KEY ETF REPORT BY ASSET CLASS (US LISTED)

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Janice Carpenter
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1 13/05/2015 < Last closing Date TOP/BOTTOM PERFORMERS 1 D (in $bn) 14/05/2015 < Current Date 5:47 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 DTD PERFORMERS Silver SLV PRECIOUS METALS! % 6.0% 8.6% -13.9% % 25.4(25.2) na Bullish 4.4% Bearish -0.5% % (1.4%) $5.4 Australia EWA COUNTRY EQUITY FUNDS! % 0.9% 6.2% -11.9% % 17.8(23.3) 16.48(4.63%) Bullish 1.0% Bearish -1.9% % (3.8%) $1.7 Gold GLD PRECIOUS METALS! % 2.7% 2.6% -7.4% % 14.8(15) na Bullish 2.1% Bearish -0.6% % (1.3%) $28.3 Gold Physical SGOL PRECIOUS METALS! % 2.7% 2.6% -7.3% % 13.9(14.8) na Bullish 2.1% Bearish -0.6% % 13 0(0.1%) $0.9 Gold IAU PRECIOUS METALS! % 2.6% 2.6% -7.3% % 15.5(15.5) na Bullish 2.1% Bearish -0.6% % 192 1(0.1%) $6.5 South Africa EZA COUNTRY EQUITY FUNDS! % -2.3% 6.6% -2.2% % 21.9(24.5) 14.23(2.06%) Bullish 1.2% Bullish 2.1% % (3.6%) $0.5 India EPI COUNTRY EQUITY FUNDS! % 1.0% -2.1% 4.3% % 20.7(26.9) 18.19(0.73%) Bearish -5.3% Bearish -5.4% % (5.2%) $2.3 AUD (AUDUSD) FXA CURRENCIES (vs. USD)! % 2.2% -0.8% -13.6% % 11(12.2) na Bullish 4.1% Bearish -3.3% % (2.1%) $0.2 CHF (CHFUSD) FXF CURRENCIES (vs. USD) % 1.6% 8.0% -3.5% % 12(11.5) na Bullish 4.6% Bullish 3.0% % -16 0(1.6%) $0.2 Italy EWI COUNTRY EQUITY FUNDS % 2.4% 15.0% -8.8% % 23.2(29) / Bullish 4.2% Bullish 5.4% % (4.9%) $1.1 Non US Real Estate RWX OTHER % 0.5% 7.2% 1.8% % 47.4(48.2) 13.57(2.97%) Bullish 1.2% Bullish 3.1% % (0.2%) $5.2 Peru EPV COUNTRY EQUITY FUNDS! % 2.4% -2.1% -10.3% % / 20.06(1.69%) Bullish 5.8% Bearish -3.1% % -6 0(0%) $0.2 EUR Fin Sector EUFN OTHER % 2.6% 10.6% -5.1% % 22.2(28.5) 16.2(3.02%) Bullish 4.2% Bullish 5.4% % (0.8%) $0.4 Thailand THD COUNTRY EQUITY FUNDS! % -2.6% -0.9% 3.7% % 31.8(43.3) 11.74(2.35%) Bearish -4.5% Bearish -5.8% % (4.9%) $0.4 Spain EWP COUNTRY EQUITY FUNDS % 1.3% 5.1% -13.7% % 23.9(28.8) 16.42(4.48%) Bullish 4.2% Bearish -0.3% % (1.2%) $1.8 Poland EPOL COUNTRY EQUITY FUNDS! % 0.9% 7.6% -12.2% % / 22.38(3.19%) Bullish 6.4% Bullish 0.3% % (10.5%) $0.2 Taiwan EWT COUNTRY EQUITY FUNDS % 0.0% 8.8% 11.7% % 16.2(17.3) 13.93(1.77%) Bullish 2.3% Bullish 4.5% % (1.4%) $4.3 BOTTOM 25 DTD PERFORMERS Lead LLK5 METALS FUTURES % -5.3% 7.6% -6.7% -0.4 #VALUE! / na Bullish 4.3% Bullish 0.4% Brazil EWZ COUNTRY EQUITY FUNDS % -0.3% -1.3% -27.3% % 26.9(31.6) 27.64(3.82%) Bullish 6.8% Bearish -10.3% % (11.1%) $3.4 Transportation IYT US TRANSPORTATION! % -0.4% -6.5% 9.4% % 14.8(17.3) 18.93(0.82%) Bearish -2.9% Bearish -2.0% % (1.8%) $1.1 Reit VNQ US EQUITY SECTOR FUNDS % -0.8% -2.8% 6.4% % 16.3(21.7) 41.34(3.78%) Bearish -4.7% Bearish -1.8% % (1.4%) $26.7 US Real Estate IYR US EQUITY SECTOR FUNDS % -0.9% -2.6% 5.4% % 15.7(20.8) 37.37(3.61%) Bearish -4.2% Bearish -1.8% ,304-29% -1, (20%) $4.5 Zinc LXK5 METALS FUTURES % -0.6% 7.2% 12.3% 0.7 #VALUE! / na Bullish 7.7% Bullish 5.2% USDKRW OTHER ASIAN FX % 1.8% 0.1% 6.2% % 10.2(8.5) na Bearish -0.5% Bullish 1.1% Latin America ILF EMERGING MARKETS EQUITY FUNDS % -0.1% 1.1% -18.7% % 19.9(21.4) 21.67(2.29%) Bullish 4.3% Bearish -6.6% % (1.1%) $0.8 USDMYR OTHER ASIAN FX % 0.3% 2.2% 11.1% % 11.1(9.5) na Bearish -2.0% Bullish 3.3% AMLP(Pipeline op) AMLP OTHER % -2.1% -3.9% -6.8% % 11.5(11.5) 31.45(6.89%) Bullish 0.5% Bearish -5.4% $9.2 USDTWD OTHER ASIAN FX % -0.2% -3.5% 1.3% % 5.4(4.5) na Bearish -1.8% Bearish -1.2% BRICS EEB EMERGING MARKETS EQUITY FUNDS % -1.0% 10.0% -8.4% % 19.2(24) 19.43(3.28%) Bullish 3.7% Bearish -2.6% % -12 0(0.1%) $0.1 This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.1

2 13/05/2015 < Last closing Date TOP/BOTTOM PERFORMERS MTD (in $bn) 14/05/2015 < Current Date 5:47 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 MTD PERFORMERS Natural Gas NGM5 ENERGY FUTURES % 7.1% -0.2% / / #VALUE! 45.4(42.8) na Bullish 6.9% Bearish -11.5% Silver SLV PRECIOUS METALS! % 6.0% 8.6% -13.9% % 25.4(25.2) na Bullish 4.4% Bearish -0.5% % (1.4%) $5.4 Silver_fut SIN5 METALS FUTURES % 5.8% 9.1% / / #VALUE! 25.9(26.6) na Bullish 4.3% Bearish -0.7% Lean Hogs LHM5 LIVESTOCK FUTURES % 4.1% -7.4% / / #VALUE! 20.9(22.8) na Bullish 7.7% Bearish -3.4% AUDNZD OCEAN FX % 4.0% 3.0% -0.2% % 8.9(8.8) na Bullish 4.2% Bullish 0.8% Cocoa CCN5 SOFT FUTURES! % 3.8% 5.8% 3.5% 0.2 #VALUE! 20.7(19.1) na Bullish 6.9% Bullish 3.6% Chili ECH COUNTRY EQUITY FUNDS! % 3.4% 9.4% -8.2% % 25.3(25.3) 17.01(1.59%) Bullish 5.5% Bullish 5.1% % (2.7%) $0.3 AUDUSD OCEAN FX! % 2.8% -0.6% -13.4% % / na Bullish 4.4% Bearish -2.5% Gold GLD PRECIOUS METALS! % 2.7% 2.6% -7.4% % 14.8(15) na Bullish 2.1% Bearish -0.6% % (1.3%) $28.3 Banks KBE US EQUITY SECTOR FUNDS % 2.7% 3.8% 10.9% % 12.4(15.1) 16.2(1.56%) Bullish 2.9% Bullish 6.0% % (1.6%) $2.6 Gold Physical SGOL PRECIOUS METALS! % 2.7% 2.6% -7.3% % 13.9(14.8) na Bullish 2.1% Bearish -0.6% % 13 0(0.1%) $0.9 Small Cap Div Pay DFE EUROPE BROAD EQUITY FUNDS! % 2.7% 17.7% -2.2% % 13(17.6) 19.34(2.49%) Bullish 5.5% Bullish 10.6% % (1.5%) $1.0 Gold IAU PRECIOUS METALS! % 2.6% 2.6% -7.3% % 15.5(15.5) na Bullish 2.1% Bearish -0.6% % 192 1(0.1%) $6.5 GBPUSD SDR CONSTITUENT FX % 2.6% 1.1% -6.0% % / na Bullish 4.6% Bullish 0.9% UK EWU COUNTRY EQUITY FUNDS % 2.6% 9.3% -9.5% % 13.8(16.5) 23.73(6.94%) Bullish 4.8% Bullish 3.7% % (3%) $3.0 BOTTOM 25 MTD PERFORMERS Lead LLK5 METALS FUTURES % -5.3% 7.6% -6.7% -0.4 #VALUE! / na Bullish 4.3% Bullish 0.4% Vietnam VNM COUNTRY EQUITY FUNDS % -4.7% -10.6% -12.7% % / 16.83(2.96%) Bearish -3.2% Bearish -16.0% % (2.2%) $0.4 Energy XLE US EQUITY SECTOR FUNDS % -2.8% 1.5% -15.1% % 17.1(19.9) 27.16(2.42%) Bullish 1.4% Bearish -4.4% % 2, (5.5%) $14.3 Telecoms IYZ US EQUITY SECTOR FUNDS % -2.7% 2.2% 0.8% % 18.2(20.1) 90.23(2.22%) Bearish -2.9% Bearish -0.6% % (0.6%) $0.7 Thailand THD COUNTRY EQUITY FUNDS! % -2.6% -0.9% 3.7% % 31.8(43.3) 11.74(2.35%) Bearish -4.5% Bearish -5.8% % (4.9%) $0.4 South Korea EWY COUNTRY EQUITY FUNDS % -2.5% 7.9% -7.6% % 15.2(16.2) 13.65(1.11%) Bullish 1.1% Bullish 0.9% % (2.9%) $4.3 South Africa EZA COUNTRY EQUITY FUNDS! % -2.3% 6.6% -2.2% % 21.9(24.5) 14.23(2.06%) Bullish 1.2% Bullish 2.1% % (3.6%) $0.5 AMLP(Pipeline op) AMLP OTHER % -2.1% -3.9% -6.8% % 11.5(11.5) 31.45(6.89%) Bullish 0.5% Bearish -5.4% $9.2 Soybeans S N5 GRAIN FUTURES % -2.0% -7.8% / / #VALUE! 15.9(15.3) na Bearish -2.1% Bearish -6.1% USD Inv. Grd Corp LQD US FIXED INCOME CORP! % -2.0% -1.6% -1.3% % 6.8(8.7) 8.63(4.01%) Bearish -2.6% Bearish -2.1% % 2, (1.9%) $22.0 US TIPS TIP US FIXED INCOME GOVT % -1.9% 0.1% -2.1% % 6.4(7.2) 8.18(0.43%) Bearish -1.3% Bearish -1.2% % 1, (0.3%) $ Y US Treas. IEF US FIXED INCOME GOVT! % -1.8% -0.4% 2.2% % 7.2(7.8) 7.75(2.17%) Bearish -1.9% Bearish -0.5% % (2.3%) $6.4 USDCHF OTHER EUROPE, SCANDIS FX % -1.8% -7.9% 2.9% % 11.6(11.3) na Bearish -5.0% Bearish -3.9% PIMCO Tot Ret Fnd PTTR US FIXED INCOME MUTUAL FUNDS % -1.6% -0.6% -0.1% 0.0 / / Bearish -2.0% Bearish -1.2% % 0 $110.4 PIMCO Tot Ret ETF BOND US FIXED INCOME CORP! % -1.4% 0.1% -0.9% % 4.4(5.4) 7.67(2.67%) Bearish -2.0% Bearish -1.7% % (0.3%) $ Y USD gvt/corp BIV US FIXED INCOME CORP % -1.4% -0.1% 0.6% % 5.4(5.4) / Bearish -1.4% Bearish -0.6% % (0.4%) $5.9 This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.2

3 13/05/2015 < Last closing Date TOP/BOTTOM PERFORMERS YTD (in $bn) 14/05/2015 < Current Date 5:47 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 YTD PERFORMERS Small Cap Div Pay DFE EUROPE BROAD EQUITY FUNDS! % 2.7% 17.7% -2.2% % 13(17.6) 19.34(2.49%) Bullish 5.5% Bullish 10.6% % (1.5%) $1.0 Italy EWI COUNTRY EQUITY FUNDS % 2.4% 15.0% -8.8% % 23.2(29) / Bullish 4.2% Bullish 5.4% % (4.9%) $1.1 Social Media SOCL OTHER % 0.5% 12.7% 19.0% % 22(24.8) 48.84(0.04%) Bullish 2.9% Bullish 5.4% % (1.8%) $0.1 EAFE idx EFA EAFE EQUITY FUNDS % 1.5% 11.0% -1.6% % 12.1(16.2) 18.49(3.34%) Bullish 2.7% Bullish 5.2% % 2, (1.3%) $61.3 DM ex North.Am VEA EAFE EQUITY FUNDS % 1.3% 10.6% -0.7% % 12.2(16.5) 17.81(2.73%) Bullish 2.6% Bullish 4.9% ,326 5% 1, (0.4%) $27.5 EUR Fin Sector EUFN OTHER % 2.6% 10.6% -5.1% % 22.2(28.5) 16.2(3.02%) Bullish 4.2% Bullish 5.4% % (0.8%) $0.4 Heating Oil HOM5 ENERGY FUTURES % 1.0% 10.3% / / #VALUE! / na Bullish 8.2% Bearish -8.6% BRICS EEB MERGING MARKETS EQUITY FUND % -1.0% 10.0% -8.4% % 19.2(24) 19.43(3.28%) Bullish 3.7% Bearish -2.6% % -12 0(0.1%) $0.1 European Shares VGK EUROPE BROAD EQUITY FUNDS % 1.8% 9.8% -5.0% % 17.5(21.1) 20(3.23%) Bullish 3.2% Bullish 4.6% % 2, (1.3%) $13.8 MSCI EMU EZU EUROPE BROAD EQUITY FUNDS % 1.0% 9.6% -7.1% % 18.4(23.1) 20.29(2.7%) Bullish 1.9% Bullish 4.1% % 2,135 5(1.9%) $10.4 Chili ECH COUNTRY EQUITY FUNDS! % 3.4% 9.4% -8.2% % 25.3(25.3) 17.01(1.59%) Bullish 5.5% Bullish 5.1% % (2.7%) $0.3 UK EWU COUNTRY EQUITY FUNDS % 2.6% 9.3% -9.5% % 13.8(16.5) 23.73(6.94%) Bullish 4.8% Bullish 3.7% % (3%) $3.0 BOTTOM 25 YTD PERFORMERS Wheat W N5 GRAIN FUTURES % 1.8% -19.2% / / #VALUE! 29.3(26.2) na Bearish -3.8% Bearish -13.1% EURCHF OTHER EUROPE, SCANDIS FX % -0.5% -13.5% -14.7% % 8.4(10.1) na Bearish -0.5% Bearish -9.2% Corn C N5 GRAIN FUTURES! % -1.0% -12.1% / / #VALUE! 23.4(20) na Bearish -5.3% Bearish -8.0% Vietnam VNM COUNTRY EQUITY FUNDS % -4.7% -10.6% -12.7% % / 16.83(2.96%) Bearish -3.2% Bearish -16.0% % (2.2%) $0.4 REAL (BRLUSD) BZF CURRENCIES (vs. USD) % -0.3% -8.9% -19.6% / 16.4% 39(39) na Bullish 2.7% Bearish -10.4% % -7 0(2.5%) $0.0 USDCHF OTHER EUROPE, SCANDIS FX % -1.8% -7.9% 2.9% % 11.6(11.3) na Bearish -5.0% Bearish -3.9% Soybeans S N5 GRAIN FUTURES % -2.0% -7.8% / / #VALUE! 15.9(15.3) na Bearish -2.1% Bearish -6.1% Lean Hogs LHM5 LIVESTOCK FUTURES % 4.1% -7.4% / / #VALUE! 20.9(22.8) na Bullish 7.7% Bearish -3.4% EUR High Yield corp SHYG EUR FIXED INCOME % -1.0% -7.3% -13.3% % / / Bearish -0.3% Bearish -6.3% % (0.2%) $4.6 EURGBP SDR CONSTITUENT FX % -1.3% -7.1% -11.8% % 8.2(8.7) na Bearish -0.4% Bearish -6.1% EURNOK OTHER EUROPE, SCANDIS FX % -0.8% -7.0% 3.2% % / na Bearish -2.0% Bearish -2.0% EURJPY SDR CONSTITUENT FX! % 1.1% -6.5% -3.1% % 9.5(11) na Bullish 3.6% Bearish -1.4% Transportation IYT US TRANSPORTATION! % -0.4% -6.5% 9.4% % 14.8(17.3) 18.93(0.82%) Bearish -2.9% Bearish -2.0% % (1.8%) $1.1 This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.3

4 13/05/2015 < Last closing Date TOP/BOTTOM PERFORMERS 1Y (in $bn) 14/05/2015 < Current Date 5:47 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 1Y PERFORMERS Health Care XLV US EQUITY SECTOR FUNDS! % 1.9% 6.9% 24.9% % 12.6(16.8) 24.16(1.26%) Bullish 0.1% Bullish 6.5% % 1,023 7(3.7%) $13.9 USDCOP AMERICAS FX! % 0.3% 0.5% 24.2% % 17.7(15.5) na Bearish -5.1% Bullish 5.1% Nasdaq100 QQQ US BROAD EQUITY FUNDS % 0.3% 4.6% 23.0% % 12.5(17.3) 21.56(1.03%) Bullish 0.5% Bullish 5.0% ,689-4% -4, (9.4%) $38.3 Social Media SOCL OTHER % 0.5% 12.7% 19.0% % 22(24.8) 48.84(0.04%) Bullish 2.9% Bullish 5.4% % (1.8%) $0.1 USDMXN AMERICAS FX % -0.5% 3.5% 18.4% % / na Bullish 0.0% Bullish 6.2% Retailers XRT US EQUITY SECTOR FUNDS % 1.6% 2.4% 17.9% % 15(19.1) 28.67(0.93%) Bearish -1.4% Bullish 5.5% % (12.8%) $1.4 USDJPY SDR CONSTITUENT FX! % -0.2% -0.5% 16.9% % 7.5(7.1) na Bearish -0.6% Bullish 3.4% Technology XLK US EQUITY SECTOR FUNDS % 0.4% 3.4% 16.6% % 12.1(16.5) 19.61(1.72%) Bullish 1.2% Bullish 4.1% % (2.5%) $13.0 USDZAR BRICS FX! % -0.2% 2.8% 15.5% % / na Bearish -1.3% Bullish 3.8% Home Builders XHB US EQUITY SECTOR FUNDS % 2.1% 3.5% 14.7% % 17.6(19.8) 20.78(0.54%) Bearish -1.5% Bullish 5.9% % (7.5%) $1.6 USDIDR OTHER ASIAN FX! % 1.0% 5.6% 14.3% % 12.7(10) na Bullish 0.5% Bullish 4.8% CHFJPY OTHER CROSSES FX % 1.6% 8.0% 13.6% % / na Bullish 4.1% Bullish 6.9% Birkshire BRK/A OTHER % 1.8% -3.9% 13.5% % / / Bearish Bearish % USDPEN AMERICAS FX! % 0.7% 5.8% 13.2% % / na Bullish 1.2% Bullish 5.3% Zinc LXK5 METALS FUTURES % -0.6% 7.2% 12.3% 0.7 #VALUE! / na Bullish 7.7% Bullish 5.2% BOTTOM 25 1Y PERFORMERS Crude Oil (Brent) COM5 ENERGY FUTURES % -0.3% 8.8% -35.7% -1.3 #VALUE! / na Bullish 8.2% Bearish -12.6% Commodities DBC COMMODITIES % 0.3% -0.5% -30.5% % 16.7(18.1) na Bullish 3.8% Bearish -10.9% % (0.7%) $3.3 Brazil EWZ COUNTRY EQUITY FUNDS % -0.3% -1.3% -27.3% % 26.9(31.6) 27.64(3.82%) Bullish 6.8% Bearish -10.3% % (11.1%) $3.4 Element Rogers RJI COMMODITIES % 0.6% 0.0% -27.1% -2.1 #VALUE! 20(20) na Bullish 4.2% Bearish -7.8% CCI index CCI COMMODITIES % 1.5% -2.8% -22.4% % / na Bullish 2.7% Bearish -6.2% REAL (BRLUSD) BZF CURRENCIES (vs. USD) % -0.3% -8.9% -19.6% / 16.4% 39(39) na Bullish 2.7% Bearish -10.4% % -7 0(2.5%) $0.0 Latin America ILF EMERGING MARKETS EQUITY FUNDS % -0.1% 1.1% -18.7% % 19.9(21.4) 21.67(2.29%) Bullish 4.3% Bearish -6.6% % (1.1%) $0.8 EM JPM Lc Cr Debt EMLC EM FIXED INCOME % -0.6% -3.6% -15.9% % 12(14.8) / Bullish 0.9% Bearish -7.0% % (0.5%) $1.3 Energy XLE US EQUITY SECTOR FUNDS % -2.8% 1.5% -15.1% % 17.1(19.9) 27.16(2.42%) Bullish 1.4% Bearish -4.4% % 2, (5.5%) $14.3 YEN (JPYUSD) FXY CURRENCIES (vs. USD) % 0.2% 0.4% -14.8% % 7.4(7.6) na Bullish 0.6% Bearish -4.5% % (25%) $0.1 EURCHF OTHER EUROPE, SCANDIS FX % -0.5% -13.5% -14.7% % 8.4(10.1) na Bearish -0.5% Bearish -9.2% This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.4

5 13/05/2015 < Last closing Date TOP/BOTTOM PERFORMERS SR_1Y (in $bn) 14/05/2015 < Current Date 5:47 AM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's" prices reflect 'live' prices at printing time) TOP 25 1Y SHARPE RATIO PERFORMERS USDPEN AMERICAS FX! % 0.7% 5.8% 13.2% % / na Bullish 1.2% Bullish 5.3% USDJPY SDR CONSTITUENT FX! % -0.2% -0.5% 16.9% % 7.5(7.1) na Bearish -0.6% Bullish 3.4% USDCOP AMERICAS FX! % 0.3% 0.5% 24.2% % 17.7(15.5) na Bearish -5.1% Bullish 5.1% USDMXN AMERICAS FX % -0.5% 3.5% 18.4% % / na Bullish 0.0% Bullish 6.2% USDIDR OTHER ASIAN FX! % 1.0% 5.6% 14.3% % 12.7(10) na Bullish 0.5% Bullish 4.8% Health Care XLV US EQUITY SECTOR FUNDS! % 1.9% 6.9% 24.9% % 12.6(16.8) 24.16(1.26%) Bullish 0.1% Bullish 6.5% % 1,023 7(3.7%) $13.9 USDMYR OTHER ASIAN FX % 0.3% 2.2% 11.1% % 11.1(9.5) na Bearish -2.0% Bullish 3.3% Nasdaq100 QQQ US BROAD EQUITY FUNDS % 0.3% 4.6% 23.0% % 12.5(17.3) 21.56(1.03%) Bullish 0.5% Bullish 5.0% ,689-4% -4, (9.4%) $38.3 USDARS AMERICAS FX % 0.4% 5.6% 11.5% % / na Bullish 1.2% Bullish 4.1% USDZAR BRICS FX! % -0.2% 2.8% 15.5% % / na Bearish -1.3% Bullish 3.8% Technology XLK US EQUITY SECTOR FUNDS % 0.4% 3.4% 16.6% % 12.1(16.5) 19.61(1.72%) Bullish 1.2% Bullish 4.1% % (2.5%) $13.0 USDCAD OCEAN FX! % -1.2% 2.7% 9.6% % 9(7.8) na Bearish -3.8% Bullish 1.4% Retailers XRT US EQUITY SECTOR FUNDS % 1.6% 2.4% 17.9% % 15(19.1) 28.67(0.93%) Bearish -1.4% Bullish 5.5% % (12.8%) $1.4 USDINR BRICS FX! % 0.8% 1.4% 7.2% % 9.6(7.4) na Bullish 1.8% Bullish 3.3% USDSGD OTHER ASIAN FX % -0.2% -0.4% 5.6% % / na Bearish -2.7% Bullish 0.4% USDCLP AMERICAS FX! % -1.7% -0.8% 9.7% % / na Bearish -2.9% Bearish -0.9% BOTTOM 1Y SHARPE RATIO PERFORMERS CCI index CCI COMMODITIES % 1.5% -2.8% -22.4% % / na Bullish 2.7% Bearish -6.2% Commodities DBC COMMODITIES % 0.3% -0.5% -30.5% % 16.7(18.1) na Bullish 3.8% Bearish -10.9% % (0.7%) $3.3 Element Rogers RJI COMMODITIES % 0.6% 0.0% -27.1% -2.1 #VALUE! 20(20) na Bullish 4.2% Bearish -7.8% YEN (JPYUSD) FXY CURRENCIES (vs. USD) % 0.2% 0.4% -14.8% % 7.4(7.6) na Bullish 0.6% Bearish -4.5% % (25%) $0.1 EM JPM Lc Cr Debt EMLC EM FIXED INCOME % -0.6% -3.6% -15.9% % 12(14.8) / Bullish 0.9% Bearish -7.0% % (0.5%) $1.3 EUR High Yield corp SHYG EUR FIXED INCOME % -1.0% -7.3% -13.3% % / / Bearish -0.3% Bearish -6.3% % (0.2%) $4.6 EURGBP SDR CONSTITUENT FX % -1.3% -7.1% -11.8% % 8.2(8.7) na Bearish -0.4% Bearish -6.1% ST High Yield SJNK US FIXED INCOME CORP % -0.4% 1.1% -5.4% % 6(6) 2.12(6.83%) Bearish 0.0% Bearish -1.0% % (2%) $4.6 AUDUSD OCEAN FX! % 2.8% -0.6% -13.4% % / na Bullish 4.4% Bearish -2.5% AUD (AUDUSD) FXA CURRENCIES (vs. USD)! % 2.2% -0.8% -13.6% % 11(12.2) na Bullish 4.1% Bearish -3.3% % (2.1%) $0.2 Crude Oil (Brent) COM5 ENERGY FUTURES % -0.3% 8.8% -35.7% -1.3 #VALUE! / na Bullish 8.2% Bearish -12.6% CAD (CADUSD) FXC CURRENCIES (vs. USD) % 0.8% -2.9% -9.1% % 8(8.8) na Bullish 3.4% Bearish -2.4% % 8 0.1(2.7%) $ Y US High Yield HYS US FIXED INCOME CORP % 0.1% 0.9% -3.9% % 4.1(5.9) 1.79(6.25%) Bearish -0.1% Bearish -0.7% % (0.4%) $2.9 High Yield Liquid JNK US FIXED INCOME CORP % -0.6% 1.5% -5.3% % 7.6(9.4) 3.85(6.54%) Bearish -0.3% Bearish -1.2% % 1, (4.3%) $11.4 This communication is provided for informational purposes only and for the recipient's sole use. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security referenced herein or investment advice. P.5

KEY ETF REPORT BY ASSET CLASS (US LISTED)

KEY ETF REPORT BY ASSET CLASS (US LISTED) 08/05/2015 < Last closing Date TOP/BOTTOM PERFORMERS 1 D (in $bn) 11/05/2015 < Current Date 10:49 PM CET (For US Listed ETF's, "today's" prices reflect last closing prices. For futures and spot FX, "today's"