb Financials SGFSNW 294 3.9 KBWB PowerShares KBW Bank BKXTR 135 7.9 ü IAI iShares US Broker Dlrs DJSINVT 130 2.6 ü IAK iShares US Insurance DJSINST 122 1.2 PSCF PwrShr S&P SC Finance SPSU6FT 84 0.3 EUFN iShares MSCI Europe Fin MXEU0FN 83 1.2 KCE SPDR S&P Capital Markets SPSICM 74 1.4 ü RYF Guggenheim S&P 500 EW Fin S40 70 1.0 KBWP PowerShares KBW Prop&Cas KPXTR 32 0.5 RWW RevenueShares Financial REVWFINT 30 0.3 KBWR PowerShares KBW Reg Bank KRXTR 28 0.6 QABA Frst Trst NQ ABA Comm Bk ABQI 26 0.3 PFI PowerShares Dyn Financial EZFTR 21 0.2 RKH Market Vectors Bank & Brkr MVRKHTR 14 0.6 FEFN iShares MSCI Far East Fin MXFA0FN 9 0.2 KBWC PowerShares KBW Cap Mkts KSXTR 8 0.4 IPF SPDR S&P Intl Financials SPBMU4UP 8 0.1 KME SPDR S&P Mortgage Finance SPSIMF 8 0.1 KBWI PowerShares KBW Insurance KIXTR 6 0.0 EMFN iShares MSCI EM Financials MXEF0FN 6 0.1 CHIX Global X China Financials CHIF 5 0.3 ü FGEM EGShares Financials GEMS DJEFNT 4 0.0 AXFN iShares MSCI ACWI exUS Fin MXWDUFN 2 0.0 KBWX PowerShares KBW Intl Finan KGXTR 2 0.0 BRAF Global X Brazil Financials SOLBZLX 2 0.0 Exchange Traded Funds (ETFs) Equities


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3 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Sectors (continued) Healthcare XLV Health Care Sector SPDR IXV $6,746 $377.3 ü IBB iShares Nasdaq Biotech NBI 3,320 100.4 ü VHT Vanguard Health Care M2US5HCI 1,786 13.5 ü IYH iShares US Healthcare DJUSHC 997 8.8 ü XBI SPDR S&P Biotech SPSIBITR 926 26.4 ü FXH First Trust Health Care STRQHC 846 6.8 IXJ iShares Glb Healthcare SGHNW 783 6.2 FBT Frst Trst NYSE Arca Biotech BTK 570 5.5 ü PJP PowerShares Dyn Pharma DZRTR 563 4.8 XPH SPDR S&P Pharmaceuticals SPSIPHTR 486 3.1 IHE iShares US Pharmaceut DJSPHMT 469 3.5 IHI iShares US Med Equip DJSMDQT 400 5.0 IHF iShares US HC Providers DJSHCPT 358 2.9 ü BBH Market Vectors Biotech MVBBHTR 304 6.5 ü PPH Market Vectors Pharma MVPPHTR 244 4.1 ü PBE PwrShr Dyn Biotech & Gen DZOTR 170 0.5 RYH Guggenheim S&P 500 EW HC S35 133 1.9 PSCH PwrShr S&P SC Healthca SPSU6HCT 120 0.6 PTH PowerShares Dyn Healthcare EZXTR 64 0.4 IRY SPDR S&P Intl Health Care SPBMUHUP 58 0.7 XHS SPDR S&P HC Srvs SPSIHP 45 0.5 XHE SPDR S&P HC Equipment SPSIHE 20 0.1 AXHE iShrs MSCI ACWIxUS Health MSWDUHCN 15 0.1 HGEM EGShares HealthCare GEMS DJEHKT 6 0.1 Industrials XLI Industrial Sector SPDR IXI $5,209 $449.2 ü IYJ iShares US Industrial DJUSINT 1,190 12.5 ü VIS Vanguard Industrials M2US5INI 825 6.5 ü IYT iShares Transportation DJTTR 566 65.7 ü EXI iShares Glb Industrial SGNNW 243 2.5 FXR First Trust Industrials STRQIN 228 2.3 ITA iShares US Aerosp & Def DJSASDT 105 0.8 PPA PwrShrs Aerospace & Def DXS 52 0.4 PRN PowerShares Dyn Industrial EZLTR 51 0.4 PSCI PwrShr S&P SC Indust SPSU6IT 49 0.4 XTN SPDR S&P Transportation SPSITN 47 0.8 RGI Guggenheim S&P 500 EW Inds S20 47 0.4 XAR SPDR S&P Aero & Def SPSIAD 20 0.1 IPN SPDR S&P Intl Industrials SPBMU2UP 11 0.1 CHII Global X China Industrials CHII 3 0.0 ü AXID iShrs MSCI ACWIxUS Indust MSWDUINN 3 0.0 IGEM EGShares Industrial GEMS DJEIDT 3 0.0 Materials GDX Market Vectors Gold Miners GDM $5,680 $693.8 ü XLB Materials Sector SPDR IXB 2,879 295.7 ü GDXJ Mkt Vect Junior Gold Miners MVGDXJTR 1,130 59.5 ü VAW Vanguard Materials M2US5MTI 763 7.0 ü XME SPDR S&P Metals & Mining SPSIMM 526 135.7 ü IYM iShares US Basic Mat DJUSBMT 478 10.5 ü MXI iShares Glb Materials SGMNW 366 2.9 WOOD iShares Glb Timb&For SPGTTFT 284 2.2 ü FXZ First Trust Materials STRQMT 252 2.7 ü CUT Guggenheim Timber CGTBR 217 2.3 PICK iShrs MSCI GlbSel Met&Min M1WDS1PI 203 0.6 SIL Global X Silver Miners SOLGLOSI 176 3.0 ü URA Global X Uranium SOLURA 131 1.3 ü REMX MrktVctrs RareEarth/StratMet MVREMXTR 116 0.9 ü Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Sectors (continued) Materials (continued) SLX Market Vectors Steel STEEL $99 $3.5 ü PYZ PwrShrs Dyn Basic Material EZBTR 71 0.8 RTM Guggenheim S&P 500 EW Mats S15 37 0.3 COPX Global X Copper Miners SOLGLOCO 29 0.5 ü CU First Trust ISE Glb Copper ISC 28 0.4 ü GLDX Global X Gold Explorers SOLGLDX 26 0.7 ü RING iShrs MSCI Glb Gold Miners M1WDS1MI 26 0.7 CCXE WisdomTree Comm Country WTIDCCET 21 0.1 SOIL Global X Fertilizer/Potash SOLFERT 20 0.2 PSAU PwrShrs Glb Gold&PrecMet QGLX 18 0.3 PLTM First Trust ISE Glb Platin ORE 9 0.2 ü PSCM PwrShr S&P SC Mater SPSU6MT 9 0.1 IRV SPDR S&P Intl Materials SPBMU6UP 8 0.1 EMT EGShares EM Met & Min DJEMTT 6 0.0 EMMT iShares MSCI EM Materials MXEF0MT 5 0.1 SLVP iShrs MSCI Glb Silv Miners M1WDSSMI 4 0.1 JUNR Global X Junior Miners VXTUAR 4 0.1 GGGG Global X Pure Gold Miners SOLGGGG 3 0.0 LGEM EGShares Basic Mat GEMS DJEBMT 3 0.0 AXMT iShrs MSCI ACWIxUS Mater MSWDUMTN 2 0.1 CHIM Global X China Materials CHIMAT 2 0.0 SILJ PureFunds ISE Jr Silv SC ZIR 1 0.1 GEMS PureFunds ISE Diamond/Gem ZIG 1 0.1 MSXX PureFunds ISE Mining Serv ZIM 1 0.2 Multi-Sector QQQ PowerShares QQQ XNDX $34,581 $2,313.2 ü MOO Mkt Vectors Agribusiness MVMOOTR 4,903 22.1 ü GUNR FlxShr Glb Upstream NatRes MUNRT 2,368 18.6 ü IGE iShares S&P NA Nat Res SPGSSINR 1,903 13.9 ü ECON EGShares EM Consumer Titan DJECONT 993 8.2 IGF iShares S&P Glb Infrastruc SPGTINNT 458 3.2 GNR SPDR S&P Glb Nat Resour SPGNRUP 420 4.8 CHIQ Global X China Consumer CHIQ 159 2.4 ü EMIF iShares S&P EM Infrastruc SPGEIFDT 114 0.7 HAP Market Vectors Hard Assets RVEIT 110 0.9 ü PAGG PwrShrs Global Agriculture QAGX 95 0.4 PXR PwrShrs EM Infrastruct EIBIT 78 0.5 QQXT First Trust NDX Ex-Tech NDXM 61 0.5 INXX EGShares India Infr IINXXT 59 0.2 BRXX EGShares Brazil Infr IBRXXT 57 0.5 LIT Global X Lithium SOLLIT 45 0.3 ü SEA Guggenheim Shipping DJGSHT 35 0.5 ü CROP IQ Global Agribusiness SC IQSMCROT 35 0.1 ü VEGI iShares MSCI Glb Agri Prod M1WDSGPI 33 0.4 PSCU PwrShr S&P SC Util SPSU6UT 31 0.1 PXN PowerShares Lux Nanotech LUXNI 22 0.4 BRAQ Global X Brazil Consumer SOLBZLC 20 0.2 FLM First Trust ISE Glb Eng&Cons CVL 15 0.1 HECO Huntington EcoLogical Strat n/a 15 0.1 GRID First Trust NQ Smart Grid QGRD 11 0.1 CHXX EGShares China Infr ICHXXT 9 0.1 FONE FrstTrst NDAQ CEA Smrtphn QFON 8 0.1 QQQE Direxion NASDAQ-100 EW NDXE 5 0.3 INCO EGShares India Consumer IINCOT 4 0.2 EMDD EGShares EM Dom Demand IEMDDT 3 0.0 Exchange Traded Funds (ETFs) Equities


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4 | US ETF & ETN Guide Q2 2013 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Sectors (continued) Real Estate VNQ Vanguard REIT RMZ $17,814 $221.1 ü IYR iShares US Real Estate DJUSRET 4,116 738.7 ü RWX SPDR DJ Intl Real Estate DWXRSN 3,684 25.9 ü ICF iShares Cohen&Steers REIT RMP 2,858 31.9 ü RWR SPDR DJ REIT DWRTF 2,197 18.2 ü REM iShares Mortgage RE Cap TFNMRC 952 17.6 ü RWO SPDR DJ Glb Real Estate DWGRSN 917 8.3 ü VNQI Vanguard GlblxUS Real Est SPBMGUU 785 7.4 ü IFGL iShares Intl Dev Real Est TRGXUU 690 18.4 ü SCHH Schwab US REIT DWRTFT 558 5.3 ü REZ iShares Residential RE Cap TFN17C 356 3.1 FRI First Trust S&P REIT SPREIT 285 5.4 ü WPS iShares Intl Property SPBMWUUT 170 1.5 GRI C&S Global Realty Majors GRM 109 0.9 DRW WisdomTree GlblxUS RealEst WTIRGRET 109 0.8 MORT Market Vectors Mortg REIT MVMORTTR 102 1.7 FFR Frst Trst EPRA/NAREIT Glb UNGL 101 0.8 FTY iShares Real Estate 50 FNR5TR 93 0.7 KBWY PwrShrs KBW Prem Yld REIT KYXTR 88 1.7 ROOF IQ US Real Estate SC IQSMREST 54 0.9 IFAS iShares Asia Dev Real Est TRGASU 36 0.6 TAO Guggenheim China RE ACNRET 34 1.9 ü IFNA iShares NA Dev Real Estate TRGNAU 32 0.2 WREI Wilshire US REIT WILREIT 19 0.1 RTL iShares Retail RE Cap TFN20C 17 0.3 IFEU iShares Eur Dev Real Est NUPRA 15 0.1 FNIO iShares Indu/Office RE Cap TFN13C 12 0.1 Technology XLK Technology Sector SPDR IXT $10,951 $255.5 ü VGT Vanguard Technoloy M2US5ITI 3,203 15.7 ü IYW iShares US Technology DJUSTCT 2,265 19.7 ü FDN First Trust DJ Internet DJINET 1,112 8.2 ü IGV iShares NA Tech-Software SPGSTISO 719 5.4 ü IGM iShares NA Technology SPGSTI 582 2.4 IXN iShares Global Tech SGINW 535 3.1 SMH Market Vectors Semicons MVSMHTR 299 66.6 ü FXL First Trust Technology STRQTC 284 2.5 SOXX iShares PHLX Semicond SOX 250 13.1 ü IGN iShares NA TechMMedia Ntwk SPGIIPTR 224 3.1 ü RYT Guggenheim S&P 500 EW Tech S45 199 1.9 MTK SPDR MS Technology MSH 181 0.3 PSCT PwrShr S&P SC Info Tech SPSU6TT 145 0.8 QQEW First Trust NDX Equal Wgt NDXE 144 1.4 ü QTEC First Trust NDX Technology NDXT 126 0.9 ü SKYY First Trust ISE Cloud Comp CPQ 95 0.7 ü PNQI PwrShrs NASDAQ Internet NETX 73 0.6 XSD SPDR S&P Semiconductor SPSISCTR 67 4.5 ü PSJ PowerShares Dyn Software DZCTR 51 0.2 PXQ PowerShares Dyn Networking DZNTR 32 0.2 PTF PowerShares Dyn Technology EZVTR 31 0.1 CQQQ Guggenheim China Tech ACNITTR 19 0.2 ü PSI PwrShrs Dyn Semiconductors DZETR 16 0.1 XSW SPDR S&P Software & Srvs SPSISS 15 0.1 IPK SPDR S&P Intl Technogy SPBMUTUP 11 0.1 SOCL Global X Social Media SOCL 10 0.1 ü AAIT iShrs MSCI AC Asia InfoTech MSIAITNU 4 0.1 QQQC Global X NASDAQ China Tech NCL9000X 3 0.0 AXIT iShrs MSCI ACWIxUS Info Te MSWDUITN 3 0.0 Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Sectors (continued) Technology (continued) QGEM EGShares Technology GEMS DJETXT $3 $0.0 Telecommunications VOX Vanguard Telecomm M2US5TCI $539 $5.5 ü IXP iShares Glb Telecomm SGTNW 468 3.1 IYZ iShares US Telecomm DJSTELT 444 11.1 ü IST SPDR S&P Intl Telecomm SPBMU5UP 34 0.3 XTL SPDR S&P Telecom SPSITE 7 0.1 TGEM EGShares Telecom GEMS DJETST 4 0.0 AXTE iShrs MSCI ACWIxUS Teleco MSWDUTCN 3 0.0 Utilities XLU Utilities Sector SPDR IXU $5,389 $377.3 ü VPU Vanguard Utilities M2US5UTI 1,357 11.2 ü IDU iShares US Utilities DJUSUTT 712 14.4 ü JXI iShares Glb Utilities SGYNW 218 2.5 ü FXU First Trust Utilities STRQUT 123 2.2 GII SPDR S&P Glb Infrastruct SPGTINNT 68 0.2 RYU Guggenheim S&P 500 EW Util SPXEWCTR 50 0.7 PUI PowerShares Dyn Utilities DWUTR 38 0.1 DBU WisdomTree GlobalxUS Util WTIDGXUT 36 0.2 IPU SPDR S&P Intl Utilities SPBMUUUP 27 0.1 UTLT db X-Trckrs Regulated Util DBIQUTLT 15 0.0 AXUT iShrs MSCI ACWIxUS Utilit MSWDUUTN 6 0.1 UGEM EGShares Utilities GEMS DJEUTT 3 0.0 Water and Clean Energy PHO PowerShares Water Resour GWATUSL $886 $3.1 ü CGW Guggenheim S&P Glb Water SPGTAQTR 247 1.0 PIO PowerShares Global Water GWATERL 197 0.7 PBW PwrShrs WH Clean Energy ECO 180 1.9 ü FIW First Trust ISE Water HHO 128 1.1 ü TAN Guggenheim Solar SUNIDX 122 4.2 ü GEX Mkt Vec Glb Alt Energy AGIXLT 75 0.5 ü PBD PwrShrs Glb Clean Energy NEXUST 67 0.3 PZD PowerShares Cleantech CTIUS 67 0.1 QCLN First Trust NQ Green Energy CELS 55 0.5 PUW PwrShrs WH Progr Energy WHPRO 37 0.1 ICLN iShares Glb Clean En SPGTCLNT 35 0.2 FAN First Trust Glb Wind Ener GWE 24 0.1 EVX Mkt Vec Environment Svcs AXENV 17 0.0 KWT Market Vectors Solar Ener MVKWTTR 15 0.3 ü International Global EFA iShares MSCI EAFE NDDUEAFE $40,926 $1,120.0 ü VEA Vanguard FTSE Dev Mkt FTS5DXNA 13,633 114.3 ü VEU Vanguard FTSE All-Wrld xUS GPVAN2TR 9,104 45.4 ü ACWI iShares MSCI ACWI NDUEACWF 3,972 49.7 ü VT Vanguard Total World GEISAC 2,304 15.7 ü SCZ iShares MSCI EAFE SC NCUDEAFE 2,050 16.0 ü EFV iShares MSCI EAFE Value NDUVEAFF 1,909 12.2 ü VXUS Vanguard Total Intl Stock TG02XU 1,598 10.1 ü EFG iShares MSCI EAFE Growth NDUGEAFF 1,481 6.0 ü VSS Vanguard FTSE AWxUS SC FSMUGXUS 1,389 7.0 ü ACWX iShares MSCI ACWI ex US NDUEACWZ 1,371 12.3 ü SCHF Schwab International Equity FTAD02 1,322 9.4 ü IOO iShares Global 100 SP100NW 1,274 7.7 ü IEFA iShares Core MSCI EAFE MIMUEAFN 853 7.7 ü Exchange Traded Funds (ETFs) Equities


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5 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* International (continued) Global (continued) GWX SPDR S&P Intl SC STBMWUU2 $730 $4.8 ü TOK iShares MSCI Kokusai NDDUKOK 586 1.7 GWL SPDR S&P World ex-US SCRTWU 581 3.2 ü CWI SPDR MSCI ACWI ex-US NDUEACWZ 434 3.4 SCHC Schwab Intl Small-Cap GPSCW002 257 1.2 ü DBEF db X-trckrs MSCI EAFE Hdg M0EFHUSD 113 1.5 ü IXUS iShrs Core MSCI Total Intl MXWDUIM 100 2.1 DGT SPDR Global Dow GDOWD 89 0.3 ü ADRD BLDRS DM 100 ADR BKTDM 46 0.1 MDD SPDR S&P Intl MC SPBMUMUP 41 0.2 IFSM iShares Dev SC ex NA FSZUDXNA 38 0.2 URTH iShares MSCI World NDDUWI 25 0.5 ACIM SPDR MSCI ACWI IMI MXWDIM 5 0.3 Asia Pacific EWJ iShares MSCI Japan NDDUJN $11,591 $502.7 ü EPP iShares MSCI Pacific ex-JP NDDUPFXJ 3,108 49.4 ü AAXJ iShares MSCI AC Asia ex JP NDUECAXJ 2,255 34.6 ü EWH iShares MSCI Hong Kong NDDUHK 2,157 82.6 ü VPL Vanguard FTSE Pacific TAWNT08U 2,137 25.4 ü EWA iShares MSCI Australia NDDUAS 1,877 54.1 ü EWS iShares MSCI Singapore NDDUSG 1,250 24.1 ü AIA iShares Asia 50 SPAS50NT 225 1.5 ENZL iShares MSCI NZ Cap M1NZ5IM 156 2.8 DBJP db X-trckrs MSCI Japan Hdg M0JPHUSD 134 2.8 ü NKY MAXIS Nikkei 225 Index NKY 109 17.6 ü JSC SPDR Russ/Nom Japan SC RNIRIS 92 0.8 SCJ iShares MSCI Japan SC NCUAJN 92 1.1 ü ITF iShares Japan LC SPTOPXNW 89 1.3 JPP SPDR Russ/Nom Prime JP RNPRI 35 0.6 ADRA BLDRS Asia 50 ADR BKTAS 27 0.1 EWSS iShares MSCI Singapore SC NCUASG 23 0.5 KROO IQ Australia SC IQSMAUST 9 0.1 AXJS iShares MSCI AC Asia ex JP MXASJSC 5 0.0 EWHS iShares MSCI HK SC NCUAHK 5 0.3 EWAS iShares MSCI Australia SC NCUAAS 1 0.1 Europe VGK Vanguard FTSE Europe TAWNT06U $5,763 $103.8 ü EWG iShares MSCI Germany NDDUGR 4,077 100.1 ü FEZ SPDR EURO STOXX 50 SX5U 2,283 34.8 ü EWU iShares MSCI UK NDDUUK 2,204 30.6 ü EZU iShares MSCI EMU NDDUEMU 1,905 64.8 ü IEV iShares S&P Europe SP350NW 1,212 15.0 ü EWL iShares MSCI Switz Cap M1CH2550 911 15.5 ü EWI iShares MSCI Italy Cap M1IT2550 618 25.6 ü EWQ iShares MSCI France NDDUFR 478 24.9 ü EWD iShares MSCI Sweden NDDUSW 385 7.2 ü EWP iShares MSCI Spain Cap M1ES2550 288 19.5 ü EWN iShares MSCI Netherlands MIMUNETN 157 3.2 EIS iShares MSCI Israel Capped MISCNU 76 0.8 EIRL iShares MSCI Irelnd Cap IMI MSEUII$N 65 0.7 EWO iShares MSCI Austria Cap M1AT5IM 64 2.0 FEU SPDR STOXX 50 SX5P 62 0.5 NORW Global X Norway 30 TNOR30U 58 0.7 EWK iShares MSCI Belgium Cap M1BE5IM 55 1.1 GREK Global X FTSE Greece 20 ASECU 46 1.5 ü GXF Global X FTSE Nordic Reg TN30XN 45 0.4 ISRA Market Vectors Israel BLSTR 17 0.9 Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* International (continued) Europe (continued) ADRU BLDRS Europe 100 ADR BKTEUR $14 $0.0 ENOR iShares MSCI Norway Cap IMI M1NO5IM 11 0.4 EWGS iShares MSCI Germany SC NCUDGR 10 0.2 EDEN iShares MSCI DK Cap IMI M1DK5IM 5 0.4 EWUS iShares MSCI UK SC NCUDUK 5 0.1 DBGR db X-trckr MSCI Germany Hdg M0DEHUSD 4 0.0 EFNL iShares MSCI FI Cap IMI M1FI5IM 4 0.2 GERJ Market Vectors Germany SC MVGERJTR 2 0.1 North America EWC iShares MSCI Canada NDDUCA $3,364 $62.1 ü CNDA IQ Canada SC IQSMCANT 15 0.1 ü EWCS iShares MSCI Canada SC NCUDCA 2 0.0 Emerging Markets – Regional EWZ iShares MSCI Brazil Cap M1BR2550 $5,678 $720.7 ü FXI iShares FTSE China LC TXINOUU 4,972 650.8 ü EWY iShares MSCI S Korea Cap M1KR2550 3,053 127.2 ü EWT iShares MSCI Taiwan NDEUSTW 2,519 72.0 ü EWW iShares MSCI Mex Cap IMI M1MX5IM 2,140 226.7 ü RSX Market Vectors Russia MVRSXTR 1,152 112.3 ü ILF iShares S&P Latin Amer 40 SPLACNW 1,073 26.7 ü MCHI iShares MSCI China NDEUCHF 1,053 28.0 ü EWM iShares MSCI Malaysia NDDUMAF 962 27.5 ü GXC SPDR S&P China SCRTCN 809 14.9 ü THD iShares MSCI Thai Cap IMI M1TH5IM 730 24.8 TUR iShares MSCI Turkey MIMUTURN 603 30.0 ü BKF iShares MSCI BRIC NDUEBRIC 465 7.3 ü EZA iShares MSCI South Africa NDEUSSA 459 23.2 ü EIDO iShares MSCI Indonesia MIMUINON 454 14.7 ECH iShares MSCI Chile Cap IMI M1CL5IM 424 13.0 ü INDY iShares S&P India 50 BXTRNIFT 417 3.7 ü VNM Market Vectors Vietnam MVVNMTR 362 12.4 GMF SPDR S&P EM Asia Pacific STBMAEU 362 4.7 EPHE iShares MSCI Philippines MIMUPHIN 349 15.5 INDA iShares MSCI India NDEUSIA 338 5.0 PIN PowerShares India III 320 11.9 ü IDX Market Vectors Indonesia MVIDXTR 314 9.6 EPU iShares MSCI All Peru Cap MXPECAPD 282 10.8 ü ERUS iShares MSCI Russia Capped MSEURU$N 239 10.9 BRF Market Vectors Brazil SC MVBRFTR 234 6.6 ü BIK SPDR S&P BRIC 40 SPTRBRIC 217 2.2 EEB Guggenheim BRIC BKBRICT 216 1.9 ü FM iShares MSCI Frontier 100 M1FM100 209 2.9 PGJ PwrShr Golden Dragon China HXC 184 0.9 ü HAO Guggenheim China SC ACNSC 177 5.1 ü EPOL iShares MSCI Pol Cap M1PL5IM 149 4.8 GXG Global X FTSE Colombia 20 TCOLO20U 131 3.4 ü ESR iShares MSCI EM East Eur NDUEEMEE 120 0.3 EEMA iShares MSCI EM Asia NDUEEGFA 111 5.1 AFK Market Vectors-Africa MVAFKTR 90 1.5 SCIF Market Vectors India SC MVSCIFTR 89 2.5 ü GML SPDR S&P EM Lat Am SCRTLA 77 1.1 GAF SPDR S&P EM Middle East STBMMEU 66 0.8 GUR SPDR S&P Emerging Europe STBMEECQ 65 1.0 ü FNI First Trust ISE Chindia ICK 55 0.2 ü ASEA Global X Asean 40 TAS40NU 53 1.0 YAO Guggenheim China All-Cap ACNACTR 44 0.4 ü EGPT Market Vectors Egypt Index MVEGPTTR 40 1.1 Exchange Traded Funds (ETFs) Equities


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6 | US ETF & ETN Guide Q2 2013 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* International (continued) Emerging Markets – Regional (continued) EWZS iShares MSCI Brazil SC MSLUBRZN $36 $0.8 PEK Market Vectors China CSIR0300 34 0.9 RBL SPDR S&P Russia SPCQXRUP 32 0.9 ECNS iShares MSCI China SC MSLUCHNN 30 0.8 FCHI iShares FTSE China CH80 29 0.2 PLND Market Vectors Poland MVPLNDTR 24 0.3 SCIN EGShares India SC ISCINT 18 0.1 BICK First Trust BICK BIQ 17 0.2 PMNA PwrShr MENA Frontier Cntry QMNX 15 0.1 MES Market Vectors Gulf States MVMESTR 13 0.1 EEML iShares MSCI EM LatAm NDUEEGFL 12 0.2 ICOL iShares MSCI Colombia Cap M1ACOCP 12 0.0 RSXJ Market Vectors Russia SC MVRSXJTR 11 0.4 BRAZ Global X Brazil MC SOLBRAZ 11 0.2 BBRC EGShares Beyond BRICs IBBRCT 10 0.1 AND Global X FTSE Andean 40 TANDE40U 9 0.1 LATM Mkt Vect LatAm SC MVLATMTR 8 0.1 IDXJ Mrk Vectors Indonesia SC MVIDXJTR 6 0.3 DBBR db X-trckrs MSCI Braz Hdg M0BRHUSD 6 0.2 ASDR VlctyShrs Emerg Asia DR BKDEATR 5 0.0 EEME iShares MSCI EM EMEA NDDUEMEA 5 0.1 NGE Global X Nigeria Index NGE 4 0.2 ARGT Global X FTSE Argentina 20 TARG20U 4 0.1 SMIN iShares MSCI India SC MSLUINDN 3 0.0 COLX Market Vectors Colombia MVCOLXTR 2 0.0 RUDR VlctyShrs Russia Sel DR BKRUST 2 0.1 GMFS SPDR S&P SC EM AsiaPac SPAE2BUN 2 0.0 AZIA Glb X Centr Asia & Mongol AZIA 1 0.0 Emerging Markets – General VWO Vanguard FTSE EM FTS5ALEM $47,261 $817.6 ü EEM iShares MSCI Emg Mkts NDUEEGF 33,567 2,526.3 ü IEMG iShares Core MSCI EM MIMUEMRN 1,593 23.7 ü EWX SPDR S&P Emerging SC SPBMKSUP 781 5.7 ü SCHE Schwab Emrg Markets Equity FTAG01 758 8.1 ü ADRE BLDRS EM 50 ADR BKTEM 225 1.7 GMM SPDR S&P Emg Mkts STBMEMU 163 2.2 FRN Guggenheim Frontier Mkts BKNFRR 89 1.5 EEMS iShares MSCI EM SC MSLUEMRN 31 0.6 DBEM db X-trackers MSCI EM Hdg M0EMHUSD 12 0.3 EVAL iShares MSCI EM Value NUVEEMVN 11 0.1 AGEM EGShares GEMS Composite DJEEGT 10 0.1 EWEM Guggenheim MSCI EM EW M2EFEWGT 9 0.1 EGRW iShares MSCI EM Growth NDUEEGFN 5 0.0 EMCR EGShares EM Core SPEMCRT 4 0.0 EMDR VelocityShares EM DR BKDEMT 2 0.1 EMFT SPDR MSCI EM 50 MXEF50 2 0.0 Leveraged – Equities SSO ProShares Ultra S&P500 SPX $1,515 $511.1 ü FAS Direxion Daily Finan Bull 3x RGUSFL 1,369 477.9 ü UWM ProShares Ultra R2000 RTY 1,310 51.4 ü UYG ProShares Ultra Financials DJUSFN 799 43.3 ü TNA Direxion Daily SC Bull 3x RTY 546 488.0 ü QLD ProShares Ultra QQQ NDX 529 148.2 ü UPRO ProShares UltraPro SP500 SPX 469 190.4 ü NUGT Direxion Gld Mnrs Bull 2x GDM 380 93.4 ü URE ProShares Ultra RealEstate DJUSRE 375 10.3 ü DDM ProShares Ultra Dow30 INDU 260 26.6 ü Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Leveraged – Equities (continued) SPXL Direxion Daily SPX Bull 3x SPX $259 $63.8 ü UVXY ProShares Ultra VIX ShrTrm SPVXSPID 245 232.1 ü EDC Direxion Daily EM Bull 3x MXEF 245 21.5 ü TQQQ ProShares UltraPro QQQ NDX 236 115.1 ü ERX Direxion Daily Ener Bull 3x IXE 190 42.9 ü DRN Direxion Daily RE Bull 3x RMZ 150 15.6 ü DIG ProShares Ultra Oil & Gas DJUSEN 142 8.9 ü URTY ProShares UltraPro R2000 RTY 129 19.2 ü ROM ProShares Ultra Technology DJUSTC 112 2.1 ü UYM ProShares Ultra Basic Mat DJUSBM 109 5.7 ü TECL Direxion Daily Tech Bull 3x IXT 102 7.2 ü BIB ProShr Ult Nasdaq Biotech NBI 94 3.4 ü MVV ProShares Ultra SP 400 MID 90 16.2 ü UDOW ProShares UltraPro Dow30 INDU 78 17.7 ü RXL ProShares Ultra HealthCare DJUSHC 66 1.2 YINN Direxion Daily China 3x Bull BKTCN 65 2.7 ü SOXL Direxion Semicond Bull 3x SOX 60 10.4 ü MIDU Direxion Daily MC Bull 3x MID 47 4.6 ü EZJ ProShares Ultra MSCI Japan MXJP 41 2.2 ü CURE Direxion HlthCr Bull 3x IXV 38 2.1 ü XPP ProShares Ultra FTSE China XINOU 33 1.8 ü UMDD ProShares UltraPro Mid400 MID 33 2.9 ü EET ProShares Ultra MSCI EM MXEF 31 1.2 ü USD ProShares Ultra Semicond DJUSSC 30 0.7 ü DZK Direxion Daily DM Bull 3x MXEA 29 0.7 ü SAA ProShares Ultra S&P600 SML 29 0.3 ü GASL Direxion Nat Gas Bull 2x FUM 28 3.0 ü UXI ProShares Ultra Industrial DJUSIN 27 0.3 ü RUSL Direxion Russia Bull 3x MVRSX 26 1.4 ü INDL Direxion India Bull 3x III 24 1.1 ü UKF ProShares Ultra R1000 Gro RLG 18 0.0 UCC ProShares Ultra Cons Svcs DJUSCY 18 0.2 UKK ProShares Ultra R2000 Gro RUO 16 0.5 UGE ProShares Ultra Cons Goods DJUSNC 15 0.1 LBJ Direxion Daily LatAm 3x Bull SPTRL40N 15 0.6 ü RETL Direxion Retail Bull 3x RU1SSRTL 15 0.4 FINU ProShares UltraPro 3xFins DJUSFN 14 0.3 UKW ProShares Ultra RussMCGro RDG 11 0.0 UVT ProShares Ultra R2000 Val RUJ 10 0.2 UPW ProShares Ultra Utilities DJUSUT 10 0.5 UBR ProShr Ultra MSCI Braz Cap MXBR2550 10 0.2 UWC ProShares Ultra R3000 RAY 9 0.0 UVU ProShares Ultra RussMCVal RMV 9 0.1 UPV ProShr Ultra Europe FTAD06 9 0.2 EFO ProShares Ultra MSCI EAFE MXEA 8 0.1 UVG ProShares Ultra R1000 Val RLV 7 0.1 KRU ProShares Ult KBW Reg Bank KRX 7 0.2 JPNL Direxion Japan 3X Bull NDDUJN 7 0.4 ü UMX ProShr Ultra MSCI Mex Cap MXMX5IM 6 0.1 LTL ProShares Ultra Telecomm DJSTEL 5 0.0 MATL Direxion Basic Mat Bull 3x IXB 3 0.2 BRZU Direxion Brazil Bull 3X M1BR2550 2 0.1 UXJ ProShr Ult MSCI Pac ex JP MXPCJ 2 0.1 KORU Direxion SK Bull 3X M1KR2550 2 0.1 Inverse – Equities SH ProShares Short S&P500 SPX $2,032 $99.5 ü SDS ProShares UltraShort SP500 SPX 1,801 478.8 ü TZA Direxion Daily SC Bear 3x RTY 797 343.7 ü FAZ Direxion Daily Finan Bear 3x RGUSFL 576 211.5 ü Exchange Traded Funds (ETFs) Equities


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7 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Inverse – Equities (continued) SPXU ProShares UltPro Shrt SP500 SPX $545 $163.2 ü EUM ProShares Short MSCI EM MXEF 385 6.6 RWM ProShares Short R2000 RTY 383 22.4 ü QID ProShares UltraShort QQQ NDX 372 111.4 ü DOG ProShares Short Dow30 INDU 302 12.2 ü DXD ProShares UltraShort Dow30 INDU 271 32.4 ü TWM ProShares UltSh R2000 RTY 251 42.7 ü SQQQ ProShares UltraPro Shrt QQQ NDX 203 70.9 ü SPXS Direxion Daily SPX Bear 3x SPX 193 39.4 ü PSQ ProShares Short QQQ NDX 192 13.3 ü EFZ ProShares Short MSCI EAFE MXEA 179 4.1 ü FXP ProShares UltSh FTSE China XIN0I 170 4.8 ü EEV ProShares UltSh MSCI EM MXEF 162 4.0 ü EDZ Direxion Daily EM Bear 3x MXEF 123 20.3 ü SKF ProShares UltSh Financials DJUSFN 121 11.7 ü SVXY ProShares Short VIX ShrTrm SPVXSPID 106 76.3 ü SDOW ProShares UltraPro Shrt D30 INDU 103 19.0 ü DUST Direxion Gld Mnrs Bear 2x GDM 85 56.8 ü REK ProShares Shrt Real Estate DJUSRE 72 0.9 DUG ProShares UltSh Oil & Gas DJUSEN 70 10.1 ü SRTY ProShares UltraPro Shrt R2 RTY 69 15.5 ü EPV ProShares UltSh Eur FTAD06 67 3.7 ü ERY Direxion Daily Ener Bear 3x IXE 66 16.8 ü SRS ProShares UltSh Real Est DJUSRE 57 3.8 ü SOXS Direxion Semicond Bear 3x SOX 43 6.9 ü SEF ProShares Short Financials DJUSFN 36 1.1 ü SMN ProShares UltSh Basic Mat DJUSBM 33 3.8 ü MYY ProShares Short SP 400 MID 27 0.9 TECS Direxion Daily Tech Bear 3x IXT 21 2.0 ü BZQ ProShares UltSh MSCI Brazil MXBR2550 18 1.1 ü SBB ProShares Short S&P600 SML 17 3.2 MZZ ProShares UltraSh SP 400 MID 16 0.9 ü DRV Direxion Daily RE Bear 3x RMZ 15 2.3 ü DPK Direxion Daily DM Bear 3x MXEA 11 0.5 ü YANG Direxion Daily China 3x Bear BKTCN 11 0.5 ü EFU ProShares UltSh MSCI EAFE MXEA 11 0.3 ü MIDZ Direxion Daily MC Bear 3x MID 10 0.9 ü EWV ProShares UltSh MSCI Japan MXJP 10 1.3 ü SSG ProShares UltSh Semicond DJUSSC 9 0.7 ü REW ProShares UltSh Technology DJUSTC 8 0.2 ü BRZS Direxion Brazil Bear 3X MXBR2550 8 0.2 SDD ProShares UltraShort SP600 SML 8 0.2 YXI ProShares Shrt FTSE China XINOU 6 0.2 GASX Direxion Nat Gas Bear 2x FUM 6 1.8 ü SCC ProShares UltSh Cons Svcs DJUSCY 6 0.3 SKK ProShares UltSh R2000 Gro RUO 5 0.1 RUSS Direxion Russia Bear 3x MVRSX 5 1.0 ü SBM ProShares Shrt Basic Mat DJUSBM 5 0.1 SZK ProShares UltSh Cons Good DJUSNC 5 0.0 SIJ ProShares UltSh Industrial DJUSIN 5 0.1 ü SMDD ProShares UltraPro Shrt SP4 MID 5 0.6 ü SFK ProShares UltSh R1000 Gro RLG 4 0.0 BIS ProShr UltShrt Nsdq Biotech NBI 4 0.3 ü DDG ProShares Short Oil & Gas DJUSEN 4 0.0 SDP ProShares UltSh Utilities DJUSUT 4 0.2 JPNS Direxion Japan 3X Bear NDDUJN 3 0.2 ü RXD ProShares UltSh HealthCare DJUSHC 3 0.1 KORZ Direxion SK Bear 3X MXKR2550 3 0.1 TWQ ProShares UltraShort R3000 RAY 3 0.0 FINZ ProShares UltraPro Sh Fins DJUSFN 2 0.0 Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Inverse – Equities (continued) KRS ProShares Short KBW Reg Bk KRX $2 $0.0 JPX ProShares UltSh MSCI PxJP MXPCJ 2 0.0 TLL ProShares UltSh Telecomm DJSTEL 1 0.0 TOTS Direxion Total Mkt Bear 1X MSCIBM 1 0.0 SMK ProShares UltSh MSCI Mex MXMX5IM 1 0.1 SDK ProShares UltSh RussMCGr RDG 1 0.0 SJF ProShares UltSh R1000 Val RLV 1 0.0 SJH ProShares UltSh R2000 Val RUJ 1 0.1 SJL ProShares UltSh RussMCVa RMV 1 0.0 Dividend Domestic VIG Vanguard Div Appreciation DVGTR $16,190 $89.8 ü DVY iShares Select Dividend DJDVY 12,240 74.0 ü SDY SPDR S&P Dividend SPHYDATR 12,186 71.3 ü VYM Vanguard High Div Yield TGPVAN 6,290 36.3 ü HDV iShares High Dividend MDYFT 3,185 33.8 ü DLN WisdomTree LC Div WTLDITR 1,670 12.6 ü DTN WisdomTree Dividend ex Fin WTDXFTR 1,146 5.6 ü SCHD Schwab US Dividend Equity DJUSDIVT 1,083 10.1 ü DES WisdomTree SC Div WTSDITR 731 4.8 ü DHS WisdomTree Equity Income WTHYE 725 3.8 FVD First Trust Value Line Div VLFVD 679 3.2 DON WisdomTree MC Div WTMDITR 666 4.5 FDL First Trust Mrngstr Div MDL 602 4.9 DTD WisdomTree Total Dividend WTDITR 337 1.7 PEY PowerShares HY Equity Div DAYTR 325 1.4 PFM PowerShares Div Achievers DAATR 311 1.3 SDOG ALPS Sector Dividend Dogs SDOGXTR 291 3.2 KBWD PwrShrs KBW High Div Fin KDXTR 235 2.3 TDIV FT NASDAQ Tech Dividend NQ96DVU 160 1.6 ü SPHD PowerShares SP5 High Div SP5LVHDT 140 2.1 QDF FlexShares Quality Div NTUQD 115 1.0 DGRW WisdomTree US Div Growth WTDGITR 27 1.2 ü QDEF FlxShrs Quality Div Defens NTUQDDF 24 0.2 QDYN FlxShrs Quality Div Dynam NTUQDDY 6 0.0 International DXJ WisdomTree Japan Hedge Div WTIDJTRH $10,692 $279.9 ü DEM WisdomTree EM Equity WTEMHYTR 4,652 44.4 ü IDV iShares Intl Select Div DJEPCSDT 2,019 16.4 ü DGS WisdomTree EM SC Div WTEMSCTR 1,462 10.3 ü DWX SPDR S&P Intl Dividend SPGTDOU 1,223 11.0 ü PID PowerShares Internat Div DATTR 890 5.0 ü SDIV Global X SuperDividend SOLSDIV 633 9.4 ü DLS WisdomTree Intl SC Div WTIDSCTR 565 2.8 EDIV SPDR S&P EM Dividend SPGTEDUN 479 6.2 ü DWM WisdomTree DEFA WTIDFATR 446 1.8 HEDJ WisdomTree Europe Hedge Eq WTEHIT 339 3.9 ü DOO WisdomTree Intl Div WTIDXFTR 324 1.6 FGD First Trust DJ Glb Sel Div DJGSD 317 2.2 DFJ WisdomTree Japan SC Div WTIDJSTR 237 4.4 ü DTH WisdomTree DEFA Eqty Inc WTIDHYTR 215 0.9 DOL WisdomTree Intl LC Div WTIDLCTR 212 1.1 DVYE iShares EM Dividend DJEMDIVR 145 1.7 DIM WisdomTree Intl MC Div WTIDMCTR 117 0.5 DEW WisdomTree Global Equity WTGDHYTR 99 0.5 DNL WisdomTree GlobalxUS Gro WTGDXGTR 76 0.4 LVL Guggenheim S&P Glb Div SPGTGDOT 72 0.8 AXJL WisdomTree Asia-Pac ex-JP WTIDAPXT 69 0.6 Exchange Traded Funds (ETFs) Equities


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8 | US ETF & ETN Guide Q2 2013 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Dividend (continued) International (continued) AUSE WisdomTree Australia Div WTIDAUST $63 $0.6 DFE WisdomTree Europe SC Div WTIDESTR 58 0.9 FDD First Trust STOXX EUSelDiv SD3L 44 0.5 DIV Global SuperDividend US IDIVT 40 1.2 DVYA iShares Asia/Pac Div DJAPSDT 39 0.6 CHXF WisdomTree CH Div Ex-Fins WTCXFTR 25 0.4 GULF WisdomTree Middle East Div WTEMMETR 19 0.2 IQDF FlxShrs Intl Qual Div NTIQD 19 0.4 WDIV SPDR S&P Global Dividend SPGDAUP 6 0.1 DXJS WisdomTree Japan Hedged SC WTJSEH 3 0.5 DXPS WisdomTree UK Hedged Equit n/a 3 0.0 IDOG ALPS Intl Sector Div Dogs IDOGXTR 3 0.4 IQDY FlxShrs Intl Qual Div Dyn NTIQDDY 2 0.0 IQDE FlxShrs Intl Qual Div Def NTIQDDF 2 0.0 Exchange Traded Funds (ETFs) Equities


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FICC 9 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Fixed Income US Credit LQD iShares iBoxx Invtmt Grade IBOXIG $19,508 $276.4 ü HYG iShares iBoxx $ HY Corp IBOXHY 13,864 382.1 ü CSJ iShares 1-3 Yr Credit LD01TRUU 10,738 74.4 ü JNK SPDR Barc High Yield Bond LHVLTRUU 9,163 246.2 ü VCSH Vanguard ST Corporate BUC1TRUU 6,238 53.2 CIU iShares Interm Credit LUICTRUU 6,000 37.0 ü VCIT Vanguard Interm Corporate BCR5TRUU 3,220 40.0 ü SCPB SPDR Barc Short Term Corp LF99TRUU 3,010 17.0 HYS PIMCO 0-5 Year HY Corp Bd HUCD 2,463 31.6 ü SJNK SPDR Barc ShTrm High Yld BHY5TRUU 1,476 21.3 CFT iShares Credit Bond LUCRTRUU 1,195 13.7 VCLT Vanguard LT Corporate LD07TRUU 785 19.1 ü PHB PowerShares Fund HY Corp RAFIHY 656 9.9 ü BSJF Guggenheim BulltShr ‘15 HY BSJKF 427 3.5 ITR SPDR Barc Interm Credit LD06TRUU 404 3.2 QLTA iShrs Aaa-A Rated CB BQF1TRUU 390 1.7 BSJE Guggenheim BulltShr ‘14 HY BSJKE 317 2.3 BSCE Guggenheim BulletShr ‘14 Bd BSCBE 284 1.8 CLY iShares 10+Yr Credit CY09 282 7.3 BSCF Guggenheim BulletShr ‘15 Bd BSCBF 274 2.0 BSCH Guggenheim BulletShr ‘17 Bd BSCBH 270 1.8 IHY Market Vectors Intl HY Bd HXUS 261 2.2 BSCG Guggenheim BulletShr ‘16 Bd BSCBG 255 1.6 BSJD Guggenheim BulltShr ‘13 HY BSJKD 215 1.6 BSCD Guggenheim BulletShr ‘13 Bd BSCBD 190 0.8 BSJG Guggenheim BulltShr ‘16 HY BSJKG 156 1.6 CORP PIMCO Invest Grade Corp Bd C0A0 140 1.9 IBCC iShrsBnd ‘18 Corp ex-Fin BM18TRUU 121 0.5 BSCI Guggenheim BlltShrs ‘18 CB BSCBI 105 1.1 LWC SPDR Barc LT Credit LD07TRUU 96 3.4 BSJI Guggenheim BulltShr ‘18 HY BSJKI 78 1.0 BSJH Guggenheim BulltShr ‘17 HY BSJKH 65 1.2 BSCJ Guggenheim BlltShrs ‘19 CB BSCBJ 61 0.6 IBCD iShrsBnd ‘20 Corp ex-Fin BM20TRUU 47 0.6 BSCK Guggenheim BlltShrs ‘20 CB BSCBK 45 0.5 IBCE iShrsBnd ‘12 Corp ex-Fin BM23TRUU 37 0.5 CBND SPDR Barc Issuer Scored CB ISCUTRUU 34 0.3 PFIG PwrShrs Fundam IG Corp Bd RAFIIG 31 0.3 HYHG ProShares HY-Int Rate Hdgd CFIIHYHG 27 0.3 XOVR SPDR BofA ML Crossover Bnd XOVD 23 0.8 IBCB iShrsBnd ‘16 Corp ex-Fin BM16TRUU 20 0.4 QLTB iShrs Baa-Ba Rated Bd BQF2TRUU 20 0.1 ENGN iShares Industrials Bnd LUAITRUU 19 0.1 ANGL Mkt Vectrs Fallen Angel HY H0FA 10 0.1 MONY iShares Financials Bnd LUFITRUU 10 0.1 QLTC iShrs B-Ca Rated Bd BQF3TRUU 10 0.2 THHY Mkt Vectors Treas-Hedg HY MVTHHY 10 0.2 AMPS iShares Utilities Bnd LUAUTRUU 10 0.4 US Government TIP iShares TIPS Bond LBUTTRUU $15,743 $155.0 ü SHY iShares 1-3 Yr Treas LT01TRUU 8,410 88.1 ü SHV iShares Short Treas LT12TRUU 5,016 69.4 IEI iShares 3-7 Yr Treas LT13TRUU 4,638 71.1 ü IEF iShares 7-10 Yr Treas LT09TRUU 4,206 92.9 ü TLT iShares 20+ Yr Treas LT11TRUU 3,702 980.3 ü TDTT FlxShr 3Y Tgt Dur TIPS IBXXTD3T 1,729 9.3 BIL SPDR Barc 1-3 Month T-Bill LD12TRUU 1,552 28.5 ü STPZ PIMCO 1-5 Year US TIPS GVQI 1,045 9.2 Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Fixed Income (continued) US Government (continued) VTIP Vanguard ST Inflat-Protect LTP5TRUU $748 $8.9 IPE SPDR Barclays TIPS BCIT1T 647 4.7 STIP iShares 0-5Yr TIPS Bond LTP5TRUU 581 4.8 TDTF FlxShr 5Y Tgt Dur TIPS IBXXTD5T 522 1.5 SCHP Schwab US TIPs LBUTTRUU 504 4.5 SCHO Schwab Short-Term US Treas LT01TRUU 371 3.5 TLH iShares 10-20Yr Treas LT10TRUU 348 11.2 ü VGSH Vanguard ST Govt BFA3TRUU 279 2.6 SCHR Schwab Inter-Term US Treas LT31TRUU 214 2.1 ITE SPDR Barc Interm Treasury LT08TRUU 190 1.1 EDV Vanguard Extend Dur Treas BSEPTRUU 155 3.0 PLW PwrShrs 1-30 Ladder Treas MRTSYA 152 0.7 VGIT Vanguard Interm Govt BGF3TRUU 142 2.4 TUZ PIMCO 1-3 Yr US Treas G1O2 137 1.1 LTPZ PIMCO 15+ Year US TIPS G8QI 103 2.7 ü VGLT Vanguard LT Govt BGFLTRUU 88 3.9 ZROZ PIMCO 25+Yr Zero Coup US STPL 84 2.0 ü GOVT iShares US Treas Bond LUATTRUU 76 2.3 TIPZ PIMCO Broad US TIPS G0QI 72 1.4 TLO SPDR Barc Long-Term Treas LUTLTRUU 57 1.7 FIVZ PIMCO 3-7 Yr US Treasury G3OC 21 0.2 TRSY PIMCO Broad US Treasury G0QL 13 0.0 TIPX SPDR Barclays 1-10 Yr TIPS n/a 12 0.0 TENZ PIMCO 7-15 Year US Treas G8OC 11 0.2 SST SPDR Barc ShTerm Treas LTR1TRUU 6 0.1 Aggregate and Other BND Vanguard Total Bond Market LBUFTRUU $16,650 $109.0 ü AGG iShares Core Total US Bond LBUSTRUU 14,650 128.9 ü BSV Vanguard Short-Term Bond BFA1TRUU 12,389 87.2 MBB iShares MBS LUMSTRUU 5,763 54.4 ü BKLN PwrShr Senior Loan Portfol SPBDLL 4,584 71.0 ü BIV Vanguard Interm Bond BFA0TRUU 4,233 24.1 ü FLOT iShares Floating Rate Bond BFU5TRUU 2,044 26.9 CWB SPDR Barc Convertible Bond LUCCTRUU 1,256 14.4 ü GVI iShares IntermGov/Crd LF97TRUU 1,187 7.2 BAB PowerShares Build America BABS 872 8.9 BLV Vanguard Long-Term Bond BFALTRUU 687 7.7 ü LAG SPDR Barc Aggregate Bond LBUSTRUU 686 4.2 VMBS Vanguard MBS LMBGTRUU 527 5.5 SCHZ Schwab US Aggregate Bond LBUSTRUU 441 4.3 GSY Guggenheim Enh Sh Duration LD12TRUU 400 3.7 AGZ iShares Agency Bond LUAASIUU 392 2.2 GBF iShares Govt/Credit LUGCTRUU 170 1.7 SNLN Highland/iBoxx Senior Loan IBXXLLTR 90 0.8 BABS SPDR Nuveen Barc BuildAmer LBABTRUU 77 1.9 CMBS iShares CMBS Bnd LUCMTRUU 73 1.0 ILTB iShares Core Long-Term Bnd LGC5TRUU 59 2.9 FLRN SPDR Barc InvGrd FloatRate BFU5TRUU 46 0.6 FLTR Mkt Vect Invt Gr Float Rate MVFLTR 42 0.7 ISTB iShares Core ST US Bond LD04TRUU 35 0.8 GNMA iShares GNMA Bond LGNMTRUU 28 0.3 FTSL First Trust Senior Loan n/a 27 0.7 MBG SPDR Barc MBS LUMSTRUU 24 0.4 COBO ProShares USD Covered Bond BNIXCOVD 7 0.2 GMTB Columbia Core Bond LBUSTRUU 5 0.0 GIY Guggenheim Enh Core Bond LBUSTRUU 5 0.1 Exchange Traded Funds (ETFs) FICC


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10 | US ETF & ETN Guide Q2 2013 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Fixed Income (continued) International EMB iShares JPM USD EM Bond JPEICORE $4,338 $124.0 ü PCY PwrShrs EM Sovereign Debt DBLQBLTR 1,919 41.7 ü BWX SPDR Barc Internat Treas LTXUTRUU 1,868 14.2 ü ELD WisdomTree EM Local Debt JGENVUUG 1,704 20.3 ü EMLC Market Vectors EM Local Curr GBIEMCOR 1,262 18.0 ü WIP SPDR DB Int Gov Infl Prot DBLNDILS 1,154 13.5 LEMB iShares EM Local Curr Bond BMBNTRUU 613 4.1 BNDX Vanguard Total Intl Bond BGRCTRUH 421 21.6 IGOV iShares Intl Treas SPBDXUTR 413 5.0 EMHY iShares EM HY Bd MSBIEHTR 227 1.8 HYEM Market Vectors EM HY EMHY 218 2.9 BWZ SPDR Barc ST Intl Treasury LGT3TRUU 210 1.7 IBND SPDR Barc Intl Corp Bond BG1BTRUU 183 2.6 ISHG iShares 1-3 Intl Treas Bd SPBDXU3T 145 2.2 PICB PwrShr Intl Corp Bond SPBDICBT 139 1.9 EMCB WisdomTree EM Corp Bond JCBBCOMP 124 1.7 ITIP iShares Intl Inflation-Link WXDI 113 1.3 EBND SPDR Barc EM Local Bond BLCDTRUU 106 2.9 DSUM PwrShrs Yuan Dim Sum Bd CCDSBIU 87 0.9 VWOB Vanguard EM Govt Bond BUEGTRUU 68 2.1 GHYG iShares Glb HY Bd IBOAMZDB 66 0.8 AUNZ WisdomTree AU & NZ Debt n/a 53 0.9 HYXU iShares Glb ex USD HY Bd IBOAMZGX 41 0.5 CEMB iShares EM Corp Bd MSBIERTR 39 0.3 AUD PIMCO Australia Bond AUDL 39 0.6 GTIP iShares Glb Inflation-Link W0DI 34 0.5 CAD PIMCO Canada Bond CADG 31 0.7 BONO Mkt Vect LatAm Agg Bond LATS 28 0.9 EMCD SPDR BofA ML EM Bnd EMSD 15 0.1 GLCB WisdomTree Global Corp Bd n/a 14 0.0 PFEM PwrShrs Fundam EM Loc Debt CCRFEMEU 9 0.2 PGHY PowerShares Glbl ST HY DBLQSTHY 6 0.1 CHLC Market Vectors Renminbi Bd MVCHLC 5 0.1 EU WisdomTree Euro Debt n/a 4 0.1 GGOV ProShrs DE Sovereign/SubSov IBXXXZAB 4 0.0 BUND PIMCO Germany Bond GEDL 3 0.0 Municipal MUB iShares Natl AMT-Free SPMUNUST $3,408 $29.4 ü SHM SPDR Nuveen Barc ST Muni LMM1TR 1,921 14.9 TFI SPDR Nuveen Barc Muni Bond LMMITR 1,065 8.6 ü HYD Market Vectors HY Muni LMEHTR 901 17.2 ü PZA PwrShrs Insured Natl Muni UPCM 792 9.2 ü ITM Market Vectors Interm Muni LMT2TR 669 6.4 SUB iShares ST Natl AMT-Free SPMU5YRT 640 4.6 CMF iShares CA AMT-Free SPMUNCAT 277 2.3 PVI PwrShrs VRDO Tax Fr Wkly BBUSVWFT 233 2.1 SMB Market Vectors Short Muni LMT1TR 218 1.7 HYMB SPDR Nuveen S&P HY Muni SPMUHT 210 3.1 MUNI PIMCO Intermediate Muni LM17TR 184 2.1 NYF iShares NY AMT-Free SPMUNNYT 135 0.9 MLN Market Vectors Long Muni LMT3TR 95 1.2 CXA SPDR Nuveen Barc CalifMuni LMM2TR 92 0.7 MUAF iShares 2017 AMT-Free SPMUS17T 76 0.5 PWZ PwrShrs Insured CA Muni UPCC 71 0.5 MUAD iShares 2015 AMT-Free SPMUS15T 68 0.5 PZT PwrShrs Insured NY Muni UPNY 62 0.3 MUAE iShares 2016 AMT-Free SPMUS16T 61 0.5 MUAC iShares 2014 AMT-Free SPMUS14T 54 0.5 Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Fixed Income (continued) Municipal (continued) MUAB iShares 2013 AMT-Free SPMUS13T $38 $0.4 PRB Market Vectors Pre-Ref Muni LMPETR 32 0.2 INY SPDR Nuveen Barc NY Muni LMM3TR 31 0.2 RVNU db X-Trckrs Muni Infr Rev DBIQRVNU 16 0.1 VRD SPDR Nuveen S&P VRDO Muni SPMUVRDO 15 0.2 MUAG iShr ‘18 S&P AMT-Free Muni SPMUS18T 10 0.2 GMMB Columbia Interm Muni Bond n/a 5 0.1 Commodities DBP PwrShrs DB Precious Metals GOLDLNPM $37,634 $1,834.6 ü DGL PowerShares DB Gold GOLDLNPM 7,163 120.0 ü CRBQ Jefferies TR/J CRB GlbComm DBLCIX 6,207 59.1 ü GLTR ETFS Physical Prec Metal SLVRLN 6,159 300.9 ü CORN Teucrium Corn Fund DBAGIX 1,496 22.0 ü GCC GreenHaven Commodity GOLDLNPM 1,200 14.6 ü DBS PowerShares DB Silver SPGSCITR 1,072 6.9 ü NAGS Teucrium Natural Gas Fund n/a 956 113.2 ü USAG United States Agriculture PLTMLNPM 834 10.7 SGOL ETFS Gold Trust n/a 655 182.9 ü UNL US 12 Month Natl Gas PLDMLNPM 557 7.5 USO United States Oil SDCITR 506 3.1 DBO PowerShares DB Oil CCITR 407 3.1 ü DBA PowerShares DB Agriculture DBOLIX 375 8.1 ü GLD SPDR Gold Shares SLVRLN 339 6.2 ü CPER United States Copper DBBMIX 291 4.8 ü CRUD Teucrium Crude Oil Fund DBENIX 244 3.3 ü DBB PowerShares DB Base Met DBPMIX 218 3.7 ü UHN US Deisel-Heating Oil n/a 173 1.6 DBE PowerShares DB Energy DGLDIX 167 6.3 ü PPLT ETFS Platinum Trust n/a 75 0.9 ü CANE Teucrium Sugar CRBQX 62 0.3 ü SLV iShares Silver Trust GOLDLNPM 61 0.1 IAU iShares Gold Trust n/a 57 2.0 ü AGOL ETFS Asian Gold Trust n/a 41 3.1 ü BNO United States Brent Oil Fd TCORN 38 2.6 ü DBC PowerShares DB Commodity DBSLIX 32 0.5 ü PALL ETFS Physical Palladium n/a 27 0.6 ü WITE ETFS White Metals Basket n/a 26 0.3 SIVR ETFS Physical Silver TWEAT 7 0.3 ü GSG iShares S&P GSCI Comm TSOYB 7 0.2 ü USL United States 12 Month Oil n/a 6 0.2 UNG United States Natural Gas TNAGS 3 0.0 SOYB Teucrium Soybean TCANE 3 0.1 USMI United States Metals SDAITR 2 0.0 TAGS Teucrium Agricultural SCITR 2 0.0 WEAT Teucrium Wheat SDMITR 2 0.0 UGA United States Gasoline TCRUD 2 0.0 USCI US Commodity Index TTAGS 2 0.0 Currencies UUP PowerShares DB USD Bull USDUPX $918 26.4 ü FXA CurrencyShares AUD n/a 397 21.9 ü FXC CurrencyShares CAD n/a 381 9.1 ü FXF CurrencyShares CHF n/a 260 4.5 ü DBV PwrShrs DB G10 Curr DBCFHX 253 4.3 ü CYB WisdomTree CNY n/a 229 1.6 ü FXE CurrencyShares Euro n/a 223 90.4 ü CEW WisdomTree EM Curr n/a 222 2.6 ü FXY CurrencyShares JPY n/a 131 70.8 ü Exchange Traded Funds (ETFs) FICC


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11 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Currencies (continued) UDN PowerShares DB USD Bear USDDNX $67 $1.7 ü FXB CurrencyShares GBP n/a 66 7.6 ü FXS CurrencyShares SEK n/a 66 0.5 ü BZF WisdomTree BRL n/a 45 0.5 ü ICN WisdomTree INR n/a 30 0.4 ü CCX WisdTree Commodity Curr n/a 18 0.1 FXCH CurrencyShrs Ch Renminbi n/a 8 0.1 FXSG CurrencyShares SGD n/a 8 0.2 Leveraged – FICC UST ProShares Ultra 7-10 Treas LT09TRUU $704 $31.8 ü AGQ ProShares Ultra Silver SLVRLN 430 51.3 ü UCO ProShares Ult DJ-UBS Oil DJUBSCL 224 50.4 ü UGL ProShares Ultra Gold GOLDLNPM 147 14.5 ü BOIL ProShrs Ult DJ-UBS NatGas DJUBSNG 62 8.4 ü TMF Direxion 20Y+ Treas Bull 3x AXTWEN 30 6.0 ü UBT ProShares Ultra 20+ Treas LT11TRUU 27 1.5 ü IGU ProShrs Ult Invt Grd Corp IBOXIG 5 0.1 UCD ProShares Ult DJ-UBSComm DJUBS 4 0.0 TYD Direxion 7-10Y Tres Bull 3x AXSVTN 4 0.3 ü ULE ProShares Ultra Euro n/a 3 0.1 ü GDAY ProShares Ultra AUD n/a 3 0.0 YCL ProShares Ultra Yen n/a 3 0.2 ü UJB ProShares Ult High Yield IBOXHY 3 0.2 Inverse – FICC TBT ProShares UltSh 20+ Treas LT11TRUU $3,935 $352.2 ü TBF ProShares Short 20+ Treas LT11TRUU 1,274 27.2 ü YCS ProShares UltraSh Yen n/a 545 43.8 ü EUO ProShares UltraSh Euro n/a 510 19.3 ü TMV Direxion 20Y+ Treas Bear 3x AXTWEN 494 27.3 ü PST ProShares UltSh 7-10 Treas LT09TRUU 321 2.9 ü SCO ProShares UltSh DJ-UBS Oil DJUBSCL 285 42.8 ü GLL ProShares UltraSh Gold GOLDLNPM 141 27.4 ü ZSL ProShares UltSh Silver SLVRLN 82 31.4 ü SJB ProShares Short High Yield IBOXHY 77 2.1 ü TTT PrShrs UltPro Sh 20+Y Trea LT11TRUU 74 3.1 ü TYO Direxion 7-10Y Tres Bear 3x AXSVTN 61 0.4 ü TBX ProShares Short 7-10 Treas LT09TRUU 35 0.7 CROC ProShares UltraShort AUD n/a 23 0.6 ü KOLD ProShrs UltSh DJUBS NatGas DJUBSNG 18 2.7 ü DNO United States Short Oil n/a 17 0.7 ü TPS ProShares UltraShort TIPS LBUTTRUU 9 0.1 TYBS Direxion 20+ Yr Treas Bear AXTWEN 9 0.1 SAGG Direxion Ttl Bnd Mkt Bear LBUSTRUU 7 0.1 TBZ ProShr UltShrt 3-7 Treas LT13TRUU 5 0.0 EUFX ProShares Short Euro n/a 4 0.0 ü CMD ProShrs UltSh DJ-UBSComm DJUBS 4 0.1 IGS PrShr Shrt Invt Grade Corp IBOXIG 3 0.1 ü TYNS Direxion 7-10 Yr Treas Bear AXSVTN 2 0.0 Exchange Traded Funds (ETFs) FICC


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Specialty 13 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Active BOND Pimco Total Return LBUSTRUU $4,332 $66.3 ü MINT PIMCO Enhan Short Matur SBMMTB3 3,796 40.4 ALD WisdomTree Asia Local Debt HSLIALBI 520 3.4 ü SRLN SPDR Blackstone/GSO SrLoan IBXXLLTR 335 7.7 HYLD Peritus High Yield n/a 259 3.8 ü HDGE Ranger Equity Bear SPX 217 5.8 ü INKM SPDR SSgA Income Allocation MXWO 171 1.7 WDTI WisdomTree Mng’d Fut Strat DTITR 140 1.3 RLY SPDR SSgA Multi-Asset Real n/a 130 1.1 ILB PIMCO Glb Inflation-Linked PIMCSUNV 117 1.4 SYLD Cambria Shareholder Yield n/a 87 4.7 MINC AdvShr Newfleet Multi-Sect n/a 83 1.5 SMMU PIMCO Short Term Muni Bon n/a 63 0.6 GAL SPDR SSgA Glb Allocation n/a 52 0.6 GTAA Cambria Global Tactical n/a 50 0.3 AGLS Accuvest Global Long Short MXWO 43 0.1 PSR PwrShrs Active US RE FNER 33 0.3 BABZ PIMCO Build Amer Bond LBABTRUU 31 1.1 RAVI FlxShr Ready Access VarInc n/a 26 0.2 FORX PIMCO Foreign Curr Strat W1TW 25 0.8 ü HUSE Huntington US Eqy Rotation SPX 12 0.1 IELG iShares Enhanced US LC RU10INTR 10 0.2 RWG Columbia Select LC Gro RLG 9 0.0 ONEF Russell Equity RUDEVLN 8 0.1 AADR WCM/BNY Mellon Focs Gro ADR n/a 7 0.0 GIVE AdvisorShares Global Echo n/a 6 0.1 RRF WisdomTree Glb Real Return W0DI 4 0.0 QEH QAM Equity Hedge n/a 4 0.1 GVT Columbia Select LCVal RIY 4 0.0 IESM iShares Enhanced US SC RU20INTR 3 0.0 RPX Columbia LC Growth RLG 2 0.1 RRGR AdvShrs Glb Alpha & Beta n/a 1 0.0 Fundamental PRF PowerShares FR US 1000 FR10XTR $2,021 $7.7 EPI WisdomTree India Earnings WTEMINTR 718 59.2 ü PRFZ PowerShares FR US 1500 FR15US 647 2.3 PXF PowerShares FR DM ex US FRX1XTR 544 2.4 PXH PwrShrs FTSE RAFI EM TFREMU 323 2.1 EZM WisdomTree MC Earnings WTMEITR 240 1.2 EES WisdomTree SC Earnings WTSEITR 220 1.0 RWL RevenueShares Large Cap REVWLT 185 0.6 ü RWJ RevenueShares SC REVWST 159 0.6 RWK RevenueShares Mid Cap REVWMT 126 0.6 PXMG PowerShares Fundam MC Gro RAFIMGTR 82 0.2 PXLG PowerShares Fundam Lrg Gro RAFILGTR 81 0.7 EPS WisdomTree Earnings 500 WTEPSTR 74 0.2 PDN PwrShr FR DM x US SmMid TFRDXUSU 70 0.3 EXT WisdomTree Total Earnings WTEI 56 0.1 PXSV PowerShares Fundam SC Val RAFISVTR 52 0.3 PAF PwrShrs FR Asia Pac x JP TRDAPXJU 50 0.5 PXMV PowerShares Fundam MC Val RAFIMVTR 32 0.2 PXLC PowerShares Fundam LC RAFILCTR 29 0.1 PXSG PowerShares Fundam SC Gro RAFISGTR 26 0.1 EZY WisdomTree LC Value WTEILVTR 25 0.1 RTR RevenueShares ADR REVWADRT 24 0.1 PXMC PowerShares Fundam MC RAFIMCTR 23 0.1 PXSC PowerShares Fundam SC RAFISCTR 14 0.0 PXLV PowerShares Fundam Lrg Val RAFILVTR 10 0.1 Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Life Cycle and Allocation AOR iShares Growth Allocation SPTGGUT $201 $1.4 AOM iShares Moderate Alloc SPTGMUT 183 1.2 AOA iShares Aggress Alloc SPTGAUT 159 1.4 AOK iShares Conserv Alloc SPTGCUT 132 0.8 TZG iShares Target 2020 SPTGT20T 35 0.2 TDN db X-trckrs 2030 Targ Date TDAXTH 32 0.1 TZV iShares Target 2040 SPTGT40T 31 0.1 TDH db X-trckrs 2020 Targ Date TDAXTW 31 0.1 TDV db X-trckrs 2040 Targ Date TDAXFO 30 0.1 TZI iShares Target 2025 SPTGT25T 30 0.2 TZL iShares Target 2030 SPTGT30T 27 0.1 TZE iShares Target 2015 SPTGT15T 19 0.1 TZO iShares Target 2035 SPTGT35T 19 0.1 TGR iShares Target Retir SPTGRIT 11 0.1 TDX db X-trckrs In-Target Date TDAXIT 10 0.0 TDD db X-trckrs 2010 Targ Date TDAXTN 10 0.0 TZD iShares Target 2010 SPTGT10T 8 0.0 TZY iShares Targ Date 2050 SPTGT50T 5 0.0 TZW iShares Targ Date 2045 SPTGT45T 3 0.0 Long/Short CSM ProShares LC Core Plus CS13030 $162 $1.6 ü HYLS First Trust High Yield L/S n/a 35 0.6 RALS ProShares RAFI Long/Short RAFILS 15 0.5 BTAL QuantShr US MktNeu AntBeta DJTMNAB 15 0.1 FINF ProShrs Sh 30Y TIPS/TSY Spr DJCSIN30 4 0.0 SIZ QuantShr US MktNeu Size DJTMNSS 4 0.0 RINF ProShrs 30Y TIPS/TSY Spr DJCSIN30 4 0.0 CHEP QuantShr US MktNeu Value DJTMNSV 3 0.1 FSU FctrShr 2x SP5 Bll/USD Br SPNUSDTR 2 0.0 FSG FctrShr 2x Gld Bll/SP5 Br SPGDESTR 2 0.1 ü SINF PrShrs UltPr Sh 10Y TIPS/TSY DJCSIN10 2 0.1 UINF ProShrs UltPro 10Y TIPS/TSY DJCSIN10 2 0.1 FOL FctrShr 2x Oil Bll/SP5 Br SPCOESTR 1 0.0 ü FSE FctrShr 2x SP5 Bll/TBnd Br SPUSERPT 1 0.0 ü MOM QuantShr US MktNeu Moment DJTMNMO 1 0.0 FSA FctrShr 2x TBnd Bll/SP5 Br SPUSERPT 1 0.0 ü Quantitative Domestic SPLV PwrShrs S&P 500 Low Vol SP5LVIT $4,625 $66.1 ü USMV iShares MSCI USA Min Vol M00IMV$T 3,416 33.8 ü CVY Guggenheim Multi-Asset ZAXYH 1,073 6.1 ü PDP PwrShrs Technical Leaders DWTL 891 6.9 ü PKW PowerShares Buyback DRBTR 805 7.7 ü PWV PowerShares Dyn LC Val ILWTR 613 2.7 MDIV FT NASDAQ MultiAsset Diver NQMAUS 464 6.2 ü FEX First Trust LC AlphaDEX DEFILCCI 460 2.6 FNX First Trust MC AlphaDEX DEFIMCCI 442 2.5 FTA First Trust LCVal AlphaDEX DEFILVOI 438 2.2 SPHB PwrShrs S&P 500 High Beta SP5HBIT 434 4.5 QAI IQ Hedge Multi-Strategy IQHGMST 421 2.6 TILT FlxShr Mstar US MktFctTilt MUFTT 335 1.2 FYX First Trust SC AlphaDEX DEFISCCI 273 1.8 SPHQ PowerShares SP500 High Qual SPXQRUT 249 1.2 PWB PowerShares Dyn LC Gro ILHTR 223 0.6 FTC First Trust LCGro AlphaDEX DEFILGOI 157 0.7 ü PWC PowerShares Dyn Market DYITR 148 0.4 DWAS PwrShrs DWA SC Tech Lead DWATLSC 138 2.2 RYJ Guggenheim RJ SB-1 Equity RJSBITR 130 0.6 Exchange Traded Funds (ETFs) Specialty


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14 | US ETF & ETN Guide Q2 2013 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Quantitative (continued) Domestic (continued) DEF Guggenheim Defensive SBRDETR $123 $1.6 NFO Guggenheim Insider Sent SBRINTR 119 0.7 MTUM iShares MSCI USA Momentum M2US000$ 110 0.2 IYLD iShes Mstar MultiAsset Inc MAHIT 109 1.2 VLUE iShares MSCI USA Value Wgt M2USVWGT 109 0.0 SIZE iShares MSCI USA Risk Wgt M2USRWGT 107 0.1 FAB First Trust MultiCap Value DEFIMCVI 85 0.7 CZA Guggenheim MC Core ZAXMC 78 0.5 GURU Global X Top Guru Holdings GURU 76 0.8 BFOR Barron’s 400 B400T 48 2.9 ü FVL First Trust Value Line 100 VLFVL 48 0.1 FTCS First Trust Capital Strng NQCAPSTT 40 0.2 PHDG PS S&P Downside Hdgd SPVQDTR 39 0.5 FYT Frst Trst SC Val AlphaDEX DEFISCVI 37 0.5 FAD First Trust MultiCap Gro DEFIMCGI 36 0.2 MCRO IQ Hedge Macro Tracker IQHGMAT 33 0.6 XMLV PowerShares S&P MC Low Vol SP4LVI 26 0.5 PWO PowerShares Dyn OTC DYOTR 24 0.0 FWDB Madrona Global Bond n/a 22 0.0 FNY Frst Trst MC Gro AlphaDEX DEFIMDGI 21 0.2 XSLV PowerShares S&P SC Low Vol SP6LVI 20 0.4 PIQ PwrShrs Dyn MagniQuant DYHTR 20 0.1 FWDD Madrona Domestic n/a 19 0.0 QMN IQ Hedge Mkt Neutral Track IQHGMNB 19 0.2 FNK Frst Trst MC Val AlphaDEX DEFIMDVI 18 0.6 FMK Frst Trst Mega Cap AlphaDEX DEFIMGCI 12 0.1 GSRA ALPS/GS Risk-Adj Ret US LC GSRARUS 11 0.0 FYC Frst Trst SC Gro AlphaDEX DEFISCGI 11 0.1 MMTM SPDR SP1500 Momentum Tilt SPCPMTUP 10 0.0 SMLV SPDR Russell 2000 Low Vol RU2LVOL 10 0.3 LGLV SPDR Russell 1000 Low Vol RU1LVOL 10 0.3 MATH Meidell Tactical Advantage n/a 9 0.0 VLU SPDR S&P 1500 Value Tilt SPCLVTUP 7 0.0 RWV RevShrs Navellier A-100 REVWLOUT 7 0.0 DBIZ AdvsrShrs PringTrnr BusCyc n/a 6 0.1 SPXH VlctyShrs Volatil Hdg LC SPXHID 5 0.0 KNOW Direxion AC Insider Senti SBRQAM 5 0.3 TRSK VlctyShrs Tail Risk Hdg LC TRSKID 5 0.0 VSPY Direxion S&P 500 RC Vol SP5M15T 5 0.3 FVI First Trust VL Eqty Alloc VLFVI 5 0.0 MRGR ProShares Merger SPLSALP 4 0.1 International EEMV iShares MSCI EM Min Vol M00IEF$O $2,171 $28.8 ü ACWV iShares MSCI ACWI Min Vol M00IWD$O 1,018 5.7 EFAV iShares MSCI EAFE Min Vol M00IEA$O 685 7.8 ü PIE PwrShrs EM Technical Lead DWATREM 331 7.1 ü PIZ PwrShrs DM Tech Lead DWATRDM 253 3.9 EELV PowerShares S&P EM Low Vol SPEMLVUT 157 1.4 TLTD FlxShr Mstar DMxUS FacTilt MDXUSFT 131 1.5 TLTE FlxShr Mstar EM FactorTilt MEMMFT 118 1.6 FEM Frst Trst EM AplhaDEX DEFIEMCI 114 2.9 HGI Guggenheim Internat Multi ZAXIH 109 0.5 IDLV PwrSars SP Intl DM Low Vol SPIDLVUP 98 1.7 FDT Frst Trst DM exUS AlphaDEX DEFIDMCI 95 1.0 HILO EGShares Low Vol EM Div IHILOT 94 1.2 GYLD Arrow DJ Global Yield DJGYLDT 76 1.2 GRES IQ Global Resources IQGREST 76 0.5 FEP Frst Trst Europe AlphaDEX DEFIEUCI 60 0.4 FEMS First Trust EM SC AlphaDEX DEFIESCT 25 0.3 FJP Frst Trst Japan AlphaDEX DEFIJPCI 22 0.2 IDHQ PwrShrs SP Intl Dev HiQual SPIDHQRT 20 0.1 FCAN First Trust CA AlphaDEX DEFICACT 18 0.7 ACCU Accuvest Global Opportuns n/a 18 0.1 Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Quantitative (continued) International (continued) FSZ First Trust CH AlphaDEX DEFISWCT $17 $0.3 FWDI Madrona International n/a 15 0.1 PERM Global X Permanent PERM 15 0.3 FGM First Trust DE AlphaDEX DEFIGMCT 15 0.3 FKU First Trust UK AlphaDEX DEFIUKCT 14 0.3 FLN Frst Trst LatAm AlphaDEX DEFILACI 12 0.2 GSMA ALPS/GS MomemBuild MultAst GSMOBUMA 12 0.1 GSAX ALPS/GS MomemBuild AsiaXJ GSMOBUAX 9 0.0 FPA Frst Trst AP xJP AlphaDEX DEFIAPCI 9 0.4 GSGO ALPS/GS Momem Build Gro GSMOBUGM 8 0.0 IDHB PwrShrs SP Intl Dev HghBta SPIDHBIN 5 0.1 FBZ Frst Trst Brazil AlphaDEX DEFIBZCI 5 0.1 FCA Frst Trst China AlphaDEX DEFICHCI 4 0.2 FKO Frst Trst S Korea AlphaDEX DEFISKCI 2 0.0 EEHB PwrShrs S&P EM High Beta SPEMHBIT 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 FAUS First Trust AU AlphaDEX DEFIAUCT 1 0.0 Other PFF iShares US Preferred SPTREFTR $10,667 $86.9 ü AMLP Alerian MLP AMZI 6,573 57.2 ü PGX PowerShares Preferred P0P4 2,365 20.2 ü PGF PwrShrs Finan Preferred WHPSF 1,650 11.0 ü PCEF PowerShares CEF Income CEFXTR 455 4.4 ü EMLP Frst Trst NA Energy Infra n/a 393 4.0 PSP PwrShr Listed Private Eqty GLPEXUTR 392 2.8 ü PSK SPDR Wells Fargo Preferred WAGG 354 4.2 MOAT Market Vectors Wide Moat MWMFTR 247 2.2 DSI iShares MSCI KLD 400 Social TKLD400U 221 0.7 KLD iShares MSCI USA ESG Sel TFSSIU 211 0.6 CSD Guggenheim Spin-Off CLRSOTR 208 2.6 YMLP Yorkville High Income MLP YMLP 206 2.1 PBP PwrShrs S&P 500 BuyWrite BXM 189 2.6 PFXF Mrkt Vctrs Pref ex Fins WHPSL 160 1.6 VIXY ProShares VIX ShTrm Fut SPVXSPID 154 28.3 ü EQL ALPS Equal Sector Weight BASMLESW 105 0.6 IPFF iShares Intl Pref Stck SPPRIUN 96 1.4 FPX First Trust US IPO IPXO 85 1.1 FPE First Trust Pref Sec & Inc n/a 76 1.3 VIXM ProShares VIX MdTrm Fut SPVXMPID 69 2.4 ü MLPA Global X MLP SOLMLPA 65 0.6 CPI IQ Real Return IQHGCPIT 55 0.4 TTFS TrimTabs Float Shrink n/a 37 0.3 SPFF Global X SuperIncome Pref SPPEYN 34 0.5 EAPS Pax MSCI EAFE ESG TFAPESU 30 0.2 HDG ProShares Hedge Replicate MLEIFCTX 24 0.7 XMPT Market Vectors CEF Muni CEFMX 23 0.6 VEGA AdvShrs STAR Glb BuyWrite n/a 21 0.2 YMLI Yorkville High Inc Infr MLP YMLI 20 0.3 BIZD Market Vectors BDC Income MVBIZDTG 18 0.3 HSPX Horizons SP500 CoveredCall SPXCC 17 1.3 MNA IQ Merger Arbitrage IQMNAT 14 0.3 CNPF Global X Canada Pref SOLPRECA 11 0.3 MLPJ Global X Junior MLP SOLMLPJ 11 0.2 FLAG Forensic Accounting FLAG 7 0.2 VIXH FT CBOE SP5 VIX Tail Hedge VXTH 6 0.0 PEX ProSh Glbl Listed Priv Eqy LPXDITU 6 0.1 HVPW US Eqy High Vol Put Write PUTWRT 5 0.1 YYY Yield Shares High Income YLDA 2 0.1 Exchange Traded Funds (ETFs) Specialty


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ETNs 15 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Commodities General DJP iPath DJ UBS Commodity DJUBSTR $1,622 $13.6 ü RJI Elements Rogers Commod ROGRTR 656 4.5 ü GSC GS Connect S&P GSCI Enh SPGSESTR 243 0.9 UCI ETRACS CMCI Total Return CMCITR 141 0.7 GSP iPath GSCI Total Return SPGSCITR 99 1.0 DJCI ETRACS DJ-UBS Commodity DJUBSTR 64 0.1 LSC Elements S&PComdtyTrends SPTICTR 31 0.0 CSCB CS Commodity Benchmark CSIXTR 25 0.0 CSCR CS Commodity Rotation CSCUBKTR 24 0.0 BCM iPath Pure Beta Broad Comm BCC1C1PT 16 0.2 RGRC RBS Rogers Enhanced Comm RGRCID 11 0.2 DPU PwrShrs DB Commod Lg DBCDIX 3 0.0 SBV iPath Pure Beta SP GSCI-Wgt BCC2C1PT 1 0.0 Specific OIL iPath Goldman Sachs Oil SPGSCLTR $312 $11.0 ü RJA Elements Rogers Agricult ROGRAGTR 304 2.5 ü JJG iPath DJ UBS Grains DJUBGRTR 107 2.0 ü JO iPath DJ UBS Coffee DJUBKCTR 91 3.4 ü JJC iPath DJ UBS Copper DJUBHGTR 91 2.8 ü JJA iPath DJ UBS Agriculture DJUBAGTR 88 0.5 ü RJN Elements Rogers Energy ROGRENTR 60 0.3 ü COW iPath DJ UBS Livestock DJUBLITR 59 0.9 ü GAZ iPath DJ UBS Natural Gas DJUBNGTR 39 0.2 ü BAL iPath DJ UBS Cotton DJUBCTTR 32 2.1 ü PTM ETRACS UBS Long Platinum CTPLTR 31 0.3 ü RJZ Elements Rogers Metals ROGRIMTR 30 0.2 SGG iPath DJ UBS Sugar DJUBSBTR 28 0.9 ü JJM iPath DJ UBS Industrial DJUBINTR 24 0.2 FUD ETRACS CMCI Food CMFOTR 24 0.4 NIB iPath DJ UBS Cocoa DJUBCCTR 23 0.8 ü PGM iPath DJ UBS Platinum DJUBPLTR 19 0.1 JJP iPath DJ UBS Precious Met DJUBPRTR 14 0.2 UAG ETRACS CMCI Agriculture CMAGTR 13 0.3 UBG ETRACS CMCI Gold CTGCTR 13 0.4 GRU Elements MLCX Grains MLCXGRTR 11 0.1 ü GASZ ETRACS NatGas Fut Contango GYY 11 0.9 USV ETRACS CMCI Silver CTSITR 11 1.3 OILZ ETRACS Oil Fut Contango OGZ 10 0.1 RGRA RBS Rogers Enhanced Agri RGRAID 9 0.1 OLO PowerShares DB Oil Long DBODIX 9 0.1 DCNG iPath Seasonal Nat Gas BCC2NGST 9 1.0 JJE iPath DJ UBS Energy DJUBENTR 8 0.1 JJS iPath DJ UBS Softs DJUBSOTR 7 0.3 ü RGRI RBS Rogers Enhanced IndMet RGRIID 6 0.1 OLEM iPath Pure Beta Crude Oil BCC2CLPT 5 0.0 JJN IPath DJ UBS Nickel DJUBNITR 5 0.0 CHOC iPath Pure Beta Cocoa BCC2CCPT 5 0.1 UBM ETRACS CMCI Ind Metals CMIMTR 4 0.1 UBC ETRACS CMCI Livestock CMLVTR 4 0.1 CAFE iPath Pure Beta Coffee BCC2KCPT 4 0.1 AGF PowerShares DB Agr Long DBADIX 4 0.0 RGRE RBS Rogers Enhanced Energy RGREID 4 0.0 JJT iPath DJ UBS Tin DJUBSNTR 3 0.1 DIRT iPath Pure Beta Agricult BCC1AGPT 3 0.0 UBN ETRACS CMCI Energy CMENTR 3 0.1 WEET iPath Pure Beta Grains BCC1GRPT 3 0.0 RGRP RBS Rogers Enhance PrecMet RGRPID 3 0.0 NINI iPath Pure Beta Nickel BCC2LNPT 3 0.0 Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Commodities (continued) Specific (continued) LD iPath DJ UBS Lead DJUBPBTR $3 $0.1 JJU iPath DJ UBS Aluminum DJUBALTR 3 0.0 ONG iPath Pure Beta Energy BCC1ENPT 2 0.0 SGAR iPath Pure Beta Sugar BCC2SBPT 2 0.0 LSTK iPath Pure Beta Livestock BCC1LSPT 2 0.0 CTNN iPath Pure Beta Cotton BCC2CTPT 2 0.1 BLNG iPath Pure Beta Prec Metal BCC1PMPT 2 0.0 FOIL iPath Pure Beta Aluminum BCC2LAPT 1 0.0 BDG PwrShrs DB Base Met Lg DBBMIX 1 0.0 FUE Elements MLCX Biofuels MLCXBXTR 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 CUPM iPath Pure Beta Copper BCC2LPPT 1 0.0 HEVY iPath Pure Beta Indl Met BCC1IMPT 1 0.0 Currencies CNY Market Vectors Renminbi SPCBCNY $38 $0.3 ICI iPath Optimized Curr Carry BXIICIIP 13 0.4 AYT iPath GEMS Asia 8 BXIIGMA8 11 0.2 ERO iPath EUR/USD n/a 6 0.0 PGD iPath Asian&Gulf Curr Reval BXIIGEMP 3 0.1 GBB iPath GBP/USD n/a 3 0.0 JYN iPath JPY/USD n/a 2 0.1 INR Market Vectors-Rupee/USD SPCBINR 2 0.1 JEM iPath GEMS Index BXIIGEM1 1 0.1 Leveraged/Inverse FBG FI Enhanced Big Cap Growth RU10GRTR $831 $1.5 FEEU FI Enhanced Europe 50 SX5PGV 284 1.0 MLPL ETRACS UBS 2x Lng MLP AMZI 190 3.8 DGP PwrShrs DB Gold Dbl Lg DGLDIX 189 14.1 DTO PowerShares DB Oil Dbl Sh DBODIXX 107 10.6 BDCL ETRACS 2x Lng WF Bus Dev WFBDCPX 104 3.3 DZZ PwrShrs DB Gold Dbl Sh DGLDIX 87 4.6 USLV VelocityShares 3x Silver SPGSSIP 84 15.0 UGAZ VelocityShares 3x Nat Gas SPGSNGP 77 12.5 DGZ PowerShares DB Gold Short DGLDIX 72 3.6 DTYS iPath US Treas 10-YR Bear BXIITETY 66 1.6 DRR Market Vectors Dbl Sh Euro DSHRTEUR 59 0.3 JGBD PwrShrs DB 3x Inv JP GovBd DBBNJGBS 55 1.2 DSLV VelocityShares 3x Inv Silv SPGSSIP 53 8.4 SBND PwrShr DB 3x Shrt 25+ Treas DBBNDS 51 0.8 MORL ETRACS 2x Mortgage REIT MVMORT 49 3.7 JGBS PwrShrs DB Inv JP Govt Bd DBBNJGBS 41 0.6 DLBS iPath US Treas Lng Bd Bear BXIITEUS 40 0.4 UGLD VelocityShares 3x Gold SPGSGCP 25 3.7 DAG PowerShares DB Agr Dbl Lg DBADIX 24 0.3 BXUC Barc SPX + Long C Leverage SPXT 23 0.3 DGAZ VelocityShrs 3x Inv NatGas SPGSNGP 23 10.4 LBND PwrShrs DB 3x Lng 25+ Trea DBBNDL 23 0.2 CSMB CS Merger Arb Liquid 2x CSLABMN 22 0.0 DGLD VelocityShares 3x Inv Gold SPGSGCP 21 5.6 SDYL ETRACS Mnthly 2x S&P Div SPHYDA 16 0.5 DTUS iPath US Treas 2-YR Bear BXIITETU 15 0.1 DVYL ETRACS Mnthly 2x DJ SelDiv DJDVP 14 0.2 RWXL ETRACS 2x DJ Intl Real Est DWXRS 12 0.4 OFF ETRACS Fshr-Grtmn Risk Off FGRISK 12 0.2 BUNT PwrShr DB 3x German Bd Fut DBBNBUNL 12 0.1 Exchange Traded Notes (ETNs) ETNs


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16 | US ETF & ETN Guide Q2 2013 1. All average volume calculations in this guide were calculated over the period between January 8, 2013 to July 8, 2013. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Leveraged/Inverse (continued) ITLT PwrShr DB 3x Ital Treas Bd DBBNBTPL $11 $0.1 RTLA iPath LX Russell 2000 RU20INTR 9 0.0 ROLA iPath LX Russell 1000 RU10INTR 8 0.0 DSXJ JPM Dbl Sh US 10-Y Treas USTTEN 7 0.0 DSTJ JPM Dbl Sh US Lng BD Treas USTLBD 7 0.0 SZO PowerShares DB Oil Short DBODIXX 7 0.1 DDP PwrShrs DB Commod Sh DBCDIXX 6 0.1 DYY PwrShrs DB Commod Dbl Lg DBCDIX 6 0.1 MLPS ETRACS UBS 1xM Shrt MLP AMZIX 5 0.3 SFLA iPath LX S&P 500 TR SPTR 5 0.1 EMSA iPath SE MSCI EM NDUEEGF 5 0.0 JGBT PwrShr DB 3x Japan Gov Bd DBBNJGBL 4 0.0 BOM PwrShrs DB BaseMet DblSh DBBMIX 4 0.1 AGA PowerShares DB Agr Dbl Sh DBADIX 4 0.1 MFLA iPath LE MSCI EAFE NDDUEAFE 4 0.0 UUPT PowerShares DB 3x Lng USD USDUPX 4 0.2 BXDB Barc SPX + Short B Leverag SPXT 4 0.0 EMLB iPath LE MSCI EM NDUEEGF 3 0.0 BXUB Barc SPX + Long B Leverage SPXT 3 0.0 UWTI VelocityShares 3x Crude SPGSCLP 3 0.2 BDD PwrShr DB Base Met Db Lg DBBMIX 3 0.1 IPLT VelocityShares 2x Inv Plat SPGSPLP 3 0.0 DFVS iPath US Treas 5-YR Bear BXIITEFV 3 0.0 BOS PwrShrs DB Base Met Sh DBBMIX 3 0.0 MFSA iPath SE MSCI EAFE NDDUEAFE 3 0.0 DEE PwrShrs DB Commod Dbl Sh DBCDIXX 3 0.0 DWTI VelocityShrs 3x Inv Crude SPGSCLP 2 0.2 LPLT VelocityShares 2x Platinum SPGSPLP 2 0.0 ADZ PowerShares DB Agr Short DBADIX 2 0.0 UDNT PowerShares DB 3x Shrt USD USDDNX 1 0.0 UOIL VelocityShares 3x Brent SPGSBRP 1 0.0 URR Market Vectors Dble Lg Euro DLONGEUR 1 0.1 DOIL VelocityShrs 3x Inv Brent SPGSBRP 1 0.0 Volatility VXX iPATH SP500 VIX ST Future SPVXSTR $1,172 $1,061.8 ü VQT Barclays ETN+ S&P Veqtor SPVQDTR 554 3.0 XIV VelocityShares Inv VIX ShTrm SPVXSP 237 360.8 XVZ iPath S&P 500 Dynamic VIX SPDVIXTR 185 3.2 TVIX VelocityShares 2x VIX ShTrm SPVXSP 147 33.3 VXZ iPATH SP500 VIX MT Future SPVXMTR 57 12.7 ü ZIV VelocityShares Inv VIX MdTrm SPVXMP 33 2.9 GLDI Gold Shares Covered Call QGLDI 22 0.4 ü VIIX VelocityShares VIX ShTrm SPVXSP 17 7.9 ü XVIX ETRACS Long-Short VIX SPVXTSER 14 0.2 SLVO CS Silver Shr Covered Call QSLVO 12 0.2 BWV iPath CBOE SP500BuyWrite BXM 9 0.1 VIIZ VelocityShares VIX MdTrm SPVXMP 6 0.3 XXV iPath Inv SP500 VIX ShrtTrm SPVXSP 5 0.0 CVOL C-Tracks ETN Volatility CVOLT 2 0.1 TVIZ VelocityShares 2x VIX MdTrm SPVXMP 2 0.1 IVOP iPath Inv SP5 VIX ShrtTerm SPVXSP 2 0.0 Other AMJ JPMorgan Alerian MLP AMZ $6,014 $60.4 ü FIGY FI Enhanced Global HY M2WDHDVD 1,083 8.6 MLPI UBS ETRACS Alerian MLP Infr AMZI 1,021 8.0 MLPN CS Cushing 30 MLP MLPX 571 5.0 ü INP iPath MSCI India NDEUSIA 381 3.7 ü TRND RBS US LC Trendpilot TPLCUT 172 1.4 Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Other (continued) ATMP Barclays ETN+ Select MLP BXIIATMP $144 $1.7 CSMA Credit Suisse Merger Arb CSLABMN 71 0.2 TBAR RBS Gold Trendpilot TPGLDUT 63 0.6 TRNM RBS US MC Trendpilot TPMCUT 61 0.5 AMU ETRACS Alerian MLP Index AMZ 60 0.8 MLPY MS Cushing MLP High Income MLPY 48 0.4 BDCS ETRACS Wells Fargo Bus Dev WFBDC 40 1.0 IMLP iPath S&P MLP SPMLP 36 0.2 MLPG UBS ETRACS Nat Gas MLP ANGI 33 0.3 TNDQ RBS NASDAQ 100 Trendpilot TPNDQUT 22 0.1 WMW Elements Mrngstr Wide Moat MWMFTR 22 0.2 CSLS CS Long/Short Liquid CSLABLN 20 0.1 DOD Elements Dogs of the Dow MUTR 19 0.2 SPGH ETRACS SP5 Gold Hedge SPGL5UT 16 0.2 BARL MS SP500 Crude Oil Lnkd SPOILH 14 0.0 STPP iPath US Treas Steepener BXIIUSTP 14 0.2 MLPW E-TRACS Wells Fargo MLP WML 13 0.1 ONN ETRACS Fshr-Grtmn Risk On FGRISK 11 0.2 CAPE Barclays ETN+ Shiller CAPE BXIICCST 10 0.1 TCHI RBS China Trendpilot TPCHINUT 10 0.2 ITLY PwrShr DB Ital Treas Bd Fu DBBNBTPL 9 0.1 GCE Claymore CEF GS Connect CLMRCEF 8 0.0 BUNL PwrShr DB German Bd Fut DBBNBUNL 8 0.0 TWTI RBS Oil Trendpilot TPOILUT 6 0.1 DRGS RBS Global Big Pharma DGETR 6 0.0 JGBL PwrShr DB Japan Govt Bd Fu DBBNJGBL 5 0.0 FLAT iPath US Treas Flattener BXIIUSTP 5 0.1 ALTL RBS US L/C Alternator ALTLCUT 5 0.0 DTUL iPath US Treas 2-YR Bull BXIITETU 4 0.0 DEFL PowerShrs DB US Deflation DBLNSINF 4 0.0 JFT KEYnotes FT Enh 130/30 LC FTLCTR 4 0.0 INFL PowerShrs DB US Inflation DBLNLINF 4 0.0 CSMN CS MktNeu Global Equity HSGMN 3 0.0 DTYL iPath US Treas 10-YR Bull BXIITETY 3 0.1 DLBL iPath US Treas Lng Bd Bull BXIITEUS 2 0.0 EEH Elements LC Sector Momnt SPBNPSP 1 0.0 DFVL iPath US Treas 5-YR Bull BXIITEFV 0 0.0 Exchange Traded Notes (ETNs) ETNs


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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 insufficient 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: Significant aspects of the tax treatment of the ETNs are uncertain. You should consult your own tax advisor about your own tax situation. Options involve risk and are not suitable for all investors. Prior to entering into an options transaction, you should have received, read and understand the options risk disclosure document entitled “Characteristics and Risks of Standardized Options” available via the following link: http://www.theocc.com/about/publications/character-risks.jsp or by contacting your Barclays sales representative. Barclays Bank PLC has filed 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 filed 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 affiliates and BlackRock Investments, LLC., and its affiliates 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 indices 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 l No Bank Guarantee l May Lose Value P0356 | CSNY468850 v2 | July 2013


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eQUITY, INDEX, AND CASH-SETTLED CURRENCY OPTIONS EXPIRATION DATE1 a.m.-SETTLED INDEX OPTIONS CEASE TRADING eXPIRING EQUITY AND P.m.-SETTLED INDEX OPTIONS CEASE TRADING. eXPIRING CASH-SETTLED CURRENCY OPTIONS CEASE TRADING AT 12:00PM et eXCHANGE HOLIDAY (ADDITIONAL HOLIDAYS MAY BE ANNOUNCED) bANK HOLIDAY ffifl EXPIRATION DATE QUARTERLY EXPIRATION DATE 2016 eQUITY leaPs® ADDED 1eQUITY leaPs® EXPIRE IN JANUARY. iNDEX leaPs® EXPIRE IN dECEMBER, JANUARY, AND JUNE. nOTE: fiHILE THESE DATES ARE ACCURATE AS OF 11?29?12, THEY ARE SUBJECT TO CHANGE. fiEEKLY EXPIRATIONS OCCUR EVERY FRIDAY WITH THE EXCEPTION OF eXPIRATION FRIDAYS. 2013 oPTIONS eXPIRATION ¢ALENDAR JULY s m t fi 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 s m t fi 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 sEPTEMBER s m t fi 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 JANUARY s m t fi 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 FEBRUARY s m t fi 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 mARCH s m t fi 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 aPRIL s m t fi 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 mAY s m t fi 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 fi 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 dECEMBER s m t fi 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 oCTOBER s m t fi 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 nOVEMBER s m t fi 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 Approval for distribution Americas EMEA p p p Asia