Free Writing Prospectus

Filed Pursuant to Rule 433

Registration No. 333-190038

July 23, 2014

Equities 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 $466.3 1 US Indices: Value Total Market Value, Large Cap Value, Mid Cap Value, Small Cap Value $79.5 1 US Indices: Growth Total Market Growth, Large Cap Growth, Mid Cap Growth, Small Cap Growth $81.5 1 Sectors Consumer Discretionary, Consumer Staples, Energy, Financials, Healthcare, Industrials, Materials, Multi-Sector, Real Estate, Technology, Telecommunications, Utilities, Water and Clean Energy $304.5 2 International Global, Asia Pacific, Europe, North America, Emerging Markets – Regional, Emerging Markets – General $351.0 4 Leveraged – Equities $14.6 6 Inverse – Equities $9.7 7 Dividend Domestic, International $108.5 7 FICC Fixed Income US Credit, US Government, Aggregate and Other, International, Municipal $253.0 9 Commodities $63.5 10 Currencies $2.5 11 Leveraged – FICC $0.9 11 Inverse – FICC $8.4 11 Specialty Active $11.8 13 Fundamental $10.7 13 Life Cycle and Allocation $1.4 13 Long/Short $0.6 13 Quantitative Domestic, International $35.8 14 Other $29.9 15 Exchange Traded Notes (ETNs) Commodities General, Specific $4.6 17 Currencies $0.1 17 Leveraged/Inverse $7.1 17 Volatility $2.7 18 Other $12.1 18 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, 2014. 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 July 2014 1,615 US listed products Total $1,861bn 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. BARCLAYS

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).

Equities 1 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * 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 $44,725 $249.1 ü IWV iShares Russell 3000 RU30INTR 5,763 21.8 ü VXF Vanguard Extended Market SPTRCMI 3,586 20.8 ü SCHB Schwab US Broad Market DW25T 3,489 19.3 ü ITOT iShares Core S&P Total Mkt SPTRSUPR 1,320 8.9 ü IYY iShares DJ US Index DJUS 952 3.6 THRK SPDR Russell 3000 RAY 611 0.4 ONEQ Fidelity NASDAQ Composite CCMP 361 3.2 VUSE Vident Core US Equity VIUSX 174 1.5 VTHR Vanguard Russell 3000 RU30INTR 109 0.8 NYC iShares NYSE Composite NYA 75 0.1 NYCC PowerShares NYSE Century CENTURYT 4 0.0 Large Cap Broad-Based SPY SPDR S&P 500 SPX $169,106 $19,680.2 ü IVV iShares S&P 500 SPTR 56,722 790.4 ü VOO Vanguard S&P 500 SPXT 19,541 197.0 ü DIA SPDR DJ Indust Avg INDU 11,632 1,000.2 ü IWB iShares Russell 1000 RU10INTR 9,441 68.5 ü RSP Guggenheim S&P 500 EW SPXEWI 8,293 60.5 ü VV Vanguard LC CRSPLCT 5,133 12.8 ü OEF iShares S&P 100 SPTR100 4,803 65.4 ü SCHX Schwab US LC DWLT 2,997 15.2 ü MGC Vanguard Mega Cap CRSPMET 752 2.0 ü XLG Guggenheim Russell Top 50 RTOP50 516 2.5 JKD iShares Mrngstr LC MLCRT 492 1.4 VONE Vanguard Russell 1000 RU10INTR 340 1.5 IWL iShares Russell T200 RUTPINTR 118 0.5 EWRI Guggenheim Russell 1000 EW RU1ELCTR 113 0.6 EUSA iShares MSCI USA GDDUUS 72 1.0 NY iShares NYSE 100 NYID 71 0.1 ONEK SPDR Russell 1000 RIY 46 0.1 Mid Cap Broad-Based IJH iShares S&P MC 400 SPTRMDCP $24,620 $161.4 ü MDY SPDR S&P MC 400 MID 15,295 514.9 ü IWR iShares Russell MC RUMCINTR 10,267 33.3 ü VO Vanguard MC CRSPMIT 8,163 30.5 ü SCHM Schwab US MC DWMT 1,177 7.4 ü IVOO Vanguard S&P MC 400 SPTRMDCP 335 1.8 JKG iShares Mrngstr MC MMCRT 289 1.1 EWRM Guggenheim Russell MC EW RUMEMCTR 139 0.7 RSCO SPDR Russell SC Complete RSCC 77 0.3 Small Cap Broad-Based IWM iShares Russell 2000 RU20INTR $27,293 $5,261.3 ü IJR iShares S&P SC 600 SPTRSMCP 13,627 97.4 ü VB Vanguard SC CRSPSCT 9,149 41.1 ü SCHA Schwab US SC DWST 2,103 14.6 ü SLY SPDR S&P SC 600 SML 423 2.1 VTWO Vanguard Russell 2000 RU20INTR 374 4.6 ü JKJ iShares Mrngstr SC MSCRT 218 0.5 VIOO Vanguard S&P SC 600 SPTRSMCP 155 1.8 TWOK SPDR Russell 2000 RTY 52 0.8 EWRS Guggenheim Russell 2000 EW RU2ESCTR 41 0.4 Micro Cap Broad-Based IWC iShares Micro-cap RUMRINTR $934 $11.4 ü FDM First Trust DJ Sel MicroCap DJSM 63 0.6 Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* US Indices: Broad-Based (continued) Micro Cap Broad-Based (continued) PZI PwrShrs Zacks MicroCap ZAX $59 $0.3 WMCR Wilshire Micro-Cap W5KMICRO 55 0.4 US Indices: Value Total Market Value IUSV iShares Core US Value RU30VATR $705 $2.5 Large Cap Value IWD iShares Russell 1000 Value RU10VATR $23,066 $150.0 ü VTV Vanguard Value CRSPLCVT 14,590 56.5 ü IVE iShares S&P 500 Value SPTRSVX 7,842 59.3 ü RPV Guggenheim S&P 500 PureVal SPXPV 1,163 11.9 ü SCHV Schwab US LC Value DWLVT 1,074 5.4 ü MGV Vanguard Mega Cap Value CRSPMEVT 830 3.0 ü JKF iShares Mrngstr LC Value MLVLT 310 1.0 VONV Vanguard Russell 1000 Val RU10VATR 238 1.3 SPYV SPDR S&P 500 Value SPTRSVX 206 0.9 IWX iShares Russell T200 Value RUTPVATR 201 2.1 VOOV Vanguard S&P 500 Val SPTRSVX 187 1.0 Mid Cap Value IWS iShares Russell MC Value RUMCVATR $6,710 $35.4 ü IJJ iShares S&P MC 400 Value MIDV 4,276 17.1 ü VOE Vanguard MC Value CRSPMIVT 2,978 18.2 ü JKI iShares Mrngstr MC Value MMVLT 228 1.3 MDYV SPDR S&P MC 400 Value SPTRMV 120 1.0 RFV Guggenheim S&P 400 PureVal SPMPV 110 0.7 IVOV Vanguard S&P MC 400 Val SPTRMV 76 1.4 Small Cap Value IWN iShares Russell 2000 Value RU20VATR $6,030 $100.0 ü VBR Vanguard SC Value CRSPSCVT 4,413 17.3 ü IJS iShares S&P SC 600 Value SMLV 3,123 14.9 ü JKL iShares Mrngstr SC Value MSVLT 387 1.5 SLYV SPDR S&P SC 600 Value SPTRSV 306 1.4 RZV Guggenheim S&P 600 PureVal SPSPV 184 1.6 VIOV Vanguard S&P SC 600 Val SPTRSV 79 1.4 VTWV Vanguard Russell 2000 Val RU20VATR 71 0.4 US Indices: Growth Total Market Growth IUSG iShares Core US Growth RU30GRTR $489 $3.4 Large Cap Growth IWF iShares Russell 1000 Gro RU10GRTR $23,823 $152.4 ü VUG Vanguard Growth CRSPLCGT 14,808 56.7 ü IVW iShares S&P 500 Growth SPTRSGX 9,997 81.1 ü RPG Guggenheim S&P 500 PureGro SPXPG 1,441 14.4 MGK Vanguard Mega Cap Growth CRSPMEGT 1,384 6.0 ü SCHG Schwab US LC Growth DWLGT 1,380 7.3 ü JKE iShares Mrngstr LC Growth MLGRT 534 2.1 IWY iShares Russell T200 Growth RUTPGRTR 484 1.1 SPYG SPDR S&P 500 Growth SPTRSGX 429 2.0 VOOG Vanguard S&P 500 Growth SPTRSGX 298 1.8 VONG Vanguard Russell 1000 Gro RU10GRTR 254 1.1 Mid Cap Growth IWP iShares Russell MC Growth RUMCGRTR $4,821 $25.3 ü IJK iShares S&P MC 400 Growth MIDG 4,621 24.9 ü Exchange Traded Funds (ETFs) Equities

2 | US ETF & ETN Guide July 2014 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * 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) Mid Cap Growth (continued) VOT Vanguard MC Growth CRSPMIGT $2,220 $9.9 ü RFG Guggenheim S&P 400 PureGro SPMPG 821 3.5 IVOG Vanguard S&P MC 400 Gro SPTRMG 282 1.3 JKH iShares Mrngstr MC Growth MMGRT 200 0.7 MDYG SPDR S&P MC 400 Growth SPTRMG 173 1.0 Small Cap Growth IWO iShares Russell 2000 Gro RU20GRTR $5,733 $196.5 ü VBK Vanguard SC Growth CRSPSCGT 3,765 20.3 ü IJT iShares S&P SC 600 Growth SMLG 2,761 16.4 ü SLYG SPDR S&P SC 600 Growth SPTRSG 394 2.2 JKK iShares Mrngstr SC Growth MSGRT 131 0.6 VTWG Vanguard Russell 2000 Gro RU20GRTR 128 2.1 RZG Guggenheim S&P 600 PureGro SPSPG 116 1.0 VIOG Vanguard S&P SC 600 Gro SPTRSG 61 0.6 Sectors Consumer Discretionary XLY Cons Discret Sector SPDR IXY $5,125 $362.3 ü XHB SPDR S&P Homebuilders SPSIHOTR 1,851 150.1 ü ITB iShares US Home Constr DJSHMBT 1,722 101.0 ü VCR Vanguard Cons Discret M2US5CDI 1,170 14.9 ü FXD First Trust Cons Discr STRQCD 956 6.8 ü XRT SPDR S&P Retail SPSIRETR 598 238.7 ü IYC iShares US Cons Svcs DJUSCYT 445 5.4 RXI iShares Glb Cons Discr SGDNW 231 2.5 PEJ PwrShrs Dyn Leisure & Ent DZLTR 164 2.1 PBS Power Shares Dyn Media DZMTR 162 4.6 PKB PwrShrs Dyn Build & Constr DWCTR 124 0.8 PSCD PwrShr S&P SC Cons Dis SPSU6CDT 112 0.6 RCD Guggenheim S&P 500 EW CD S25 89 1.4 FDIS Fidelity MSCI Cons Discret M2US0CDI 76 0.9 CARZ Frst Trst NASDAQ Global Auto QAUTO 61 0.6 BJK Market Vectors-Gaming MVBJKTR 60 1.5 ü PEZ PwrShrs DWA Cons Cycl Mom DWCCTRR 51 0.6 RTH Market Vectors Retail MVRTHTR 31 2.2 ü PMR PowerShares Dyn Retail DWRTR 20 0.3 IPD SPDR S&P Intl Cons Discret SPBMUCUP 20 0.3 EMDI iShares MSCI EM ConsDisc M1EF0CD 6 0.1 Consumer Staples XLP Cons Staples Sector SPDR IXR $7,030 $329.1 ü VDC Vanguard Cons Staples M2US5CSI 1,920 9.2 ü FXG First Trust Cons Staples STRQCS 1,406 10.7 ü KXI iShares Glb Cons Stap SGCSNW 627 2.7 ü IYK iShares US Cons Goods DJUSNCT 480 3.7 PBJ PwrShrs Dyn Food & Bev DZFTR 330 3.6 RHS Guggenheim S&P 500 EW CS S30 161 1.5 FSTA Fidelity MSCI Cons Staples M2US0CSI 98 1.0 IPS SPDR S&P Intl Cons Stap SPBMU3UP 46 0.2 PSL PwrShrs DWA Cons Stap Mom DWCSTR 39 0.4 PSCC PwrShr S&P SC Cons St SPSU6CST 28 0.6 Energy XLE Energy Sector SPDR IXE $12,355 $938.5 ü VDE Vanguard Energy M2US5ENI 3,431 21.5 ü IYE iShares US Energy DJUSENT 2,209 44.7 ü OIH Market Vectors Oil Service MVOIHTR 1,475 159.3 ü XOP SPDR S&P Oil & Gas E&P SPSIOPTR 1,262 267.3 ü Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Sectors (continued) Energy (continued) IXC iShares Glb Energy SGESNW $1,125 $8.1 ü FXN First Trust Energy STRQEN 761 13.9 ü IEZ iShares US Oil Eqp&Svc DJSOEST 648 5.3 ü FCG First Trust ISE Nat Gas FUM 586 10.6 ü IEO iShares US O&G E&P DJSOEPT 578 8.5 ü XES SPDR S&P O&G Equip&Svcs SPSIOS 342 3.8 ü RYE Guggenheim S&P 500 EW Ener S10 319 4.1 PXI PwrShrs DWA Energy Mom DWENTR 264 2.0 KOL Market Vectors-Coal MVKOLTR 166 2.5 ü PXE PwrShrs Dyn Energy E&P DWETR 148 1.3 PXJ PwrShrs Dyn Oil & Gas Svcs DWOTR 132 0.7 ü FENY Fidelity MSCI Energy M2US0ENI 131 2.1 FRAK MktVctrs Unconventional O&G MVFRAKTR 86 0.9 ü NLR Mkt Vect Nuclear Energy DXNE 75 0.3 PSCE PwrShr S&P SC Energy SPSU6ET 61 0.6 ENY Guggenheim Canada Energy SPTXHU 54 0.3 GNAT WisdomTree Glb Natl Resour WTIDGNRT 24 0.1 IPW SPDR S&P Intl Energy SPBMU1UP 23 0.2 NUCL iShares Glb Nuclr Ener SPGTNEN 9 0.1 FILL iShrs MSCI Glb Energy Prod M1WDSEPI 6 0.1 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 0.3 Financials XLF Financial Sector SPDR IXM $18,387 $850.7 ü KRE SPDR S&P Regional Bank SPSIRBK 2,485 129.5 ü KBE SPDR S&P Bank SPSIBK 2,485 41.0 ü VFH Vanguard Financials M2US5FNI 2,109 11.8 ü IYF iShares US Financial DJUSFNT 1,385 26.9 ü FXO First Trust Financial STRQFN 880 10.6 ü IYG iShares US Finan Svcs DJUSFV 561 5.1 ü IAT iShares US Reg Banks DJSRBKT 500 4.9 ü EUFN iShares MSCI Europe Fin MXEU0FN 484 5.5 ü IXG iShares Glb Financials SGFSNW 303 2.5 KIE SPDR S&P Insurance SPSIINS 273 7.0 ü KBWB PowerShares KBW Bank BKXTR 238 3.2 ü KCE SPDR S&P Capital Markets SPSICM 196 1.7 ü IAI iShares US Broker Dlrs DJSINVT 187 4.3 ü IAK iShares US Insurance DJSINST 139 1.1 FNCL Fidelity MSCI Financials M2US0FNI 121 1.8 PSCF PwrShr S&P SC Finance SPSU6FT 111 0.3 RYF Guggenheim S&P 500 EW Fin S40 102 1.7 QABA Frst Trst NQ ABA Comm Bk ABQI 93 1.2 KBWR PowerShares KBW Reg Bank KRXTR 43 0.3 PFI PwrShrs DWA Financial Mom DWFNTR 35 0.3 RWW RevenueShares Financial REVWFINT 33 0.2 CHIX Global X China Financials CHIF 17 0.7 ü RKH Market Vectors Bank & Brkr MVRKHTR 16 0.1 ü IPF SPDR S&P Intl Financials SPBMU4UP 14 0.1 KBWI PowerShares KBW Insurance KIXTR 10 0.1 KBWP PowerShares KBW Prop&Cas KPXTR 10 0.1 KME SPDR S&P Mortgage Finance SPSIMF 8 0.0 DXJF WsdmTree Japan Hedg Finans WTJFH 6 0.5 EMFN iShares MSCI EM Financials MXEF0FN 6 0.0 KBWC PowerShares KBW Cap Mkts KSXTR 5 0.1 FEFN iShares MSCI Far East Fin MXFA0FN 4 0.1 BRAF Global X Brazil Financials SOLBZLX 3 0.0 Exchange Traded Funds (ETFs) Equities

3 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * 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 $9,890 $502.4 ü IBB iShares Nasdaq Biotech NBI 4,908 458.2 ü VHT Vanguard Health Care M2US5HCI 3,056 29.2 ü IYH iShares US Healthcare DJUSHC 2,487 36.6 ü FXH First Trust Health Care STRQHC 2,063 18.9 ü FBT Frst Trst NYSE Arca Biotech BTK 1,295 14.9 ü PJP PowerShares Dyn Pharma DZRTR 1,168 14.1 ü IXJ iShares Glb Healthcare SGHNW 1,164 7.3 XBI SPDR S&P Biotech SPSIBITR 1,110 96.3 ü XPH SPDR S&P Pharmaceuticals SPSIPHTR 950 10.8 ü IHE iShares US Pharmaceut DJSPHMT 717 4.6 IHI iShares US Med Equip DJSMDQT 704 9.7 IHF iShares US HC Providers DJSHCPT 507 3.3 ü BBH Market Vectors Biotech MVBBHTR 506 16.4 ü PBE PwrShr Dyn Biotech & Gen DZOTR 372 5.6 PPH Market Vectors Pharma MVPPHTR 344 5.1 ü RYH Guggenheim S&P 500 EW HC S35 211 3.2 FHLC Fidelity MSCI Health Care M2US0HCI 172 2.6 PSCH PwrShr S&P SC Healthca SPSU6HCT 171 1.4 XHS SPDR S&P HC Srvs SPSIHP 85 0.5 PTH PwrShrs DWA Healthcare Mom DWHCTR 81 1.5 IRY SPDR S&P Intl Health Care SPBMUHUP 64 0.4 XHE SPDR S&P HC Equipment SPSIHE 31 0.2 DXJH WsdmTree Japan Hedg HC WTJHCH 3 0.2 Industrials XLI Industrial Sector SPDR IXI $10,111 $520.8 ü VIS Vanguard Industrials M2US5INI 1,777 18.0 ü IYJ iShares US Industrial DJUSINT 1,395 44.8 ü IYT iShares Transportation DJTTR 1,168 44.9 ü FXR First Trust Industrials STRQIN 950 16.2 ü ITA iShares US Aerosp & Def DJSASDT 431 6.4 EXI iShares Glb Industrial SGNNW 326 2.3 XTN SPDR S&P Transportation SPSITN 224 2.5 PRN PowerShares Dyn Industrial EZLTR 145 2.8 PPA PwrShrs Aerospace & Def DXS 133 1.5 FIDU Fidelity MSCI Industrials M2US0INI 129 1.8 PSCI PwrShr S&P SC Indust SPSU6IT 120 0.6 RGI Guggenheim S&P 500 EW Inds S20 103 1.1 XAR SPDR S&P Aero & Def SPSIAD 49 0.6 IPN SPDR S&P Intl Industrials SPBMU2UP 27 0.2 CHII Global X China Industrials CHII 3 0.0 DXJC WsdmTree Japan Hedg CapGds WTJCGH 3 0.1 Materials GDX Market Vectors Gold Miners GDM $8,093 $787.2 ü XLB Materials Sector SPDR IXB 5,114 264.5 ü GDXJ Mkt Vect Junior Gold Miners MVGDXJTR 2,379 163.6 ü VAW Vanguard Materials M2US5MTI 1,278 10.1 ü IYM iShares US Basic Mat DJUSBMT 1,038 18.1 ü FXZ First Trust Materials STRQMT 675 10.2 ü XME SPDR S&P Metals & Mining SPSIMM 486 68.1 ü MXI iShares Glb Materials SGMNW 394 2.3 WOOD iShares Glb Timb&For SPGTTFT 306 1.3 ü SIL Global X Silver Miners SOLGLOSI 265 3.4 ü CUT Guggenheim Timber CGTBR 242 1.2 URA Global X Uranium SOLURA 240 4.3 ü PICK iShrs MSCI GlbSel Met&Min M1WDS1PI 180 0.6 ü SLX Market Vectors Steel STEEL 98 2.4 ü Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Sectors (continued) Materials (continued) PYZ PwrShrs DWA Basic Mat Mom DWBMTR $97 $0.6 REMX MrktVctrs RareEarth/StratMet MVREMXTR 94 0.5 ü RTM Guggenheim S&P 500 EW Mats S15 94 1.2 FMAT Fidelity MSCI Materials M2US0MTI 88 1.3 RING iShrs MSCI Glb Gold Miners M1WDS1MI 67 0.7 ü PSCM PwrShr S&P SC Mater SPSU6MT 62 0.8 GLDX Global X Gold Explorers SOLGLDX 53 1.0 ü COPX Global X Copper Miners SOLGLOCO 38 0.3 CU First Trust ISE Glb Copper ISC 32 0.2 ü PSAU PwrShrs Glb Gold&PrecMet QGLX 26 0.2 CCXE WisdomTree Comm Country WTIDCCET 21 0.1 SOIL Global X Fertilizer/Potash SOLFERT 19 0.1 PLTM First Trust ISE Glb Platin ORE 11 0.1 ü SLVP iShrs MSCI Glb Silv Miners M1WDSSMI 10 0.1 IRV SPDR S&P Intl Materials SPBMU6UP 10 0.0 SILJ PureFunds ISE Jr Silv SC ZIR 9 0.3 ü EMMT iShares MSCI EM Materials MXEF0MT 8 0.0 GGGG Global X Pure Gold Miners SOLGGGG 6 0.1 JUNR Global X Junior Miners VXTUAR 6 0.1 CHIM Global X China Materials CHIMAT 2 0.0 Multi-Sector QQQ PowerShares QQQ XNDX $44,505 $3,409.9 ü GUNR FlxShr Glb Upstream NatRes MUNRT 3,156 5.4 ü IGE iShares S&P NA Nat Res SPGSSINR 2,481 11.8 ü MOO Mkt Vectors Agribusiness MVMOOTR 2,400 31.6 ü ECON EGShares EM Consumer Titan DJECONT 1,320 7.8 ü IGF iShares S&P Glb Infrastruc SPGTINNT 977 5.6 ü GNR SPDR S&P Glb Nat Resour SPGNRUP 622 3.9 ü NFRA FlxShr STOXX Glb Brd Infra STXGBIV 187 1.6 CHIQ Global X China Consumer CHIQ 146 1.3 ü SEA Guggenheim Shipping DJGSHT 117 1.9 ü EMIF iShares S&P EM Infrastruc SPGEIFDT 111 0.6 HAP Market Vectors Natural Res RVEIT 108 0.6 ROBO Robo-Stox Glb Robot&Automn ROBOTR 107 1.4 QQXT First Trust NDX Ex-Tech NDXM 94 0.6 PAGG PwrShrs Global Agriculture QAGX 71 0.4 INXX EGShares India Infr IINXXT 64 0.9 LIT Global X Lithium SOLLIT 60 0.6 ü VEGI iShares MSCI Glb Agri Prod M1WDSGPI 48 0.3 BRXX EGShares Brazil Infr IBRXXT 46 0.4 PXR PwrShrs EM Infrastruct EIBIT 44 0.2 PSCU PwrShr S&P SC Util SPSU6UT 36 0.1 EMDD EGShares EM Dom Demand IEMDDT 26 0.2 QQQE Direxion NASDAQ-100 EW NDXE 26 0.4 CROP IQ Global Agribusiness SC IQSMCROT 25 0.2 ü FLM First Trust ISE Glb Eng&Cons CVL 24 0.1 BRAQ Global X Brazil Consumer SOLBZLC 14 0.1 HECO Huntington EcoLogical Strat n/a 13 4.6 ü GRID First Trust NQ Smart Grid QGRD 13 0.1 FONE FrstTrst NDAQ CEA Smrtphn QFON 11 0.1 CHXX EGShares China Infr ICHXXT 10 0.0 INCO EGShares India Consumer IINCOT 7 0.1 TOLZ ProShr DJ Brookfield GlbInfr DJBGICUT 4 0.2 DXJT WsdmTree Japan Hedg TMT WTJTMTH 3 0.1 Exchange Traded Funds (ETFs) Equities

4 | US ETF & ETN Guide July 2014 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * 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 $23,850 $243.1 ü RWX SPDR DJ Intl Real Estate DWXRSN 4,787 19.0 ü IYR iShares US Real Estate DJUSRET 4,512 675.3 ü ICF iShares Cohen&Steers REIT RMP 2,966 23.2 ü RWR SPDR DJ REIT DWRTF 2,588 18.8 ü VNQI Vanguard GlblxUS Real Est SPBMGUU 1,512 6.7 ü RWO SPDR DJ Glb Real Estate DWGRSN 1,364 6.9 ü REM iShares Mortgage RE Cap TFNMRC 1,304 14.9 ü SCHH Schwab US REIT DWRTFT 1,005 5.5 ü IFGL iShares Intl Dev Real Est TRGXUU 825 4.7 ü REZ iShares Residential RE Cap TFN17C 254 2.0 ü FRI First Trust S&P REIT SPREIT 196 2.6 WPS iShares Intl Property SPBMWUUT 183 0.7 DRW WisdomTree GlblxUS RealEst WTIRGRET 135 0.7 MORT Market Vectors Mortg REIT MVMORTTR 119 0.9 FFR Frst Trst EPRA/NAREIT Glb UNGL 114 0.5 GRI C&S Global Realty Majors GRM 103 0.3 KBWY PwrShrs KBW Prem Yld REIT KYXTR 90 0.5 FTY iShares Real Estate 50 FNR5TR 79 0.3 ROOF IQ US Real Estate SC IQSMREST 61 0.4 IFEU iShares Eur Dev Real Est NUPRA 52 0.5 IFNA iShares NA Dev Real Estate TRGNAU 29 0.2 IFAS iShares Asia Dev Real Est TRGASU 23 0.2 FNIO iShares Indu/Office RE Cap TFN13C 20 0.1 TAO Guggenheim China RE ACNRET 20 0.4 ü DXJR WsdmTree Japan Hedg RealEst WTJRH 20 0.4 WREI Wilshire US REIT WILREIT 19 0.1 RTL iShares Retail RE Cap TFN20C 12 0.1 Technology XLK Technology Sector SPDR IXT $12,807 $272.0 ü VGT Vanguard Technoloy M2US5ITI 5,478 33.5 ü IYW iShares US Technology DJUSTCT 3,818 40.0 ü FDN First Trust DJ Internet DJINET 1,802 33.0 ü IGV iShares NA Tech-Software SPGSTISO 1,105 16.0 ü FXL First Trust Technology STRQTC 790 12.2 ü IXN iShares Global Tech SGINW 712 4.4 IGM iShares NA Technology SPGSTI 706 2.8 RYT Guggenheim S&P 500 EW Tech S45 566 6.3 SOXX iShares PHLX Semicond SOX 463 12.4 ü QQEW First Trust NDX Equal Wgt NDXE 425 6.3 ü SMH Market Vectors Semicons MVSMHTR 419 68.9 ü SKYY First Trust ISE Cloud Comp CPQ 321 2.8 ü PNQI PwrShrs NASDAQ Internet NETX 318 5.2 ü IGN iShares NA TechMMedia Ntwk SPGIIPTR 312 2.2 ü PSCT PwrShr S&P SC Info Tech SPSU6TT 247 1.3 QTEC First Trust NDX Technology NDXT 232 1.9 ü MTK SPDR MS Technology MSH 224 0.6 FTEC Fidelity MSCI Info Tech M2US0ITI 168 2.5 XSD SPDR S&P Semiconductor SPSISCTR 161 5.7 ü SOCL Global X Social Media SOCL 138 4.3 ü KWEB KraneShrs CSI CH Internet H11137 75 2.8 CQQQ Guggenheim China Tech ACNITTR 74 1.4 ü PTF PwrShrs DWA Tech Momentum DWTYTR 61 0.6 PSJ PowerShares Dyn Software DZCTR 53 0.4 XSW SPDR S&P Software & Srvs SPSISS 30 0.4 PXQ PowerShares Dyn Networking DZNTR 29 0.2 PSI PwrShrs Dyn Semiconductors DZETR 24 0.2 QQQC Global X NASDAQ China Tech NCL9000X 22 0.3 Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Sectors (continued) Technology (continued) IPK SPDR S&P Intl Technogy SPBMUTUP $13 $0.1 AAIT iShrs MSCI AC Asia InfoTech MSIAITNU 7 0.1 Telecommunications VOX Vanguard Telecomm M2US5TCI $711 $5.2 ü IYZ iShares US Telecomm DJSTELT 588 8.8 ü IXP iShares Glb Telecomm SGTNW 427 3.2 ü FCOM Fidelity MSCI Telecom Svcs M2US2TCI 66 0.8 IST SPDR S&P Intl Telecomm SPBMU5UP 38 0.4 XTL SPDR S&P Telecom SPSITE 25 0.3 Utilities XLU Utilities Sector SPDR IXU $6,520 $490.4 ü VPU Vanguard Utilities M2US5UTI 1,776 13.0 ü IDU iShares US Utilities DJUSUTT 1,597 17.2 ü FXU First Trust Utilities STRQUT 598 5.5 ü JXI iShares Glb Utilities SGYNW 232 2.5 ü GII SPDR S&P Glb Infrastruct SPGTINNT 141 0.5 RYU Guggenheim S&P 500 EW Util SPXEWCTR 120 2.2 FUTY Fidelity MSCI Utilities M2US0UTI 114 1.5 IPU SPDR S&P Intl Utilities SPBMUUUP 74 0.3 PUI PwrShrs DWA Utilities Mom DWUTTR 43 0.2 DBU WisdomTree GlobalxUS Util WTIDGXUT 24 0.1 UTLT db X-Trckrs Regulated Util DBIQUTLT 8 0.0 Water and Clean Energy PHO PowerShares Water Resour GWATUSL $986 $2.8 ü TAN Guggenheim Solar SUNIDX 450 24.3 ü CGW Guggenheim S&P Glb Water SPGTAQTR 369 1.6 PIO PowerShares Global Water GWATERL 293 1.0 FIW First Trust ISE Water HHO 206 1.1 ü PBW PwrShrs WH Clean Energy ECO 188 3.0 ü QCLN First Trust NQ Green Energy CELS 127 2.9 FAN First Trust Glb Wind Ener GWE 121 1.1 GEX Mkt Vec Glb Alt Energy AGIXLT 109 0.8 ü PBD PwrShrs Glb Clean Energy NEXUST 107 0.8 PZD PowerShares Cleantech CTIUS 85 0.3 ICLN iShares Glb Clean En SPGTCLNT 65 0.3 PUW PwrShrs WH Progr Energy WHPRO 45 0.2 KWT Market Vectors Solar Ener MVKWTTR 29 0.7 EVX Mkt Vec Environment Svcs AXENV 20 0.1 International1 Global EFA iShares MSCI EAFE NDDUEAFE $55,782 $1,130.4 ü VEA Vanguard FTSE Dev Mkt TGPVAN33 23,435 140.8 ü VEU Vanguard FTSE All-Wrld xUS GPVAN2TR 12,958 50.9 ü ACWI iShares MSCI ACWI NDUEACWF 5,903 66.2 ü SCZ iShares MSCI EAFE SC NCUDEAFE 4,141 30.2 ü VT Vanguard Total World TGPVA16U 3,499 19.2 ü VXUS Vanguard Total Intl Stock TGPVAN17 3,042 14.3 ü EFV iShares MSCI EAFE Value NDUVEAFF 2,792 12.1 ü SCHF Schwab International Equity FTAD02 2,501 10.7 ü IEFA iShares Core MSCI EAFE MIMUEAFN 2,426 18.2 ü VSS Vanguard FTSE AWxUS SC TGPVA09U 2,118 8.0 ü ACWX iShares MSCI ACWI ex US NDUEACWZ 1,737 16.9 ü EFG iShares MSCI EAFE Growth NDUGEAFF 1,729 5.9 ü IOO iShares Global 100 SP100NW 1,698 3.4 ü GWL SPDR S&P World ex-US SCRTWU 922 5.4 ü Exchange Traded Funds (ETFs) Equities

5 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * 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 $868 $3.0 ü IXUS iShrs Core MSCI Total Intl MXWDUIM 775 4.4 ü CWI SPDR MSCI ACWI ex-US NDUEACWZ 601 2.2 DBEF db X-trckrs MSCI EAFE Hdg M0EFHUSD 577 3.8 ü TOK iShares MSCI Kokusai NDDUKOK 492 0.7 SCHC Schwab Intl Small-Cap GPSCW002 402 1.7 ü URTH iShares MSCI World NDDUWI 160 1.1 DGT SPDR Global Dow GDOWD 115 0.4 ü MDD SPDR S&P Intl MC SPBMUMUP 72 0.6 ADRD BLDRS DM 100 ADR BKTDM 58 0.2 IFSM iShares Dev SC ex NA FSZUDXNA 56 0.4 ACIM SPDR MSCI ACWI IMI MXWDIM 13 0.4 DBAW db X-trckr MSCI AWexUS Hdg M1WDUHED 5 0.2 HEFA iShrs Curr Hdg MSCI EAFE M0EFHUSD 3 0.0 Asia Pacific EWJ iShares MSCI Japan NDDUJN $14,814 $397.8 ü EPP iShares MSCI Pacific ex-JP NDDUPFXJ 3,277 33.2 ü VPL Vanguard FTSE Pacific TGPVAN32 2,772 24.6 ü AAXJ iShares MSCI AC Asia ex JP NDUECAXJ 2,479 33.9 ü EWA iShares MSCI Australia NDDUAS 1,972 41.1 ü EWH iShares MSCI Hong Kong NDDUHK 1,954 55.9 ü EWS iShares MSCI Singapore NDDUSG 996 17.7 ü DBJP db X-trckrs MSCI Japan Hdg M0JPHUSD 447 5.1 ü AIA iShares Asia 50 SPAS50NT 277 0.9 ENZL iShares MSCI NZ Cap M1NZ5IM 172 1.6 ü SCJ iShares MSCI Japan SC NCUAJN 160 1.3 ü JPP SPDR Russ/Nom Prime JP RNPRI 111 1.3 ITF iShares Japan LC SPTOPXNW 93 0.3 NKY MAXIS Nikkei 225 Index NKY 89 5.6 ü JSC SPDR Russ/Nom Japan SC RNIRIS 76 0.3 ADRA BLDRS Asia 50 ADR BKTAS 29 0.1 EWSS iShares MSCI Singapore SC NCUASG 17 0.1 IPAC iShares Core MSCI Pacific M1PCIME 10 0.6 KROO IQ Australia SC IQSMAUST 9 0.0 HEWJ iShrs Curr Hdg MSCI Japan M0JPHUSD 9 0.2 DBAP db X-Trckr MSCI AsiaPacxJP M0APJHUS 7 0.0 AXJS iShares MSCI AC Asia ex JP MXASJSC 6 0.3 EWHS iShares MSCI HK SC NCUAHK 6 0.1 EWAS iShares MSCI Australia SC NCUAAS 2 0.0 Europe VGK Vanguard FTSE Europe TGPVAN31 $17,163 $233.7 ü EZU iShares MSCI EMU NDDUEMU 11,075 173.1 ü FEZ SPDR EURO STOXX 50 SX5U 5,652 73.5 ü EWG iShares MSCI Germany NDDUGR 5,265 102.3 ü EWU iShares MSCI UK NDDUUK 4,347 58.3 ü IEV iShares S&P Europe SP350NW 3,665 47.6 ü EWP iShares MSCI Spain Cap M1ES2550 2,499 43.7 ü EWI iShares MSCI Italy Cap M1IT2550 1,785 49.1 ü EWL iShares MSCI Switz Cap M1CH2550 1,126 11.9 ü EWD iShares MSCI Sweden NDDUSW 489 6.6 ü EWQ iShares MSCI France NDDUFR 382 12.5 ü FEU SPDR STOXX 50 SX5P 276 3.2 GREK Global X FTSE Greece 20 ASECU 250 8.5 ü EWN iShares MSCI Netherlands MIMUNETN 219 4.7 ü DBEU db X-Trckr MSCI Eur Hdg Eq M0EUHUSD 186 2.0 EIRL iShares MSCI Irelnd Cap IMI MSEUII$N 171 2.3 NORW Global X Norway 30 TNOR30U 156 1.2 Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* International (continued) Europe (continued) EIS iShares MSCI Israel Capped MISCNU $131 $3.0 EWK iShares MSCI Belgium Cap M1BE5IM 85 1.3 ü EWO iShares MSCI Austria Cap M1AT5IM 68 3.4 GXF Global X FTSE Nordic Reg TN30XN 66 0.4 EDEN iShares MSCI DK Cap IMI M1DK5IM 60 0.7 IEUR iShares Core MSCI Europe MIMUEURN 54 0.7 HEWG iShrs Curr Hdg MSCI German M0DEHUSD 50 0.5 ISRA Market Vectors Israel BLSTR 47 0.3 ü EWGS iShares MSCI Germany SC NCUDGR 46 0.4 EFNL iShares MSCI FI Cap IMI M1FI5IM 46 0.4 DBGR db X-trckr MSCI Germany Hdg M0DEHUSD 44 0.4 EWUS iShares MSCI UK SC NCUDUK 41 0.5 PGAL Global X FTSE Portugal 20 FPGALN 24 0.4 ENOR iShares MSCI Norway Cap IMI M1NO5IM 20 0.2 ADRU BLDRS Europe 100 ADR BKTEUR 19 0.2 SMEZ SPDR EURO STOXX Small Cap SCXU 9 0.9 DBUK db X-Trckrs MSCI UK Hdg Eq M0UKHUSD 5 0.0 GERJ Market Vectors Germany SC MVGERJTR 5 0.1 North America EWC iShares MSCI Canada NDDUCA $3,548 $30.9 ü CNDA IQ Canada SC IQSMCANT 21 0.1 EWCS iShares MSCI Canada SC NCUDCA 3 0.0 Emerging Markets – Regional FXI iShares FTSE China LC TXINOUU $4,887 $778.3 ü EWZ iShares MSCI Brazil Cap M1BR2550 4,696 749.0 ü EWY iShares MSCI S Korea Cap M1KR2550 4,427 152.2 ü EWT iShares MSCI Taiwan NDEUSTW 3,243 90.5 ü EWW iShares MSCI Mex Cap IMI M1MX5IM 2,872 172.6 ü RSX Market Vectors Russia MVRSXTR 1,688 165.8 ü INDA iShares MSCI India NDEUSIA 1,335 11.1 ü ILF iShares S&P Latin Amer 40 SPLACNW 1,154 20.5 ü MCHI iShares MSCI China NDEUCHF 939 20.1 ü GXC SPDR S&P China SCRTCN 835 9.1 ü EWM iShares MSCI Malaysia NDDUMAF 809 23.9 ü FM iShares MSCI Frontier 100 M1FM100 669 12.5 INDY iShares S&P India 50 BXTRNIFT 598 5.6 EZA iShares MSCI South Africa NDEUSSA 583 29.7 ü VNM Market Vectors Vietnam MVVNMTR 575 8.9 TUR iShares MSCI Turkey MIMUTURN 553 23.0 ü THD iShares MSCI Thai Cap IMI M1TH5IM 543 17.5 ü PIN PowerShares India III 531 17.2 ü EIDO iShares MSCI Indonesia MIMUINON 520 16.2 GMF SPDR S&P EM Asia Pacific STBMAEU 488 3.0 SCIF Market Vectors India SC MVSCIFTR 404 7.9 ü BKF iShares MSCI BRIC NDUEBRIC 370 3.4 ü EPOL iShares MSCI Pol Cap M1PL5IM 362 7.8 ERUS iShares MSCI Russia Capped MSEURU$N 349 10.8 EPHE iShares MSCI Philippines MIMUPHIN 331 10.9 ECH iShares MSCI Chile Cap IMI M1CL5IM 319 9.8 ü EPU iShares MSCI All Peru Cap MXPECAPD 250 4.2 ü PGJ PwrShr Golden Dragon China HXC 245 3.4 ü BBRC EGShares Beyond BRICs IBBRCT 240 2.3 IDX Market Vectors Indonesia MVIDXTR 228 5.4 HAO Guggenheim China SC ACNSC 210 2.5 ü ASHR db X-trckr Harv CSI 300 CH CSIN0301 206 3.8 ü EEB Guggenheim BRIC BKBRICT 175 1.0 ü BIK SPDR S&P BRIC 40 SPTRBRIC 169 1.9 Exchange Traded Funds (ETFs) Equities

6 | US ETF & ETN Guide July 2014 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * 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) BRF Market Vectors Brazil SC MVBRFTR $154 $2.6 ü ESR iShares MSCI EM East Eur NDUEEMEE 144 0.6 AFK Market Vectors-Africa MVAFKTR 127 1.1 GXG Global X FTSE Colombia 20 TCOLO20U 118 2.0 ü GUR SPDR S&P Emerging Europe STBMEECQ 88 1.2 ü EGPT Market Vectors Egypt Index MVEGPTTR 70 1.3 GAF SPDR S&P EM Middle East STBMMEU 66 0.4 EEMA iShares MSCI EM Asia NDUEEGFA 63 1.0 FNI First Trust ISE Chindia ICK 60 0.3 RSXJ Market Vectors Russia SC MVRSXJTR 59 1.6 GML SPDR S&P EM Lat Am SCRTLA 58 0.3 UAE iShares MSCI UAE Capped M1ALCE 55 2.2 YAO Guggenheim China All-Cap ACNACTR 54 0.4 ü EWZS iShares MSCI Brazil SC MSLUBRZN 34 0.2 ECNS iShares MSCI China SC MSLUCHNN 32 0.3 QAT iShares MSCI Qatar Capped M1QLCE 32 1.4 SCIN EGShares India SC ISCINT 32 0.4 ASEA Global X Asean 40 TAS40NU 31 0.3 FCHI iShares FTSE China CH80 29 0.1 MES Market Vectors Gulf States MVMESTR 28 0.8 PLND Market Vectors Poland MVPLNDTR 27 0.3 RBL SPDR S&P Russia SPCQXRUP 26 0.9 ICOL iShares MSCI Colombia Cap M1ACOCP 25 0.0 PEK Mkt Vectors ChinaAMC A-Sh CSIR0300 24 0.3 NGE Global X Nigeria Index NGE 20 0.3 BICK First Trust BICK BIQ 19 0.1 EEML iShares MSCI EM LatAm NDUEEGFL 14 0.1 ARGT Global X FTSE Argentina 20 TARG20U 12 0.2 ü EEME iShares MSCI EM EMEA NDDUEMEA 11 0.2 SMIN iShares MSCI India SC MSLUINDN 10 0.2 AND Global X FTSE Andean 40 TANDE40U 10 0.1 LATM Mkt Vect LatAm SC MVLATMTR 9 0.0 BRAZ Global X Brazil MC SOLBRAZ 9 0.1 ASDR VlctyShrs Emerg Asia DR BKDEATR 9 0.1 IDXJ Mrk Vectors Indonesia SC MVIDXJTR 7 0.3 HKOR Horizons Korea KOSPI 200 KOSPI2 6 0.1 ü ASHS dbXTrckr Harv CSI500 Ch-A SC CSIH0310 5 0.3 DBBR db X-trckrs MSCI Braz Hdg M0BRHUSD 5 0.1 DBMX db X-trckr MSCI Mexico Hdg M1MXD5IM 5 0.0 DBKO db X-trckr MSCI SKorea Hdg M1KRD255 5 0.2 GMFS SPDR S&P SC EM AsiaPac SPAE2BUN 5 0.1 COLX Market Vectors Colombia MVCOLXTR 4 0.0 CN dbXtrckrs Harv MSCI All CH M1ACNRT 4 0.2 EMBB SPDR MSCI EM Beyond BRIC MXEMBRIC 3 0.0 KBA KrnShrs Bosera MSCI ChinaA MXCN1A 3 0.1 RUDR VlctyShrs Russia Sel DR BKRUST 2 0.0 AZIA Glb X Centr Asia & Mongol AZIA 2 0.0 Emerging Markets – General VWO Vanguard FTSE EM TGPVAN30 $47,560 $630.2 ü EEM iShares MSCI Emg Mkts NDUEEGF 40,745 2,566.1 ü IEMG iShares Core MSCI EM MIMUEMRN 4,900 48.5 ü SCHE Schwab Emrg Markets Equity FTAG01 1,167 8.3 ü EWX SPDR S&P Emerging SC SPBMKSUP 650 5.4 ü GMM SPDR S&P Emg Mkts STBMEMU 233 1.5 ADRE BLDRS EM 50 ADR BKTEM 217 0.7 EMFM Global X Next EM & FM EMFM 164 1.4 FRN Guggenheim Frontier Mkts BKNFRR 94 0.6 EEMS iShares MSCI EM SC MSLUEMRN 40 0.5 Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* International (continued) Emerging Markets – General (continued) DBEM db X-trackers MSCI EM Hdg M0EMHUSD $30 $0.2 EVAL iShares MSCI EM Value NUVEEMVN 23 0.1 EWEM Guggenheim MSCI EM EW M2EFEWGT 14 0.1 EGRW iShares MSCI EM Growth NDUEEGFN 6 0.1 EMFT SPDR MSCI EM 50 MXEF50 5 0.0 EMCR EGShares EM Core SPEMCRT 4 0.0 EMDR VelocityShares EM DR BKDEMT 3 0.0 Leveraged – Equities SSO ProShares Ultra S&P500 SPX $1,841 $561.1 ü MVV ProShares Ultra SP 400 MID 1,322 38.8 ü UWM ProShares Ultra R2000 RTY 1,297 71.2 ü FAS Direxion Daily Finan Bull 3x RGUSFL 1,129 343.2 ü NUGT Direxion Gld Mnrs Bull 2x GDM 825 180.6 ü UYG ProShares Ultra Financials DJUSFN 804 9.6 ü TNA Direxion Daily SC Bull 3x RTY 768 643.5 ü QLD ProShares Ultra QQQ NDX 756 284.7 ü UPRO ProShares UltraPro SP500 SPX 631 171.2 ü TQQQ ProShares UltraPro QQQ NDX 571 184.4 ü SPXL Direxion Daily SPX Bull 3x SPX 356 105.1 ü BIB ProShr Ult Nasdaq Biotech NBI 352 29.8 ü EDC Direxion Daily EM Bull 3x MXEF 315 79.2 ü URE ProShares Ultra RealEstate DJUSRE 308 7.1 ü UVXY ProShares Ultra VIX ShrTrm SPVXSPID 293 252.2 ü DDM ProShares Ultra Dow30 INDU 290 34.0 ü URTY ProShares UltraPro R2000 RTY 208 15.5 ü ERX Direxion Daily Ener Bull 3x IXE 198 26.0 ü JNUG Direxion Jr Gold Bull 3X MVGDXJTR 197 29.2 ü DIG ProShares Ultra Oil & Gas DJUSEN 183 4.7 ü ROM ProShares Ultra Technology DJUSTC 159 1.7 ü TECL Direxion Daily Tech Bull 3x IXT 138 5.9 ü SOXL Direxion Semicond Bull 3x SOX 117 8.7 ü UDOW ProShares UltraPro Dow30 INDU 115 27.1 ü UYM ProShares Ultra Basic Mat DJUSBM 114 2.0 ü RXL ProShares Ultra HealthCare DJUSHC 111 1.6 CURE Direxion HlthCr Bull 3x IXV 110 5.3 ü YINN Direxion FTSE CH Bull 3X BKTCN 103 4.7 ü DRN Direxion Daily RE Bull 3x RMZ 97 5.6 ü RUSL Direxion Russia Bull 3x MVRSX 77 6.8 ü INDL Direxion India Bull 3x III 65 2.6 ü MIDU Direxion Daily MC Bull 3x MID 65 5.5 ü DZK Direxion Daily DM Bull 3x MXEA 56 0.7 ü EET ProShares Ultra MSCI EM MXEF 50 1.1 ü UMDD ProShares UltraPro Mid400 MID 49 1.5 ü EFO ProShares Ultra MSCI EAFE MXEA 49 0.5 XPP ProShares Ultra FTSE China XINOU 38 1.7 ü USD ProShares Ultra Semicond DJUSSC 35 0.4 ü UPW ProShares Ultra Utilities DJUSUT 33 0.7 UXI ProShares Ultra Industrial DJUSIN 33 0.6 ü EZJ ProShares Ultra MSCI Japan MXJP 31 0.7 ü UPV ProShr Ultra FTSE Europe FTAD06 27 0.5 GASL Direxion Nat Gas Bull 2x FUM 25 2.3 ü SAA ProShares Ultra S&P600 SML 24 0.2 ü UCC ProShares Ultra Cons Svcs DJUSCY 24 0.3 SPUU Direxion S&P 500 Bull 2X SPX 23 0.6 LBJ Direxion Daily LatAm 3x Bull SPTRL40N 22 0.5 ü FINU ProShares UltraPro 3xFins DJUSFN 21 0.5 UGE ProShares Ultra Cons Goods DJUSNC 20 0.3 UKF ProShares Ultra R1000 Gro RLG 19 0.0 Exchange Traded Funds (ETFs) Equities

7 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Leveraged – Equities (continued) UKW ProShares Ultra RussMCGro RDG $16 $0.1 UKK ProShares Ultra R2000 Gro RUO 14 0.1 RETL Direxion Retail Bull 3x RU1SSRTL 13 0.4 BRZU Direxion Brazil Bull 3X M1BR2550 13 1.1 ü UVT ProShares Ultra R2000 Val RUJ 9 0.0 KRU ProShares Ult KBW Reg Bank KRX 9 0.5 EURL Direxion FTSE Europe 3X Bull TGPVAN31 9 0.3 UBR ProShr Ultra MSCI Braz Cap MXBR2550 8 0.1 JPNL Direxion Japan 3X Bull NDDUJN 8 0.5 ü LTL ProShares Ultra Telecomm DJSTEL 7 0.0 UVU ProShares Ultra RussMCVal RMV 7 0.0 UMX ProShr Ultra MSCI Mex Cap MXMX5IM 7 0.1 MATL Direxion Basic Mat Bull 3x IXB 7 0.2 UVG ProShares Ultra R1000 Val RLV 5 0.0 UWC ProShares Ultra R3000 RAY 5 0.0 KORU Direxion SK Bull 3X M1KR2550 3 0.1 UXJ ProShr Ult MSCI Pac ex JP MXPCJ 2 0.0 Inverse – Equities SDS ProShares UltraShort SP500 SPX $1,582 $289.0 ü SH ProShares Short S&P500 SPX 1,548 86.2 ü TZA Direxion Daily SC Bear 3x RTY 915 316.2 ü RWM ProShares Short R2000 RTY 709 26.9 ü SPXU ProShares UltPro Shrt SP500 SPX 601 200.2 ü FAZ Direxion Daily Finan Bear 3x RGUSFL 378 107.7 ü QID ProShares UltraShort QQQ NDX 372 257.4 ü SQQQ ProShares UltraPro Shrt QQQ NDX 325 214.7 ü TWM ProShares UltSh R2000 RTY 309 92.6 ü DOG ProShares Short Dow30 INDU 288 8.9 ü DUST Direxion Gld Mnrs Bear 2x GDM 241 92.6 ü DXD ProShares UltraShort Dow30 INDU 229 24.5 ü SPXS Direxion Daily SPX Bear 3x SPX 227 71.1 ü PSQ ProShares Short QQQ NDX 199 16.0 ü EUM ProShares Short MSCI EM MXEF 183 11.9 ü SVXY ProShares Short VIX ShrTrm SPVXSPID 174 66.3 ü SDOW ProShares UltraPro Shrt D30 INDU 127 25.8 ü EDZ Direxion Daily EM Bear 3x MXEF 123 48.9 ü EFZ ProShares Short MSCI EAFE MXEA 111 4.0 ü MYY ProShares Short SP 400 MID 103 2.3 SRTY ProShares UltraPro Shrt R2 RTY 99 32.4 ü FXP ProShares UltSh FTSE China XIN0I 89 6.4 ü SKF ProShares UltSh Financials DJUSFN 74 3.7 ü JDST Direxion Jr Gold Bear 3X MVGDXJTR 67 14.8 ü BIS ProShr UltShrt Nsdq Biotech NBI 60 7.5 ü ERY Direxion Daily Ener Bear 3x IXE 50 8.9 ü SRS ProShares UltSh Real Est DJUSRE 42 1.6 ü DUG ProShares UltSh Oil & Gas DJUSEN 42 4.1 ü EEV ProShares UltSh MSCI EM MXEF 38 3.9 ü YXI ProShares Shrt FTSE China XINOU 34 0.4 REK ProShares Shrt Real Estate DJUSRE 32 0.2 EPV ProShares FTSE Euro FTAD06 27 0.9 ü SOXS Direxion Semicond Bear 3x SOX 21 3.0 ü RUSS Direxion Russia Bear 3x MVRSX 21 3.7 ü SEF ProShares Short Financials DJUSFN 20 0.2 ü TECS Direxion Daily Tech Bear 3x IXT 18 1.4 ü BZQ ProShares UltSh MSCI Brazil MXBR2550 17 1.7 ü YANG Direxion FTSE CH Bear 3X BKTCN 14 1.7 ü EWV ProShares UltSh MSCI Japan MXJP 14 0.5 ü SMN ProShares UltSh Basic Mat DJUSBM 12 0.9 ü DRV Direxion Daily RE Bear 3x RMZ 11 2.4 ü Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Inverse – Equities (continued) MZZ ProShares UltraSh SP 400 MID $10 $0.5 ü SMDD ProShares UltraPro Shrt SP4 MID 9 0.7 ü SBB ProShares Short S&P600 SML 9 0.2 GASX Direxion Nat Gas Bear 2x FUM 9 1.0 ü SCC ProShares UltSh Cons Svcs DJUSCY 9 0.1 MIDZ Direxion Daily MC Bear 3x MID 8 0.7 ü SDD ProShares UltraShort SP600 SML 8 0.1 SKK ProShares UltSh R2000 Gro RUO 5 0.1 DPK Direxion Daily DM Bear 3x MXEA 5 0.2 ü BRZS Direxion Brazil Bear 3X MXBR2550 5 0.3 ü REW ProShares UltSh Technology DJUSTC 4 0.1 ü SSG ProShares UltSh Semicond DJUSSC 4 0.2 ü FINZ ProShares UltraPro Sh Fins DJUSFN 4 0.0 EFU ProShares UltSh MSCI EAFE MXEA 4 0.2 ü SZK ProShares UltSh Cons Good DJUSNC 3 0.3 EURZ Direxion FTSE Europe 3X Bear TGPVAN31 3 0.1 SIJ ProShares UltSh Industrial DJUSIN 3 0.2 ü SFK ProShares UltSh R1000 Gro RLG 3 0.0 SDP ProShares UltSh Utilities DJUSUT 3 0.2 JPNS Direxion Japan 3X Bear NDDUJN 2 0.1 ü JPX ProShares UltSh MSCI PxJP MXPCJ 2 0.0 RXD ProShares UltSh HealthCare DJUSHC 2 0.1 SJH ProShares UltSh R2000 Val RUJ 2 0.0 DDG ProShares Short Oil & Gas DJUSEN 2 0.0 KRS ProShares Short KBW Reg Bk KRX 1 0.1 SBM ProShares Shrt Basic Mat DJUSBM 1 0.0 KORZ Direxion SK Bear 3X MXKR2550 1 0.0 TOTS Direxion Total Mkt Bear 1X MSCIBM 1 0.1 SMK ProShares UltSh MSCI Mex MXMX5IM 1 0.0 TLL ProShares UltSh Telecomm DJSTEL 1 0.0 SDK ProShares UltSh RussMCGr RDG 1 0.0 SJF ProShares UltSh R1000 Val RLV 1 0.0 TWQ ProShares UltraShort R3000 RAY 1 0.0 SJL ProShares UltSh RussMCVa RMV 1 0.0 Dividend Domestic1bsection1 VIG Vanguard Div Appreciation DVGTR $20,411 $73.4 ü DVY iShares Select Dividend DJDVY 14,115 49.7 ü SDY SPDR S&P Dividend SPHYDATR 12,786 48.6 ü VYM Vanguard High Div Yield TGPVAN 8,630 34.1 ü HDV iShares Core High Dividend MDYFT 4,126 25.9 ü SCHD Schwab US Dividend Equity DJUSDIVT 1,969 11.8 ü DLN WisdomTree LC Div WTLDITR 1,851 6.3 ü DTN WisdomTree Dividend ex Fin WTDXFTR 1,205 3.1 ü DON WisdomTree MC Div WTMDITR 1,143 4.1 DES WisdomTree SC Div WTSDITR 1,086 4.6 ü DHS WisdomTree Equity Income WTHYE 893 2.8 FVD First Trust Value Line Div VLFVD 893 2.3 FDL First Trust Mrngstr Div MDL 780 3.2 SDOG ALPS Sector Dividend Dogs SDOGXTR 748 3.8 TDIV FT NASDAQ Tech Dividend NQ96DVU 584 3.8 ü QDF FlexShares Quality Div NTUQD 509 1.8 DTD WisdomTree Total Dividend WTDITR 462 1.8 PEY PowerShares HY Equity Div DAYTR 440 1.7 PFM PowerShares Div Achievers DAATR 363 0.9 KBWD PwrShrs KBW High Div Fin KDXTR 258 1.3 NOBL ProShrs SP500 Aristocrats SPDAUDT 221 2.9 ü SPHD PowerShares SP5 High Div SP5LVHDT 166 1.2 DGRW WisdomTree US Div Growth WTDGITR 121 0.7 ü Exchange Traded Funds (ETFs) Equities

8 | US ETF & ETN Guide July 2014 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol1 ($MM) Opt.* Dividend (continued) Domestic (continued) ction1 QDYN FlxShrs Quality Div Dynam NTUQDDY $64 $0.4 QDEF FlxShrs Quality Div Defens NTUQDDF 61 0.2 DGRO iShares Core Div Growth MSDIVGT 52 0.4 DGRS WisdomTree US SC Div Gro WTSDG 26 0.2 RDIV RevenueShares Ultra Div REVWDIVT 22 0.2 RDVY FT NASDAQ Rising Div Achvr NQDVRIS 6 0.1 International2 DXJ WisdomTree Japan Hedge Div WTIDJTRH $10,633 $247.9 ü IDV iShares Intl Select Div DJEPCSDT 4,464 23.4 ü DEM WisdomTree EM Equity WTEMHYTR 3,971 29.9 ü DGS WisdomTree EM SC Div WTEMSCTR 1,925 7.7 ü HEDJ WisdomTree Europe Hedge Eq WTEHIT 1,901 18.9 ü DFE WisdomTree Europe SC Div WTIDESTR 1,729 24.1 ü DWX SPDR S&P Intl Dividend SPGTDOU 1,540 8.1 ü PID PowerShares Internat Div DATTR 1,298 4.3 ü SDIV Global X SuperDividend SOLSDIV 1,106 6.2 ü DLS WisdomTree Intl SC Div WTIDSCTR 995 4.0 DWM WisdomTree DEFA WTIDFATR 600 1.6 FGD First Trust DJ Glb Sel Div DJGSD 591 2.3 EDIV SPDR S&P EM Dividend SPGTEDUN 519 3.2 ü DOO WisdomTree Intl Div WTIDXFTR 414 1.8 DOL WisdomTree Intl LC Div WTIDLCTR 351 1.4 DTH WisdomTree DEFA Eqty Inc WTIDHYTR 328 1.0 DFJ WisdomTree Japan SC Div WTIDJSTR 308 1.6 ü DVYE iShares EM Dividend DJEMDIVR 224 2.4 IQDF FlxShrs Intl Qual Div NTIQD 213 1.4 FDD First Trust STOXX EUSelDiv SD3L 165 1.2 DIM WisdomTree Intl MC Div WTIDMCTR 154 0.6 IDOG ALPS Intl Sector Div Dogs IDOGXTR 151 1.0 DIV Global SuperDividend US IDIVT 126 1.0 DEW WisdomTree Global Equity WTGDHYTR 123 0.4 LVL Guggenheim S&P Glb Div SPGTGDOT 105 0.6 DXJS WisdomTree Japan Hedged SC WTJSEH 85 1.2 ü DNL WisdomTree GlobalxUS Divi WTGDXGTR 65 0.4 AUSE WisdomTree Australia Div WTIDAUST 56 0.2 GULF WisdomTree Middle East Div WTEMMETR 56 1.5 DVYA iShares Asia/Pac Div DJAPSDT 50 0.2 AXJL WisdomTree Asia-Pac ex-JP WTIDAPXT 48 0.3 IQDE FlxShrs Intl Qual Div Def NTIQDDF 45 0.3 DGRE WisdomTree EM Div Gro WTEMDGTR 27 0.2 WDIV SPDR S&P Global Dividend SPGDAUP 24 0.2 IQDY FlxShrs Intl Qual Div Dyn NTIQDDY 23 0.1 DXPS WisdomTree UK Hedged Equit n/a 22 0.2 CHXF WisdomTree CH Div Ex-Fins WTCXFTR 19 0.2 EUDG WisdomTree Europe Div Gro WTEDGTR 14 0.3 DXGE WisdomTree Germany Hdgd Eq WTIDGEHT 12 0.2 DXKW WisdomTree Korea Hdgd Eqy WTKRHT 8 0.2 IHDG WisdomTree Intl Hedg DivGro WTIDGH 6 0.3 EDOG ALPS EM Sector Div Dogs EDOGXTR 5 0.1 QDEM Mkt Vctrs MSCI EM Qual Div M1EFDY 5 0.0 QDXU MktVctrs MSCI Intl QualDiv M1WDUDY 5 0.1 EMHD EGShrs EM Div High Income TFTHDENU 2 0.0 EMDG EGShares EM Div Growth TFTEMDNU 1 0.0 Exchange Traded Funds (ETFs) Equities

FIC C 9 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * 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 $17,372 $161.5 ü HYG iShares iBoxx$ HY Corp IBOXHY 13,710 340.3 ü CSJ iShares 1-3 Yr Credit LD01TRUU 11,782 78.8 ü JNK SPDR Barc High Yield Bond LHVLTRUU 9,761 156.9 ü VCSH Vanguard ST Corporate BUC1TRUU 8,172 47.7 CIU iShares Interm Credit LUICTRUU 5,874 33.3 ü HYS PIMCO 0-5 Year HY Corp Bd HUCD 5,134 41.4 ü SJNK SPDR Barc ShTrm High Yld BHY5TRUU 4,343 36.4 ü VCIT Vanguard Interm Corporate BCR5TRUU 3,721 21.9 ü SCPB SPDR Barc Short Term Corp LF99TRUU 3,472 19.2 BSJF Guggenheim BulltShr ‘15 HY BSJKF 974 5.7 VCLT Vanguard LT Corporate LD07TRUU 833 9.6 ü CRED iShares Core US Credit Bd LUCRTRUU 776 3.8 ü PHB PowerShares Fund HY Corp RAFIHY 666 6.0 ü BSJG Guggenheim BulltShr ‘16 HY BSJKG 648 3.9 BSCH Guggenheim BulletShr ‘17 Bd BSCBH 644 3.5 BSCG Guggenheim BulletShr ‘16 Bd BSCBG 624 3.0 BSCF Guggenheim BulletShr ‘15 Bd BSCBF 586 2.6 BSJE Guggenheim BulltShr ‘14 HY BSJKE 506 4.6 CLY iShares 10+Yr Credit CY09 496 5.6 ü ITR SPDR Barc Interm Credit LD06TRUU 460 3.0 QLTA iShrs Aaa-A Rated CB BQF1TRUU 425 1.2 BSCE Guggenheim BulletShr ‘14 Bd BSCBE 405 3.0 BSCI Guggenheim BlltShrs ‘18 CB BSCBI 366 2.5 BSJH Guggenheim BulltShr ‘17 HY BSJKH 366 2.8 BSJI Guggenheim BulltShr ‘18 HY BSJKI 257 1.7 IHY Market Vectors Intl HY Bd HXUS 213 1.5 ü CORP PIMCO Invest Grade Corp Bd C0A0 199 1.4 IBCC iShrs iBnd ‘18 Corp ex-Fin BM18TRUU 163 0.2 LWC SPDR Barc LT Credit LD07TRUU 162 1.3 BSCJ Guggenheim BlltShrs ‘19 CB BSCBJ 161 1.1 HYHG ProShares HY-Int Rate Hdgd CFIIHYHG 156 1.4 BSCK Guggenheim BlltShrs ‘20 CB BSCBK 124 0.9 IGHG ProShrs Inv Grd IntRt Hdgd CFIIIGHG 98 1.0 SHYG iShares 0-5 Yr HY Corp Bd IBXXSHY1 76 0.7 BSJJ Gggnhm BlltShrs ‘19 HY CB BSJKJ 61 0.6 IBDB iShrs iBnds Mar ‘18 Corp BI18TRUU 57 0.4 BSCL Guggenheim BlltShr 2021 CB BSCBL 53 0.5 IBCD iShrs iBnd ‘20 Corp ex-Fin BM20TRUU 49 0.2 IBCE iShrs iBnd ‘12 Corp ex-Fin BM23TRUU 48 0.1 BSCM Guggenheim BlltShr 2022 CB BSCBM 44 0.3 IJNK SPDR Barclays Intl HY Bond BGHXTRUU 43 0.5 IBCB iShrs iBnd ‘16 Corp ex-Fin BM16TRUU 35 0.1 CBND SPDR Barc Issuer Scored CB ISCUTRUU 32 0.1 BSJK Gggnhm BlltShrs ‘20 HY CB BSJKK 32 0.3 IBDA iShrs iBnds Mar ‘16 Corp BI16TRUU 30 0.3 XOVR SPDR BofA ML Crossover Bnd XOVD 29 0.3 PFIG PwrShrs Fundam IG Corp Bd RAFIIG 27 0.1 QLTC iShrs B-Ca Rated Bd BQF3TRUU 22 0.2 IBDC iShrs iBnds Mar ‘20 Corp BI20TRUU 21 0.2 QLTB iShrs Baa-Ba Rated Bd BQF2TRUU 21 0.1 HYGH iShrs Int Rate Hedg HY Bd n/a 20 0.9 ANGL Mkt Vectrs Fallen Angel HY H0FA 17 0.1 IBDD iShrs iBnds Mar ‘23 Corp BI23TRUU 16 0.1 SLQD iShares 0-5 Yr Inv Gr CB IBXXSIG1 15 0.4 SUBD dbXtrckrs Solactive InvGdSub SOLSUBBO 13 0.0 MONY iShares Financials Bnd LUFITRUU 11 0.1 THHY Mkt Vectors Treas-Hedg HY MVTHHY 10 0.2 AMPS iShares Utilities Bnd LUAUTRUU 10 0.1 Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Fixed Income (continued) US Credit (continued) IBDF iShrs iBonds Dec ‘16 Corp BDM3TRUU $10 $0.0 ENGN iShares Industrials Bnd LUAITRUU 10 0.2 IBDH iShrs iBonds Dec ‘18 Corp BDM1TRUU 10 0.0 LQDH iShrs Int Rate Hedg CorpBd n/a 10 0.0 HYZD WT BofA ML HY Bd Zero Dura HZCD 5 0.1 HYND WT BofA ML HY Bd Neg Dura H7CD 2 0.0 US Government TIP iShares TIPS Bond LBUTTRUU $13,133 $74.9 ü SHY iShares 1-3 Yr Treas LT01TRUU 7,914 145.5 ü IEF iShares 7-10 Yr Treas LT09TRUU 4,590 185.2 ü TLT iShares 20+ Yr Treas LT11TRUU 3,653 837.3 ü IEI iShares 3-7 Yr Treas LT13TRUU 3,045 106.2 ü TDTT FlxShr 3Y Tgt Dur TIPS IBXXTD3T 2,166 3.6 SHV iShares Short Treas LT12TRUU 2,051 59.0 STPZ PIMCO 1-5 Year US TIPS GVQI 1,347 5.2 VTIP Vanguard ST Inflat-Protect LTP5TRUU 1,218 4.9 BIL SPDR Barc 1-3 Month T-Bill LD12TRUU 989 23.6 ü IPE SPDR Barclays TIPS BCIT1T 593 1.9 SCHO Schwab Short-Term US Treas LT01TRUU 546 4.1 STIP iShares 0-5Yr TIPS Bond LTP5TRUU 506 3.7 SCHP Schwab US TIPs LBUTTRUU 457 2.3 ü VGSH Vanguard ST Govt BFA3TRUU 432 4.7 TDTF FlxShr 5Y Tgt Dur TIPS IBXXTD5T 315 0.9 TLH iShares 10-20Yr Treas LT10TRUU 296 5.3 ü PLW PwrShrs 1-30 Ladder Treas MRTSYA 272 2.0 EDV Vanguard Extend Dur Treas BSEPTRUU 228 6.5 SCHR Schwab Inter-Term US Treas LT31TRUU 209 2.8 GOVT iShares Core US Treas Bond LUATTRUU 168 1.2 ITE SPDR Barc Interm Treasury LT08TRUU 167 1.5 VGIT Vanguard Interm Govt BGF3TRUU 150 0.9 TUZ PIMCO 1-3 Yr US Treas G1O2 140 0.9 TIPZ PIMCO Broad US TIPS G0QI 106 0.7 VGLT Vanguard LT Govt BGFLTRUU 88 1.3 TLO SPDR Barc Long-Term Treas LUTLTRUU 79 1.7 TENZ PIMCO 7-15 Year US Treas G8OC 74 1.2 ZROZ PIMCO 25+Yr Zero Coup US STPL 71 1.8 ü LTPZ PIMCO 15+ Year US TIPS G8QI 69 0.5 ü FTSD Franklin Sh Duration USGov LD24TRUU 28 0.0 FIVZ PIMCO 3-7 Yr US Treasury G3OC 13 0.3 SST SPDR Barc ShTerm Treas LTR1TRUU 12 0.3 TIPX SPDR Barclays 1-10 Yr TIPS n/a 10 0.0 SIPE SPDR Barc 0-5 Year TIPS BCIT0T 6 0.0 Aggregate and Other BND Vanguard Total Bond Market LBUFTRUU $20,449 $146.8 ü AGG iShares Core US Agg Bond LBUSTRUU 17,659 124.2 ü BSV Vanguard Short-Term Bond BFA1TRUU 14,431 76.6 BKLN PwrShr Senior Loan Portfol SPBDLL 7,190 62.6 ü MBB iShares MBS LUMSTRUU 5,831 47.7 ü BIV Vanguard Interm Bond BFA0TRUU 3,825 24.3 ü FLOT iShares Floating Rate Bond BFU5TRUU 3,581 28.3 CWB SPDR Barc Convertible Bond BCS5TRUU 2,851 27.9 ü GVI iShares IntermGov/Crd LF97TRUU 1,365 7.5 ü LAG SPDR Barc Aggregate Bond LBUSTRUU 745 3.5 SCHZ Schwab US Aggregate Bond LBUSTRUU 743 5.0 GSY Guggenheim Enh Sh Duration LD12TRUU 719 7.3 BAB PowerShares Build America BABS 671 3.2 BLV Vanguard Long-Term Bond BFALTRUU 651 7.3 ü Exchange Traded Funds (ETFs) FICC

10 | US ETF & ETN Guide July 2014 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Fixed Income (continued) Aggregate and Other (continued) VMBS Vanguard MBS LMBGTRUU $425 $3.2 FLRN SPDR Barc InvGrd FloatRate BFU5TRUU 386 1.3 AGZ iShares Agency Bond LUAASIUU 354 2.1 NEAR iShrs Short Maturity Bond n/a 311 2.7 SNLN Highland/iBoxx Senior Loan IBXXLLTR 202 1.6 FTSL First Trust Senior Loan n/a 196 2.4 ISTB iShares Core ST USD Bond BUH1TRUU 145 1.2 MBG SPDR Barc MBS LUMSTRUU 125 0.4 GBF iShares Govt/Credit LUGCTRUU 112 1.1 CMBS iShares CMBS Bnd LUCMTRUU 88 0.7 FLTR Mkt Vect Invt Gr Float Rate MVFLTR 88 0.8 ILTB iShares Core LT USD Bond BUXMTRUU 45 0.5 BABS SPDR Nuveen Barc BuildAmer LBABTRUU 42 0.4 GNMA iShares Core GNMA Bond LGNMTRUU 35 0.4 ICSH iShares Liquidity Income n/a 28 0.1 IUSB iShrs Core Total USD BdMkt LC07TRUU 25 0.3 BYLD iShares Yield Optimized Bd MSAABYOT 8 0.1 COBO ProShares USD Covered Bond BNIXCOVD 7 0.0 GMTB Columbia Core Bond LBUSTRUU 5 0.1 TFLO iShrs Treas Floating Rate BTFLTRUU 5 0.1 AGZD WT Barc US Agg Bd Zero Dur BAZDTRUU 5 0.1 AGND WT Barc US Agg Bd Neg Dur BUAFTRUU 5 0.1 USFR WisdomTree BBG Float Rate BUSYFL 2 0.1 International3 EMB iShares JPM USD EM Bond JPEICORE $5,193 $97.4 ü BWX SPDR Barc Internat Treas LTXUTRUU 2,437 15.1 ü PCY PwrShrs EM Sovereign Debt DBLQBLTR 2,159 18.0 ü BNDX Vanguard Total Intl Bond BGRCTRUH 1,450 9.5 ü WIP SPDR DB Int Gov Infl Prot DBLNDILS 962 4.3 ELD WisdomTree EM Local Debt JGENVUUG 861 9.4 ü EMLC Market Vectors EM Local Curr GBIEMCOR 852 8.7 ü LEMB iShares EM Local Curr Bond BMBNTRUU 607 2.0 ü IGOV iShares Intl Treas SPBDXUTR 561 7.6 ü HYEM Market Vectors EM HY EMHY 434 3.7 IBND SPDR Barc Intl Corp Bond BG1BTRUU 320 2.3 BWZ SPDR Barc ST Intl Treasury LGT3TRUU 272 1.3 PICB PwrShr Intl Corp Bond SPBDICBT 245 2.1 EMHY iShares EM HY Bd MSBIEHTR 207 1.2 HYXU iShares Glb ex USD HY Bd IBOAMZGX 199 1.9 ISHG iShares 1-3 Intl Treas Bd SPBDXU3T 182 0.8 VWOB Vanguard EM Govt Bond BUEGTRUU 177 1.9 DSUM PwrShrs Yuan Dim Sum Bd CCDSBIU 171 3.2 ITIP iShares Intl Inflation-Link WXDI 123 0.4 GHYG iShares Glb HY Bd IBOAMZDB 104 0.9 EMCB WisdomTree EM Corp Bond JCBBCOMP 102 0.7 EBND SPDR Barc EM Local Bond BLCDTRUU 100 1.7 ü PGHY PowerShares Glbl ST HY DBLQSTHY 39 0.4 AUNZ WisdomTree AU & NZ Debt n/a 34 0.1 GTIP iShares Glb Inflation-Link W0DI 26 0.2 AUD PIMCO Australia Bond AUDL 23 0.2 EMCD SPDR BofA ML EM Bnd EMSD 22 0.2 CEMB iShares EM Corp Bd MSBIERTR 21 0.2 EMAG Mkt Vect EM Agg Bond MVEMAG 20 0.1 CAD PIMCO Canada Bond CADG 18 0.1 EMSH ProShares ShTrm USD EM Bd DBEMPRO 12 0.1 CRDT WisdomTree Strategic CB n/a 8 0.0 PFEM PwrShrs Fundam EM Loc Debt CCRFEMEU 6 0.0 CHLC Market Vectors Renminbi Bd MVCHLC 5 0.2 Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Fixed Income (continued) International (continued) JGBB WT Japan Int Rate Strategy BXJIRS $5 $0.0 EU WisdomTree Euro Debt n/a 5 0.1 GGOV ProShrs DE Sovereign/SubSov IBXXXZAB 4 0.3 LEMF EGShares TCW EM LT Inv Grd JPEILEMD 4 0.0 IEMF EGShrs TCW EM Interm Inv Grd JPEIMEMD 4 0.0 SEMF EGShares TCW EM ST Inv Grd JPEISEMD 4 0.0 BUND PIMCO Germany Bond GEDL 3 0.0 Municipal MUB iShares Natl AMT-Free SPMUNUST $3,294 $21.6 ü SHM SPDR Nuveen Barc ST Muni LMM1TR 2,242 12.0 HYD Market Vectors HY Muni LMEHTR 1,039 12.4 ü TFI SPDR Nuveen Barc Muni Bond LMMITR 1,027 5.8 ü SUB iShares ST Natl AMT-Free SPMU5YRT 876 3.9 ITM Market Vectors Interm Muni LMT2TR 665 4.1 PZA PwrShrs Natl AMT-Free Muni UPCM 645 4.3 ü CMF iShares CA AMT-Free SPMUNCAT 276 1.3 HYMB SPDR Nuveen S&P HY Muni SPMUHT 259 3.6 ü SMB Market Vectors Short Muni LMT1TR 242 1.4 MUNI PIMCO Intermediate Muni LM17TR 210 1.3 ü PVI PwrShrs VRDO Tax Fr Wkly BBUSVWFT 150 1.1 IBMF iShares 2017 AMT-Free Muni Ter SPMUS17T 138 0.6 NYF iShares NY AMT-Free SPMUNNYT 137 0.7 IBME iShares 2016 AMT-Free Muni Ter SPMUS16T 123 0.6 IBMD iShares 2015 AMT-Free Muni Ter SPMUS15T 106 0.6 MLN Market Vectors Long Muni LMT3TR 79 0.5 CXA SPDR Nuveen Barc CalifMuni LMM2TR 75 0.3 MUAC iShares 2014 AMT-Free SPMUS14T 66 0.4 IBMG iShares 2018 AMT-Free Muni SPMUS18T 61 0.4 SHYD Mkt Vectors Short HY Muni BMHYTR 58 0.8 PWZ PwrShrs Cali AMT-Free Muni UPCC 55 0.6 PZT PwrShrs NY AMT-Free Muni UPNY 46 0.2 PRB Market Vectors Pre-Ref Muni LMPETR 34 0.1 INY SPDR Nuveen Barc NY Muni LMM3TR 25 0.1 FMB First Trust Managed Muni n/a 20 0.2 IBMH iShrs 2019 AMT-Free Muni SPMUS19T 18 0.3 RVNU db X-Trckrs Muni Infr Rev DBIQRVNU 16 0.1 VRD SPDR Nuveen S&P VRDO Muni SPMUVRDO 6 0.2 GMMB Columbia Interm Muni Bond n/a 5 0.0 Commodities1 GLD SPDR Gold Shares GOLDLNPM $33,953 $873.4 ü IAU iShares Gold Trust GOLDLNPM 6,972 30.7 ü SLV iShares Silver Trust SLVRLN 6,794 131.9 ü DBC PowerShares DB Commodity DBLCIX 5,929 45.9 ü DBA PowerShares DB Agriculture DBAGIX 1,319 24.3 ü GSG iShares S&P GSCI Comm SPGSCITR 1,150 10.4 ü SGOL ETFS Gold Trust GOLDLNPM 1,114 3.5 ü USCI US Commodity Index SDCITR 841 5.6 PPLT ETFS Platinum Trust PLTMLNPM 786 5.0 UNG United States Natural Gas n/a 654 284.9 ü USO United States Oil n/a 634 110.3 ü PALL ETFS Physical Palladium PLDMLNPM 547 5.6 SIVR ETFS Physical Silver SLVRLN 392 2.0 ü DBE PowerShares DB Energy DBENIX 366 2.5 ü GCC GreenHaven Commodity CCITR 362 1.9 ü DBB PowerShares DB Base Met DBBMIX 306 4.1 ü DBO PowerShares DB Oil DBOLIX 242 2.6 ü DBP PwrShrs DB Precious Metals DBPMIX 197 1.8 ü Exchange Traded Funds (ETFs) FICC

11 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Commodities (continued) GLTR ETFS Physical Prec Metal n/a $184 $2.1 DGL PowerShares DB Gold DGLDIX 168 3.2 ü CORN Teucrium Corn Fund TCORN 79 6.0 ü CRBQ Global Commodity Equity CRBQX 70 0.2 AGOL ETFS Asian Gold Trust GOLDLNPM 58 0.1 USL United States 12 Month Oil n/a 58 0.3 ü OUNZ Merk Gold Trust n/a 54 1.8 BNO United States Brent Oil Fd n/a 53 1.4 ü UGA United States Gasoline n/a 43 0.9 ü DBS PowerShares DB Silver DBSLIX 35 0.2 ü WITE ETFS White Metals Basket n/a 27 0.1 UNL US 12 Month Natl Gas n/a 17 0.3 ü WEAT Teucrium Wheat TWEAT 17 0.7 ü CMDT iShrs Commodity Optimized BCOMRST 13 0.1 SOYB Teucrium Soybean TSOYB 5 0.2 ü CPER United States Copper SCITR 3 0.0 UHN US Deisel-Heating Oil n/a 3 0.1 CANE Teucrium Sugar TCANE 3 0.1 USAG United States Agriculture SDAITR 2 0.0 USMI United States Metals SDMITR 2 0.3 CRUD Teucrium Crude Oil Fund TCRUD 2 0.0 TAGS Teucrium Agricultural TTAGS 2 0.0 NAGS Teucrium Natural Gas Fund TNAGS 1 0.1 Currencies1 UUP PowerShares DB USD Bull USDUPX $714 $14.7 ü FXA CurrencyShares AUD n/a 296 7.8 ü FXC CurrencyShares CAD n/a 270 6.5 ü FXF CurrencyShares CHF n/a 246 2.2 ü FXE CurrencyShares Euro n/a 201 43.1 ü CYB WisdomTree CNY Strategy n/a 156 1.1 ü CEW WisdomTree EM Curr Strat n/a 105 1.4 ü DBV PwrShrs DB G10 Curr DBCFHX 94 3.2 ü FXY CurrencyShares JPY n/a 91 14.4 ü FXB CurrencyShares GBP n/a 84 4.2 ü UDN PowerShares DB USD Bear USDDNX 54 0.6 ü USDU WisdomTree Bbg USD Bullish BBDXT 52 0.3 FXS CurrencyShares SEK n/a 44 0.3 ü BZF WisdomTree BRL Strategy n/a 31 4.2 ü ICN WisdomTree INR Strategy n/a 28 0.2 ü CCX WisdTree Commodity Curr n/a 12 0.2 FXSG CurrencyShares SGD n/a 8 0.0 FXCH CurrencyShrs Ch Renminbi n/a 8 0.1 Leveraged – FICC AGQ ProShares Ultra Silver SLVRLN $505 $26.8 ü UGL ProShares Ultra Gold GOLDLNPM 139 3.1 ü UCO ProShares Ult BBG Crude BCOMCL 94 25.2 ü TMF Direxion 20Y+ Treas Bull 3x AXTWEN 42 6.2 ü UST ProShares Ultra 7-10 Treas LT09TRUU 37 95.9 ü UBT ProShares Ultra 20+ Treas LT11TRUU 32 1.2 ü BOIL ProShrs Ult BBG NatGas BCOMNG 23 5.7 ü UCD ProShares Ult BBG Comm BCOM 4 0.1 TYD Direxion 7-10Y Tres Bull 3x AXSVTN 4 0.1 ü GLDL Direxion Gold Bull 3X n/a 4 0.1 GDAY ProShares Ultra AUD n/a 4 0.0 UJB ProShares Ult High Yield IBOXHY 3 0.1 IGU ProShrs Ult Invt Grd Corp IBOXIG 3 0.1 ULE ProShares Ultra Euro n/a 3 0.0 ü YCL ProShares Ultra Yen n/a 2 0.1 ü Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Inverse – FICC TBT ProShares UltSh 20+ Treas LT11TRUU $4,288 $224.8 ü TBF ProShares Short 20+ Treas LT11TRUU 1,522 24.5 ü TMV Direxion 20Y+ Treas Bear 3x AXTWEN 566 21.5 ü EUO ProShares UltraSh Euro n/a 445 10.5 ü SCO ProShares UltSh BBG Crude BCOMCL 369 34.5 ü YCS ProShares UltraSh Yen n/a 355 10.8 ü PST ProShares UltSh 7-10 Treas LT09TRUU 293 2.7 ü TTT PrShrs UltPro Sh 20+Y Trea LT11TRUU 114 3.2 ü GLL ProShares UltraSh Gold GOLDLNPM 79 6.0 ü TBX ProShares Short 7-10 Treas LT09TRUU 75 0.9 TYO Direxion 7-10Y Tres Bear 3x AXSVTN 56 0.4 ü KOLD ProShrs UltSh BBG NatGas BCOMNG 52 5.1 ü ZSL ProShares UltSh Silver SLVRLN 51 8.2 ü SJB ProShares Short High Yield IBOXHY 42 0.6 ü CROC ProShares UltraShort AUD n/a 20 0.3 ü EUFX ProShares Short Euro n/a 14 0.1 ü TPS ProShares UltraShort TIPS LBUTTRUU 12 0.2 DNO United States Short Oil n/a 11 0.4 ü TYBS Direxion 20+ Yr Treas Bear AXTWEN 8 0.1 TBZ ProShr UltShrt 3-7 Treas LT13TRUU 4 0.1 GLDS Direxion Gold Bear 3X n/a 4 0.1 SAGG Direxion Ttl Bnd Mkt Bear LBUSTRUU 3 0.5 CMD ProShrs UltSh BBG Comm BCOM 3 0.8 IGS PrShr Shrt Invt Grade Corp IBOXIG 3 0.1 TYNS Direxion 7-10 Yr Treas Bear AXSVTN 2 0.1 Exchange Traded Funds (ETFs) FICC Specialty

13 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Active MINT PIMCO Enhan Short Matur SBMMTB3 $3,766 $37.9 BOND Pimco Total Return LBUSTRUU 3,442 27.5 ü HYLD Peritus High Yield n/a 1,087 13.6 ü SRLN SPDR Blackstone/GSO SrLoan IBXXLLTR 614 4.8 ALD WisdomTree Asia Local Debt HSLIALBI 348 3.1 RIGS Riverfront Strat Income n/a 299 1.6 SYLD Cambria Shareholder Yield n/a 220 1.3 FTGC FT Glb Tactical Commod Str n/a 191 2.1 HDGE AdvsrShrs Ranger Eqty Bear SPX 166 2.5 ü RLY SPDR SSgA Multi-Asset Real n/a 165 1.3 WDTI WisdomTree Mng’d Fut Strat DTITR 160 1.0 MINC AdvShr Newfleet Multi-Sect n/a 155 1.0 LDUR PIMCO Low Duration G1O2 140 0.1 ILB PIMCO Glb Inflation-Linked PIMCSUNV 136 0.3 INKM SPDR SSgA Income Allocation MXWO 103 0.6 GAL SPDR SSgA Glb Allocation n/a 98 0.7 SMMU PIMCO Short Term Muni Bon n/a 76 0.4 YPRO AdvisorShares YieldPro n/a 72 1.0 RAVI FlxShr Ready Access VarInc n/a 64 0.6 IELG iShares Enhanced US LC RU10INTR 58 0.4 DI PIMCO Diversified Income BGCRTRUH 45 0.1 HOLD AdvsrShrs Sage Core Reserv n/a 37 0.4 GTAA Cambria Global Tactical n/a 37 0.5 PSR PwrShrs Active US RE FNER 37 0.1 IEIL iShares Enhanced Intl LC MXWOU 29 0.4 AGLS Accuvest Global Long Short MXWO 26 0.2 BABZ PIMCO Build Amer Bond LBABTRUU 23 0.1 FORX PIMCO Foreign Curr Strat W1TW 21 0.2 ü EPRO AdvisorShares EquityPro n/a 20 0.2 LALT PwrShrs Multi-Strat Altern MSUSLALT 17 0.8 IESM iShares Enhanced US SC RU20INTR 15 0.1 ULST SPDR SSgA Ultra Short Term n/a 14 0.4 HUSE Huntington US Eqy Rotation SPX 14 5.3 ü RWG Columbia Select LC Gro RLG 13 0.1 AADR WCM/BNY Mellon Focs Gro ADR n/a 13 0.2 ONEF Russell Equity RUDEVLN 9 0.5 GIVE AdvisorShares Global Echo n/a 9 0.0 QEH QAM Equity Hedge n/a 9 0.1 IEIS iShares Enhanced Intl SC MXWOUSC 8 0.1 GVT Columbia Select LCVal RIY 7 0.1 SYE SPDR MFS Systematic Core n/a 5 0.0 SYG SPDR MFS Systematic Growth n/a 5 0.0 FMF FT Mrnngstr Mngd Fut Strat MSDIDFTL 5 0.1 SYV SPDR MFS Systematic Value n/a 5 0.0 RRF WisdomTree Glb Real Return W0DI 5 0.2 CHNA PowerShares China A-Share n/a 2 0.0 RPX Columbia LC Growth RLG 2 0.0 FTHI First Trust High Income n/a 2 0.3 FTLB First Trust Low Beta n/a 2 0.1 HDGI AdvsrShrs Athena Intl Bear n/a 1 0.2 Fundamental PRF PowerShares FR US 1000 FR10XTR $3,611 $17.3 ü EPI WisdomTree India Earnings WTEMINTR 1,664 83.5 ü PRFZ PowerShares FR US 1500 FR15US 995 3.9 PXF PowerShares FR DM ex US FRX1XTR 845 3.7 EZM WisdomTree MC Earnings WTMEITR 601 2.6 EES WisdomTree SC Earnings WTSEITR 459 3.0 PXH PwrShrs FTSE RAFI EM TFREMU 384 2.4 RWJ RevenueShares SC REVWST 290 1.9 ü Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Fundamental (continued) RWL RevenueShares Large Cap REVWLT $243 $1.2 ü RWK RevenueShares Mid Cap REVWMT 204 0.8 ü FNDX Schwab Fund US Large Comp RUFUSLU 134 1.1 PDN PwrShr FR DM x US SmMid TFRDXUSU 117 0.4 PXLG PowerShares Fundam Lrg Gro RAFILGTR 112 0.1 FNDF Schwab Fund Intl Lrg Comp RUFDXULU 112 1.0 EPS WisdomTree Earnings 500 WTEPSTR 110 0.3 PXMG PowerShares Fundam MC Gro RAFIMGTR 94 0.1 FNDB Schwab Fund US Broad Mkt RUFUSUSD 90 0.8 FNDA Schwab Fund US Small Comp RUFUSSU 89 0.9 EXT WisdomTree Total Earnings WTEI 81 0.3 PXSV PowerShares Fundam SC Val RAFISVTR 68 0.4 PXMV PowerShares Fundam MC Val RAFIMVTR 47 0.2 PAF PwrShrs FR Asia Pac x JP TRDAPXJU 47 0.1 PXLC PowerShares Fundam LC RAFILCTR 42 0.2 FNDC Schwab Fund Intl Sml Comp RUFDXUSU 38 0.3 FNDE Schwab Fund EM Large Comp RUFGELU 36 0.4 PXLV PowerShares Fundam Lrg Val RAFILVTR 35 0.3 PXMC PowerShares Fundam MC RAFIMCTR 32 0.1 PXSG PowerShares Fundam SC Gro RAFISGTR 31 0.1 EZY WisdomTree LC Value WTEILVTR 28 0.1 RTR RevenueShares ADR REVWADRT 23 0.1 PXSC PowerShares Fundam SC RAFISCTR 15 0.0 Life Cycle and Allocation AOR iShares Growth Allocation SPTGGUT $303 $1.4 AOA iShares Aggress Alloc SPTGAUT 264 1.3 AOM iShares Moderate Alloc SPTGMUT 244 1.3 AOK iShares Conserv Alloc SPTGCUT 179 0.8 TZG iShares Target 2020 SPTGT20T 57 0.6 TZV iShares Target 2040 SPTGT40T 52 0.6 TZI iShares Target 2025 SPTGT25T 44 0.4 TZL iShares Target 2030 SPTGT30T 44 0.6 TDV db X-trckrs 2040 Targ Date TDAXFO 36 0.1 TZO iShares Target 2035 SPTGT35T 35 0.4 TDN db X-trckrs 2030 Targ Date TDAXTH 34 0.1 TZE iShares Target 2015 SPTGT15T 31 2.8 TDH db X-trckrs 2020 Targ Date TDAXTW 28 0.1 TGR iShares Target Retir SPTGRIT 14 1.3 TZY iShares Targ Date 2050 SPTGT50T 13 0.6 TDX db X-trckrs In-Target Date TDAXIT 12 0.0 TDD db X-trckrs 2010 Targ Date TDAXTN 10 0.0 TZD iShares Target 2010 SPTGT10T 9 0.3 TZW iShares Targ Date 2045 SPTGT45T 9 0.4 Long/Short CSM ProShares LC Core Plus CS13030 $315 $1.9 HYLS First Trust Tactical HY n/a 197 1.6 RALS ProShares RAFI Long/Short RAFILS 60 0.7 BTAL QuantShr US MktNeu AntBeta DJTMNAB 7 0.2 RINF ProShrs 30Y TIPS/TSY Spr DJCSIN30 5 0.4 FINF ProShrs Sh 30Y TIPS/TSY Spr DJCSIN30 4 0.1 CHEP QuantShr US MktNeu Value DJTMNSV 3 0.1 SINF PrShrs UltPr Sh 10Y TIPS/TSY DJCSIN10 2 0.0 UINF ProShrs UltPro 10Y TIPS/TSY DJCSIN10 2 0.1 SIZ QuantShr US MktNeu Size DJTMNSS 1 0.0 MOM QuantShr US MktNeu Moment DJTMNMO 1 0.1 Exchange Traded Funds (ETFs) Specialty

14 | US ETF & ETN Guide July 2014 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Quantitative Domestic subsection SPLV PwrShrs S&P 500 Low Vol SP5LVIT $4,141 $27.4 ü PKW PowerShares Buyback DRBTR 2,892 26.3 ü USMV iShares MSCI USA Min Vol M00IMV$T 2,647 14.0 ü CVY Guggenheim Multi-Asset ZAXYH 1,353 4.8 ü PDP PwrShrs Momentum Portf DWTL 1,280 9.2 ü FEX First Trust LC AlphaDEX DEFILCCI 1,141 7.0 FTA First Trust LCVal AlphaDEX DEFILVOI 1,010 5.3 FNX First Trust MC AlphaDEX DEFIMCCI 884 4.5 PWV PowerShares Dyn LC Val ILWTR 844 2.5 QAI IQ Hedge Multi-Strategy IQHGMST 788 3.6 MDIV FT NASDAQ MultiAsset Diver NQMAUS 719 3.3 ü TILT FlxShr Mstar US MktFctTilt MUFTT 690 1.9 FYX First Trust SC AlphaDEX DEFISCCI 550 4.3 GURU Global X Guru Index GURU 505 6.9 ü DWAS PwrShrs DWA SC Momen Portf DWATLSC 474 6.8 ü QUAL iShares MSCI USA Qlty Fact M2USQU 440 2.3 SPHQ PowerShares SP500 High Qual SPXQRUT 386 1.2 FV FT Dorsey Wright Focus 5 n/a 331 6.2 ü PHDG PS S&P Downside Hdgd SPVQDTR 309 2.9 MTUM iShares MSCI USA Momentum M2US000$ 308 1.7 FTC First Trust LCGro AlphaDEX DEFILGOI 306 1.9 ü RYJ Guggenheim RJ SB-1 Equity RJSBITR 300 1.7 SPHB PwrShrs S&P 500 High Beta SP5HBIT 287 7.7 ü PWB PowerShares Dyn LC Gro ILHTR 281 1.2 BFOR Barron’s 400 B400T 246 1.3 ü PWC PowerShares Dyn Market DYITR 196 0.6 NFO Guggenheim Insider Sent SBRINTR 189 1.4 FAB First Trust MultiCap Value DEFIMCVI 182 0.9 VLUE iShares MSCI USA Value Wgt M2USVWGT 162 0.3 DEF Guggenheim Defensive SBRDETR 161 1.0 IYLD iShes Mstar MultiAsset Inc MAHIT 158 1.2 SIZE iShares MSCI USA Risk Wgt M2USRWGT 133 0.1 CZA Guggenheim MC Core ZAXMC 126 0.6 FNK Frst Trst MC Val AlphaDEX DEFIMDVI 97 0.9 FTCS First Trust Capital Strng NQCAPSTT 80 0.3 FAD First Trust MultiCap Gro DEFIMCGI 63 0.4 FVL First Trust Value Line 100 VLFVL 61 0.3 FYT Frst Trst SC Val AlphaDEX DEFISCVI 60 1.1 XSLV PowerShares S&P SC Low Vol SP6LVI 56 0.3 GVAL Cambria Global Value GVAL 54 1.2 SPXH VlctyShrs Volatil Hdg LC SPXHID 45 0.4 FNY Frst Trst MC Gro AlphaDEX DEFIMDGI 43 0.3 FYC Frst Trst SC Gro AlphaDEX DEFISCGI 36 0.3 XMLV PowerShares S&P MC Low Vol SP4LVI 33 0.3 TRSK VlctyShrs Tail Risk Hdg LC TRSKID 32 0.4 MCRO IQ Hedge Macro Tracker IQHGMAT 26 0.7 FWDD Madrona Domestic n/a 25 0.1 VSPY Direxion S&P 500 RC Vol SP5M15T 24 0.3 DWAQ PwrShrs DWA NASDAQ Mom DWANQTLT 24 0.2 KNOW Direxion AC Insider Senti SBRQAM 23 0.4 QMN IQ Hedge Mkt Neutral Track IQHGMNB 17 0.3 MATH Meidell Tactical Advantage n/a 16 0.2 SMLV SPDR Russell 2000 Low Vol RU2LVOL 15 0.2 FMK Frst Trst Mega Cap AlphaDEX DEFIMGCI 13 0.1 MMTM SPDR SP1500 Momentum Tilt SPCPMTUP 13 0.1 LGLV SPDR Russell 1000 Low Vol RU1LVOL 11 0.1 ERW VlctyShrs Eql Risk Wgt LC ERWSPX 8 0.0 VLU SPDR S&P 1500 Value Tilt SPCLVTUP 8 0.0 RWV RevShrs Navellier A-100 REVWLOUT 8 0.0 Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Quantitative (continued) Domestic (continued) FVI First Trust VL Eqty Alloc VLFVI $5 $0.0 DBIZ AdvsrShrs PringTrnr BusCyc n/a 5 0.4 QINC FT RBA Quality Income RBAQI 4 0.1 MRGR ProShares Merger SPLSALP 4 0.1 CFA Compass EMP US 500 Vol CEMPUSLT 4 0.0 GSRA ALPS/GS Risk-Adj Ret US LC GSRARUS 3 0.1 CDC Compass EMP US100 High Div CEMPULHT 3 0.2 CFO Compass EMP US500 EnhanVol n/a 3 0.1 International EEMV iShares MSCI EM Min Vol M00IEF$O $1,972 $17.1 ü ACWV iShares MSCI ACWI Min Vol M00IWD$O 1,246 3.4 ü EFAV iShares MSCI EAFE Min Vol M00IEA$O 1,230 7.1 ü FEP Frst Trst Europe AlphaDEX DEFIEUCI 895 9.8 ü VIDI Vident International Eqty VIDIX 747 1.9 PIZ PwrShrs DM Tech Lead DWATRDM 706 5.1 ü TLTD FlxShr Mstar DMxUS FacTilt MDXUSFT 649 2.6 FEM Frst Trst EM AplhaDEX DEFIEMCI 469 7.5 ü PIE PwrShrs EM Technical Lead DWATREM 323 2.7 ü TLTE FlxShr Mstar EM FactorTilt MEMMFT 258 1.0 IDLV PwrSars SP Intl DM Low Vol SPIDLVUP 241 1.2 EELV PowerShares S&P EM Low Vol SPEMLVUT 228 1.3 ü GYLD Arrow DJ Global Yield DJGYLDT 160 1.9 FCAN First Trust CA AlphaDEX DEFICACT 152 0.8 FJP Frst Trst Japan AlphaDEX DEFIJPCI 127 2.7 FDT Frst Trst DM exUS AlphaDEX DEFIDMCI 127 1.5 FPA Frst Trst AP xJP AlphaDEX DEFIAPCI 113 1.7 FEMS First Trust EM SC AlphaDEX DEFIESCT 90 1.6 GRES IQ Global Resources IQGREST 88 0.3 FYLD Cambria Frgn Sharehld Yld FYLD 86 1.0 FGM First Trust DE AlphaDEX DEFIGMCT 62 0.9 HILO EGShares Low Vol EM Div IHILOT 52 0.6 FSZ First Trust CH AlphaDEX DEFISWCT 52 0.4 FKU First Trust UK AlphaDEX DEFIUKCT 51 0.5 HGI Guggenheim Internat Multi ZAXIH 36 0.1 GQRE FlxShrs Glb Qlty Real Est n/a 27 0.3 ACCU Accuvest Global Opportuns n/a 26 0.4 FWDB Madrona Global Bond n/a 24 0.2 IDHQ PwrShrs SP Intl Dev HiQual SPIDHQRT 23 0.0 EMCG WisdomTree EM Consumer Gro WTEMCG 21 0.2 FWDI Madrona International n/a 19 0.3 IPKW PwrShrs Intl BuyBack Achiev DRBXUS 17 0.4 JPGE JPMrgn Divers Return GblEq FTJPGE 15 0.2 PERM Global X Permanent PERM 11 0.1 YDIV FT NASDAQ Intl Multi-Asset NQMAXUS 11 0.1 JPMV iShares MSCI Japan MinVol M1JPMVOE 11 0.1 QESP SPDR MSCI Spain Qual Mix M1ESQMAR 9 0.4 FLN Frst Trst LatAm AlphaDEX DEFILACI 7 0.0 EEHB PwrShrs S&P EM High Beta SPEMHBIT 7 0.3 QCAN SPDR MSCI CA Quality Mix M1CAQMAR 6 0.1 QEMM SPDR MSCI EM Quality Mix M1EFQMR 6 0.0 QJPN SPDR MSCI JP Quality Mix M1JPQMAR 6 0.1 QWLD SPDR MSCI World Qual Mix M1WOQMR 6 0.1 QEFA SPDR MSCI EAFE Quality Mix M1EAQMR 6 0.0 QAUS SPDR MSCI AU Quality Mix M1ATQMAR 6 0.0 QGBR SPDR MSCI UK Quality Mix M1GBQMAR 6 0.0 QDEU SPDR MSCI Germany Qual Mix M1DEQMAR 6 0.3 FDTS Frst Trst DM x US SC AlphaD DEFIDSCT 6 0.1 QEM Mkt Vctrs MSCI EM Quality M1EFQU 6 0.0 Exchange Traded Funds (ETFs) Specialty

15 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * Opt. denotes US listed options trading available on the underlying security. Exchange Traded Funds (ETFs) Specialty Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Quantitative (continued) International (continued) FCA Frst Trst China AlphaDEX DEFICHCI $6 $0.0 FKO Frst Trst S Korea AlphaDEX DEFISKCI 5 0.0 QXUS MktVctrs MSCI Intl Quality M1WDUQU 5 0.1 AXJV iShrs MSCI AsiaxJP MinVol M1APJVO 5 0.1 EUMV iShares MSCI Europe MinVol M00IER$O 5 0.1 FBZ Frst Trst Brazil AlphaDEX DEFIBZCI 5 0.1 FHK First Trust HK AlphaDEX DEFIHKCT 4 0.1 IDHB PwrShrs SP Intl Dev HghBta SPIDHBIN 3 0.2 GSMA ALPS/GS MomemBuild MultAst GSMOBUMA 3 0.1 GSAX ALPS/GS MomemBuild AsiaXJ GSMOBUAX 2 0.0 GURX Global X Guru Small Cap GURX 2 0.1 GSGO ALPS/GS Momem Build Gro GSMOBUGM 2 0.0 FTW First Trust TW AlphaDEX DEFITWCT 2 0.0 FAUS First Trust AU AlphaDEX DEFIAUCT 2 0.0 GURI Global X Guru Intl GURI 2 0.0 Other1 PFF iShares US Preferred SPTREFTR $10,130 $61.8 ü AMLP Alerian MLP AMZI 8,987 56.2 ü PGX PowerShares Preferred P0P4 2,243 10.9 ü PGF PwrShrs Finan Preferred WHPSF 1,428 4.5 ü EMLP Frst Trst NA Energy Infra n/a 777 4.7 MOAT Market Vectors Wide Moat MWMFTR 754 3.4 PSP PwrShr Listed Private Eqty GLPEXUTR 680 6.0 ü CSD Guggenheim Spin-Off CLRSOTR 671 6.9 ü PCEF PowerShares CEF Income CEFXTR 610 3.5 ü FPX First Trust US IPO IPXO 479 5.7 DSI iShares MSCI KLD 400 Social TKLD400U 370 1.2 YMLP Yorkville High Income MLP YMLP 319 1.7 PBP PwrShrs S&P 500 BuyWrite BXM 293 2.7 KLD iShares MSCI USA ESG Sel TFSSIU 268 0.8 PSK SPDR Wells Fargo Preferred WAGG 261 1.6 PFXF Mrkt Vctrs Pref ex Fins WHPSL 168 1.0 MLPX Global X MLP&Energy Infra SOLMLPX 151 1.2 ü TTFS TrimTabs Float Shrink n/a 137 0.9 EQL ALPS Equal Sector Weight BASMLESW 129 0.9 SPFF Global X SuperIncome Pref SPPEYN 121 0.9 MLPA Global X MLP SOLMLPA 107 0.6 VIXY ProShares VIX ShTrm Fut SPVXSPID 102 24.3 ü FPE First Trust Pref Sec & Inc n/a 67 0.6 YYY Yield Shares High Income YLDA 65 0.7 HVPW US Eqy High Vol Put Write PUTWRT 63 1.5 BIZD Market Vectors BDC Income MVBIZDTG 46 0.4 AIRR FT RBA American Indus Ren RBAAIR 42 0.8 YMLI Yorkville High Inc Infr MLP YMLI 41 0.3 VIXM ProShares VIX MdTrm Fut SPVXMPID 40 1.4 ü MNA IQ Merger Arbitrage IQMNAT 39 0.3 IPFF iShares Intl Pref Stck SPPRIUN 37 0.3 ü XMPT Market Vectors CEF Muni CEFMX 34 0.2 HDG ProShares Hedge Replicate MLEIFCTX 32 0.2 HSPX Horizons SP500 CoveredCall SPXCC 28 0.7 VEGA AdvShrs STAR Glb BuyWrite n/a 28 0.5 IPO Renaissance IPO IPOUSA 27 0.4 ZMLP Direxion Zacks MLP HighInc ZAXLPTR 25 0.4 CPI IQ Real Return IQHGCPIT 25 0.8 VRP PwrShrs Variable Rate Pref PFLOT 20 0.6 MLPJ Global X Junior MLP SOLMLPJ 19 0.1 FLAG Forensic Accounting FLAG 13 0.1 ENFR Alerian Energy Infrastruct AMEI 9 0.1 Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Other (continued) BCHP EGShares Blue Chip EGABCHPT $7 $0.2 NASH Nashville Area NASHVILL 7 0.4 PEX ProSh Glbl Listed Priv Eqy LPXDITU 7 0.1 VIXH FT CBOE SP5 VIX Tail Hedge VXTH 6 0.1 CNPF Global X Canada Pref SOLPRECA 6 0.1 EQLT Alps Workplace Portfolio LGBTEQLT 5 0.1 HFIN Hrzns S&P FinlSelSect Cov IXMCC 4 0.5 GYEN AdvsrShrs Gartman Gold/Yen n/a 4 0.2 KFYP KrnShrs CSI CH 5-Yr Plan H11161 3 0.0 QYLD Recon Cap NASDAQ-100 CC BXN 3 0.1 GEUR AdvsrShrs Gartman Gold/EUR n/a 1 0.1 GLDE AdvisorShares Intl Gold n/a 1 0.1 GGBP AdvsrShrs Gartman Gold/GBP n/a 1 0.1 ETNs

17 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Commodities section General DJP iPath DJ UBS Commodity DJUBSTR $1,650 $15.5 ü RJI Elements Rogers Commod ROGRTR 955 4.5 ü GSC GS Connect S&P GSCI Enh SPGSESTR 252 0.6 UCI ETRACS CMCI Total Return CMCITR 170 0.8 DJCI ETRACS DJ-BBG Commodity BCOMTR 132 0.3 GSP iPath GSCI Total Return SPGSCITR 109 0.6 LSC Elements S&PComdtyTrends SPTICTR 30 0.0 BCM iPath Pure Beta Broad Comm BCC1C1PT 20 1.5 RGRC RBS Rogers Enhanced Comm RGRCID 19 0.1 CSCB CS Commodity Benchmark CSIXTR 18 0.0 CSCR CS Commodity Rotation CSCUBKTR 16 0.0 DPU PwrShrs DB Commod Lg DBCDIX 2 0.0 SBV iPath Pure Beta SP GSCI-Wgt BCC2C1PT 1 0.0 Specific OIL iPath Goldman Sachs Oil SPGSCLTR $221 $7.3 ü RJA Elements Rogers Agricult ROGRAGTR 214 1.0 ü JO iPath DJ UBS Coffee DJUBKCTR 85 8.8 ü JJA iPath DJ UBS Agriculture DJUBAGTR 82 0.7 JJC iPath DJ UBS Copper DJUBHGTR 81 1.9 ü JJG iPath DJ UBS Grains DJUBGRTR 75 1.9 ü COW iPath DJ UBS Livestock DJUBLITR 50 1.1 ü RJN Elements Rogers Energy ROGRENTR 37 0.2 ü SGG iPath DJ UBS Sugar DJUBSBTR 36 1.2 ü PTM ETRACS UBS Long Platinum CTPLTR 33 0.2 ü GAZ iPath DJ UBS Natural Gas DJUBNGTR 27 0.3 ü NIB iPath DJ UBS Cocoa DJUBCCTR 26 0.8 ü FUD ETRACS CMCI Food CMFOTR 24 0.3 RJZ Elements Rogers Metals ROGRIMTR 19 0.1 PGM iPath DJ UBS Platinum DJUBPLTR 17 0.2 JJN IPath DJ UBS Nickel DJUBNITR 16 0.4 BAL iPath DJ UBS Cotton DJUBCTTR 16 0.7 ü UBG ETRACS CMCI Gold CTGCTR 13 0.4 JJM iPath DJ UBS Industrial DJUBINTR 13 0.1 UAG ETRACS CMCI Agriculture CMAGTR 12 0.3 JJP iPath DJ UBS Precious Met DJUBPRTR 12 0.0 USV ETRACS CMCI Silver CTSITR 12 0.5 RGRA RBS Rogers Enhanced Agri RGRAID 10 0.0 CHOC iPath Pure Beta Cocoa BCC2CCPT 10 0.2 UBN ETRACS CMCI Energy CMENTR 8 0.1 CAFE iPath Pure Beta Coffee BCC2KCPT 7 0.6 RGRI RBS Rogers Enhanced IndMet RGRIID 7 0.2 OLO PowerShares DB Oil Long DBODIX 7 0.0 JJE iPath DJ UBS Energy DJUBENTR 7 0.2 UBC ETRACS CMCI Livestock CMLVTR 6 0.5 GRU Elements MLCX Grains MLCXGRTR 6 0.1 ü JJT iPath DJ UBS Tin DJUBSNTR 6 0.1 JJS iPath DJ UBS Softs DJUBSOTR 5 0.3 NINI iPath Pure Beta Nickel BCC2LNPT 5 0.1 UBM ETRACS CMCI Ind Metals CMIMTR 5 0.2 RGRE RBS Rogers Enhanced Energy RGREID 4 0.0 OLEM iPath Pure Beta Crude Oil BCC2CLPT 4 0.0 AGF PowerShares DB Agr Long DBADIX 3 0.4 RGRP RBS Rogers Enhance PrecMet RGRPID 3 0.0 JJU iPath DJ UBS Aluminum DJUBALTR 3 0.1 SGAR iPath Pure Beta Sugar BCC2SBPT 3 0.1 FOIL iPath Pure Beta Aluminum BCC2LAPT 3 0.0 ONG iPath Pure Beta Energy BCC1ENPT 3 0.0 CTNN iPath Pure Beta Cotton BCC2CTPT 2 0.0 Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Commodities (continued) tion Specific (continued) LEDD iPath Pure Beta Lead BCC2LLPT $2 $0.1 GRN iPath Global Carbon BXIIGCUT 2 0.1 BLNG iPath Pure Beta Prec Metal BCC1PMPT 2 0.1 DCNG iPath Seasonal Nat Gas BCC2NGST 1 0.1 CUPM iPath Pure Beta Copper BCC2LPPT 1 0.1 DIRT iPath Pure Beta Agricult BCC1AGPT 1 0.0 BDG PwrShrs DB Base Met Lg DBBMIX 1 0.0 FUE Elements MLCX Biofuels MLCXBXTR 1 0.0 GRWN iPath Pure Beta Softs BCC1SFPT 1 0.0 LD iPath DJ UBS Lead DJUBPBTR 1 0.1 LSTK iPath Pure Beta Livestock BCC1LSPT 1 0.0 WEET iPath Pure Beta Grains BCC1GRPT 1 0.0 HEVY iPath Pure Beta Indl Met BCC1IMPT 1 0.0 Currencies section CNY Market Vectors Renminbi SPCBCNY $31 $0.4 ICI iPath Optimized Curr Carry BXIICIIP 6 0.2 AYT iPath GEMS Asia 8 BXIIGMA8 4 0.1 ERO iPath EUR/USD n/a 3 0.0 GBB iPath GBP/USD n/a 3 0.0 JYN iPath JPY/USD n/a 2 0.0 INR Market Vectors-Rupee/USD SPCBINR 2 0.1 PGD iPath Asian&Gulf Curr Reval BXIIGEMP 1 0.1 JEM iPath GEMS Index BXIIGEM1 1 0.1 Leveraged/Inverse FIGY FI Enhanced Global HY M2WDHDVD $1,618 $0.9 FEEU FI Enhanced Europe 50 SX5PGV 1,128 0.6 FBGX FI Enhanced LC Growth RU10GRTR 557 10.1 FLGE FI LC Growth Enhanced RU10GRTR 530 1.7 DGAZ VelocityShrs 3x Inv NatGas SPGSNGP 323 54.8 MORL ETRACS 2x Mortgage REIT MVMORT 278 7.0 MLPL ETRACS UBS 2x Lng MLP AMZI 266 2.4 BDCL ETRACS 2x Lng WF Bus Dev WFBDCPX 253 4.4 FIEU CS FI Enhanced Europe 50 SX5PGV 214 1.1 DGP PwrShrs DB Gold Dbl Lg DGLDIX 175 3.7 USLV VelocityShares 3x Silver SPGSSIP 166 13.7 CEFL ETRACS Mon 2xLev ClsdEndFd YLDA 165 2.8 FIEG FI Enhanced Global HY M2WDHDVD 160 1.2 DTO PowerShares DB Oil Dbl Sh DBODIXX 130 4.3 FBG FI Enhanced Big Cap Growth RU10GRTR 127 8.8 UGAZ VelocityShares 3x Nat Gas SPGSNGP 120 36.1 DTYS iPath US Treas 10-YR Bear BXIITETY 80 1.0 UGLD VelocityShares 3x Gold SPGSGCP 61 3.1 DZZ PwrShrs DB Gold Dbl Sh DGLDIX 61 1.8 DLBS iPath US Treas Lng Bd Bear BXIITEUS 48 0.5 SBND PwrShr DB 3x Shrt 25+ Treas DBBNDS 48 0.4 JGBD PwrShrs DB 3x Inv JP GovBd DBBNJGBS 48 0.8 FIBG CS FI Enhanced Big Cap Gro RU10GRTR 46 1.0 JGBS PwrShrs DB Inv JP Govt Bd DBBNJGBS 39 0.9 DRR Market Vectors Dbl Sh Euro DSHRTEUR 36 0.2 BXUC Barc SPX + Long C Leverage SPXT 31 0.0 DVHL ETRACS Mon 2x Dvsfd Hi Inc NYDVHI 28 0.9 SPLX ETRACS 2xLeverag SP5 TR SPXT 28 0.6 LBND PwrShrs DB 3x Lng 25+ Trea DBBNDL 28 0.1 LMLP ETRACS 2xLev WF MLP ExEner MLPXEPX 25 2.5 DSLV VelocityShares 3x Inv Silv SPGSSIP 21 4.1 DGZ PowerShares DB Gold Short DGLDIX 20 1.4 DWTI VelocityShrs 3x Inv Crude SPGSCLP 20 0.6 Exchange Traded Notes (ETNs) ETNs

18 | US ETF & ETN Guide July 2014 1. All average volume calculations in this guide were calculated over the period between January 8, 2014 to July 8, 2014. * Opt. denotes US listed options trading available on the underlying security. Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Leveraged/Inverse (continued) SDYL ETRACS Mnthly 2x S&P Div SPHYDA $20 $0.1 DVYL ETRACS Mnthly 2x DJ SelDiv DJDVP 19 0.2 ITLT PwrShr DB 3x Ital Treas Bd DBBNBTPL 18 0.0 DAG PowerShares DB Agr Dbl Lg DBADIX 17 0.2 RWXL ETRACS 2x DJ Intl Real Est DWXRS 15 0.0 BUNT PwrShr DB 3x German Bd Fut DBBNBUNL 14 0.0 DTUS iPath US Treas 2-YR Bear BXIITETU 14 0.3 RTLA iPath LX Russell 2000 RU20INTR 13 0.0 ROLA iPath LX Russell 1000 RU10INTR 12 0.0 DGLD VelocityShares 3x Inv Gold SPGSGCP 8 1.5 CSMB CS Merger Arb Liquid 2x CSLABMN 8 0.0 SZO PowerShares DB Oil Short DBODIXX 6 0.1 SFLA iPath LX S&P 500 TR SPTR 6 0.0 MFLA iPath LE MSCI EAFE NDDUEAFE 6 0.0 DFVS iPath US Treas 5-YR Bear BXIITEFV 5 0.3 JGBT PwrShr DB 3x Japan Gov Bd DBBNJGBL 5 0.8 DYY PwrShrs DB Commod Dbl Lg DBCDIX 5 0.0 EMSA iPath SE MSCI EM NDUEEGF 5 0.0 BXUB Barc SPX + Long B Leverage SPXT 4 0.0 MLPS ETRACS UBS 1xM Shrt MLP AMZIX 4 0.0 BDD PwrShr DB Base Met Db Lg DBBMIX 4 0.0 UUPT PowerShares DB 3x Lng USD USDUPX 4 0.1 EMLB iPath LE MSCI EM NDUEEGF 3 0.0 BOM PwrShrs DB BaseMet DblSh DBBMIX 3 0.0 DDP PwrShrs DB Commod Sh DBCDIXX 2 0.0 AGA PowerShares DB Agr Dbl Sh DBADIX 2 0.1 UWTI VelocityShares 3x Crude SPGSCLP 2 0.3 UDNT PowerShares DB 3x Shrt USD USDDNX 2 0.0 BOS PwrShrs DB Base Met Sh DBBMIX 2 0.0 DEE PwrShrs DB Commod Dbl Sh DBCDIXX 2 0.0 URR Market Vectors Dble Lg Euro DLONGEUR 1 0.0 ADZ PowerShares DB Agr Short DBADIX 1 0.0 Volatility VXX iPATH SP500 VIX ST Future SPVXSTR $1,109 $1,318.6 ü VQT Barclays ETN+ S&P Veqtor SPVQDTR 649 5.0 XIV VelocityShares Inv VIX ShTrm SPVXSP 512 369.6 TVIX VelocityShares 2x VIX ShTrm SPVXSP 152 60.0 ZIV VelocityShares Inv VIX MdTrm SPVXMP 126 3.6 VXZ iPATH SP500 VIX MT Future SPVXMTR 36 13.8 ü GLDI Gold Shares Covered Call QGLDI 33 0.4 ü XVZ iPath S&P 500 Dynamic VIX SPDVIXTR 30 1.4 SLVO CS Silver Shr Covered Call QSLVO 26 0.5 XVIX ETRACS Long-Short VIX SPVXTSER 13 0.2 BWV iPath CBOE SP500BuyWrite BXM 11 0.0 VIIX VelocityShares VIX ShTrm SPVXSP 7 5.4 ü CVOL C-Tracks ETN Volatility CVOLT 5 0.1 XXV iPath Inv SP500 VIX ShrtTrm SPVXSP 4 0.1 IVOP iPath Inv SP5 VIX ShrtTerm SPVXSP 2 0.2 VIIZ VelocityShares VIX MdTrm SPVXMP 2 0.2 TVIZ VelocityShares 2x VIX MdTrm SPVXMP 1 0.2 Other AMJ JPMorgan Alerian MLP AMZ $6,450 $29.0 ü MLPI UBS ETRACS Alerian MLP Infr AMZI 2,107 8.6 MLPN Credit Suisse MLP Eq Wgt MLPX 926 3.3 ü INP iPath MSCI India NDEUSIA 405 3.0 ü IMLP iPath S&P MLP SPMLP 377 2.8 ATMP Barclays ETN+ Select MLP BXIIATMP 367 1.9 TRND RBS US LC Trendpilot TPLCUT 334 1.9 Sym Name Bberg Index Assets ($MM) Avg Vol ($MM) Opt.* Other (continued) AMU ETRACS Alerian MLP Index AMZ $309 $1.6 TRNM RBS US MC Trendpilot TPMCUT 122 0.7 BDCS ETRACS Wells Fargo Bus Dev WFBDC 67 0.8 OSMS Barclays OFI SteelPath MLP BXIIOSMS 66 0.0 TBAR RBS Gold Trendpilot TPGLDUT 59 0.5 MLPC C-Tracks M/H MLP Fundam n/a 58 0.2 MLPY MS Cushing MLP High Income MLPY 52 0.2 TNDQ RBS NASDAQ 100 Trendpilot TPNDQUT 50 0.4 MLPG UBS ETRACS Nat Gas MLP ANGI 36 0.2 WMW Elements Mrngstr Wide Moat MWMFTR 33 0.1 DOD Elements Dogs of the Dow MUTR 30 0.2 CSMA Credit Suisse Merger Arb CSLABMN 27 0.2 DVHI ETRACS Divers High Income NYDVHI 26 0.0 FMLP ETRACS WF MLP Ex-Energy MLPXEPX 25 0.9 SPGH ETRACS SP5 Gold Hedge SPGL5UT 21 0.1 TCHI RBS China Trendpilot TPCHINUT 20 0.1 STPP iPath US Treas Steepener BXIIUSTP 20 0.2 CAPE Barclays ETN+ Shiller CAPE BXIICCST 19 0.1 BARL MS SP500 Crude Oil Lnkd SPOILH 18 0.0 MLPW E-TRACS Wells Fargo MLP WML 15 0.0 CSLS CS Long/Short Liquid CSLABLN 15 0.0 ITLY PwrShr DB Ital Treas Bd Fu DBBNBTPL 10 0.0 GCE Claymore CEF GS Connect CLMRCEF 9 0.1 BUNL PwrShr DB German Bd Fut DBBNBUNL 9 0.1 DRGS RBS Global Big Pharma DGETR 8 0.1 TWTI RBS Oil Trendpilot TPOILUT 7 0.0 ALTL RBS US L/C Alternator ALTLCUT 6 0.0 JGBL PwrShr DB Japan Govt Bd Fu DBBNJGBL 5 0.1 FLAT iPath US Treas Flattener BXIIUSTP 5 0.2 DEFL PowerShrs DB US Deflation DBLNSINF 4 0.2 INFL PowerShrs DB US Inflation DBLNLINF 4 0.0 DTYL iPath US Treas 10-YR Bull BXIITETY 3 0.5 CSMN CS MktNeu Global Equity HSGMN 2 0.0 DTUL iPath US Treas 2-YR Bull BXIITETU 2 3.7 DLBL iPath US Treas Lng Bd Bull BXIITEUS 2 1.2 EEH Elements LC Sector Momnt SPBNPSP 1 0.0 DFVL iPath US Treas 5-YR Bull BXIITEFV 0 0.2 Exchange Traded Notes (ETNs) ETNs

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. ©2014 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 | CSNY505123 v4 | July 2014

2014 Options Expiration Calendar January February March SM TW TF S SM TW TF S SM TW TF S 1 23 4 1 1 5 678 91011 2345 678 2 345678 12 13 14 15 16 17 18 9101112131415 9101112131415 19 20 21 22 23 24 25 16 17 18 19 20 21 22 16 17 18 19 20 21 22 26 27 28 29 30 31 23 24 25 26 27 28 23 24 25 26 27 28 29 30 31 April May June SM TW TF S SM TW TF S SM TW TF S 1234 5 123 1234567 6789 10 11 12 456789 10 89 10 11 12 13 14 13 14 15 16 17 18 19 11 12 13 14 15 16 17 15 16 17 18 19 20 21 20 21 22 23 24 25 26 18 19 20 21 22 23 24 22 23 24 25 26 27 28 27 28 29 30 25 26 27 28 29 30 31 29 30 July August September SM TW TF S SM TW TF S SM TW TF S 123 4 5 12 1 23456 6789 10 11 12 34567 89 789 10 11 12 13 13 14 15 16 17 18 19 10 11 12 13 14 15 16 14 15 16 17 18 19 20 20 21 22 23 24 25 26 17 18 19 20 21 22 23 21 22 23 24 25 26 27 27 28 29 30 31 24 25 26 27 28 29 30 28 29 30 31 October November December SM TW TF S SM TW TF S SM TW TF S 1 234 1 123456 56 78 91011 234 5 678 789 10 11 12 13 12 13 14 15 16 17 18 9101112131415 14 15 16 17 18 19 20 19 20 21 22 23 24 25 16 17 18 19 20 21 22 21 22 23 24 25 26 27 26 27 28 29 30 31 23 24 25 26 27 28 29 28 29 30 31 30 Quarterly expiration date VIX expiration date and A.M. Expiring equity and P.M. settled index settled index options cease trading options cease trading. Expiring cash-settled VIX expiration date currency options cease trading at 12:00 p.m. ET Equity, index, and cash-settled A.M. settled index options cease trading currency options expiration date1 2017 Equity LEAPS® added Exchange holiday 2018 Equity LEAPS® added Bank holiday (additional holidays may be announced) 1Equity LEAPS® expire in January. Index LEAPS® expire in December, January, and June. NOTE: While these dates are accurate as of 12/10/13, they are subject to change. Through January 2015, weekly expirations occur every Friday with the exception of Standard Expiration Fridays and in the case of July 4, 2014, where it occurs on Thursday, July 3rd. After January 2015, all expirations will occur on Fridays unless there is an exchange holiday, when it will occur on Thursday. In 2014, exchange holidays on Friday occur on April 18th and July 4th. In 2015, exchange holidays occur on April 3rd, July 3rd, and December 25th. Approval for distribution p Americas p EMEA p Asia