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July 2012 PAGE 1 NYSE Arca U.S. Exchange Traded Products (Etps) 1200 July 2012 PAGE 1 NYSE Arca U.S. Exchange Traded Products (ETPs) 1200 1000 800 600 # of Products of# 400 200 0 Jul-11 Aug-11 Sep-11 Oct-11 Nov-11 Dec-11 Jan-12 Feb-12 Mar-12 Apr-12 May-12 Jun-12 Jul-12 ETF 979 987 1002 1007 1018 1005 1019 1041 1047 1056 1062 1069 1076 ETV 67 67 70 75 76 76 76 76 74 75 75 78 80 ETN 172 170 186 196 200 203 203 211 212 214 216 217 218 Certificate 73 70 69 63 61 56 54 52 49 48 47 43 39 Turnover Allocation by Segment for NYSE Arca Listed ETPs Turnover Allocation by Issuer for NYSE Arca Listed ETPs State Street Global Advisors Certificate iShares 57.4% Commodities & 52.6% ProShare Advisors LLC Futures Direxion Shares Currency 15.59% Vanguard 26.8% Equity:Other Market Vectors 13.1% Equity:Sector Barclays Bank PLC 7.2% 6.2% 5.5% 2.6% 3.5% 4.1% United States Commodity Equity:Size Funds LLC 0.4% Bank of America Corp Fixed Income 0.5% 0.002% 1.1% 1.3% 1.5% Rydex 0.6% 0.01% June 2012 July 2012 YTD Issuers # of New ETPs # of Products Turnover (USD) Turnover (USD) % of Total Volume Turnover (USD) AdvisorShares 1 14 432,601,265 322,585,415 0.031% 1,839,646,052 ALPS 5 641,413,011 739,924,439 0.072% 4,823,348,782 Arrow Investment 1 7,704,826 4,457,961 0.000% 15,700,268 Bank of America Corp 25 5,009,835,384 5,156,135,950 0.503% 39,070,990,172 Barclays Bank PLC 81 22,957,524,860 13,489,111,085 1.317% 135,545,554,241 BNP Paribas 1 62,668 846,100 0.000% 908,767 Charles Schwab 15 1,197,456,423 1,169,952,677 0.114% 8,510,986,055 Citigroup Funding Inc. 20 17,201,519 8,549,528 0.001% 118,693,331 Credit Suisse 6 47,858,516 83,335,527 0.008% 491,175,569 Columbia Management 5 791,111 563,404 0.000% 12,523,712 Deutsche Bank 55 4,981,959,065 4,462,367,889 0.436% 37,027,063,183 Direxion Shares 56 59,452,613,188 42,201,639,027 4.120% 402,337,446,046 Emerging Global 19 109,751,806 67,223,139 0.007% 848,862,299 ETF Securities 7 749,451,051 463,232,194 0.045% 6,465,143,080 Exchange Traded Concepts 2 1,782,527 1,768,626 0.000% 3,697,098 Factor Capital Management 5 9,007,658 3,238,602 0.000% 63,404,815 FFCM 7 31,683,880 9,830,171 0.001% 96,074,760 FirstTrust 58 1,814,008,723 1,742,683,230 0.170% 12,736,280,979 FocusShares 15 87,572,650 25,445,276 0.002% 370,983,610 Global X 1 31 306,961,123 268,141,746 0.026% 2,428,931,315 Goldman Sachs 2 38,039,510 20,610,319 0.002% 146,918,930 GreenHaven 1 54,925,124 60,826,871 0.006% 662,140,539 Guggenheim Funds 44 559,626,954 548,211,057 0.054% 4,794,307,696 HSBC 1 6,387,067 2,295,877 0.000% 35,948,558 Huntington 1 2 8,277,674 4,471,115 0.000% 12,748,789 IndexIQ 12 74,386,235 58,168,452 0.006% 539,570,426 InvescoPowerShares 1 104 4,229,421,385 4,051,700,938 0.396% 28,446,383,564 iShares 227 329,444,848,650 274,516,008,850 26.802% 2,249,109,364,279 JPMorgan Chase & Co. 4 1,408,759,178 934,346,658 0.091% 8,287,451,516 Market Vectors 1 44 22,117,620,573 14,981,078,541 1.463% 143,556,869,334 Morgan Stanley 7 71,584,027 63,460,384 0.006% 313,023,069 Northern Trust 4 76,086,254 245,629,782 0.024% 822,596,374 Pax World Management 2 9,435,083 1,640,131 0.000% 38,843,127 PIMCO 19 2,016,163,887 1,987,733,351 0.194% 9,918,734,691 Precidian Funds 1 105,259,016 101,888,344 0.010% 635,860,203 ProShare Advisors LLC 4 134 71,982,548,213 56,844,938,247 5.550% 451,966,891,817 RevenueShares 6 45,672,826 45,962,787 0.004% 357,426,847 Royal Bank of Scotland 8 57,938,907 31,272,596 0.003% 295,735,836 Russell Investment Management 22 66,238,327 36,991,283 0.004% 369,517,598 Company Rydex 34 6,032,724,368 4,493,533,418 0.439% 42,545,263,077 Sprott Asset Management 2 428,072,772 533,996,426 0.052% 4,164,689,923 State Street Global Advisors 115 671,668,060,332 538,552,370,455 52.580% 4,313,074,168,345 Swedish Export Kredit 7 142,692,216 194,334,639 0.019% 1,260,920,183 Teucrium 7 91,682,967 443,515,013 0.043% 787,064,539 UBS 1 47 250,415,685 329,240,750 0.032% 1,511,746,232 United States Commodity Funds 12 11,670,872,212 11,533,197,130 1.126% 79,298,146,499 LLC Vanguard 48 42,700,645,779 36,071,253,981 3.522% 284,343,051,127 VelocityShares 22 7,179,657,641 4,470,078,765 0.436% 42,332,937,245 WisdomTree 46 3,389,949,965 2,854,904,797 0.279% 24,791,248,428 Yorkville 1 13,010,467 9,891,786 0.001% 86,981,041 Total 10 1,413 1,273,798,244,548 1,024,244,584,729 100.000% 8,347,313,963,966 1 Source: NYSE Arca ETP Database and Arc vision. Statistics include only NYSE Arca listed ETPs which are derivatlively priced securities that can trade intraday on a securities exchange. ETPs are typically benchmarked to indices or static baskets of stocks, futures, swap and commodities or may be actively managed. Products that fall under the ETP umbrella include Exchange Traded Funds (ETFs), Exchange Traded Vehicles (ETVs), Exchange Traded Notes (ETNs) and Certificates. 2 "Multiple" represent ETFs that may fall into a combination of segments "Equity: Other" are equity related ETFs with focus in areas other than sectors or size ©2012 NYSE Euronext. All rights reserved. No part of this material may be copied, photocopied or duplicated in any form by any means or redistributed without the prior written consent of NYSE Euronext. NYSE Euronext and its affiliates do not recommend or make any representation as to possible benefits from any securities or investments, or third-party products or services. Investors should undertake their own due diligence regarding securities and investment practices. This publication is intended solely for informational purposes, and, while believed correct, no warranty is made of the accuracy of the data herein. July 2012 PAGE 1 ETP Consolidated Turnover and Share Volume as a % of All Consolidated Tape Issues 45.00% 40.00% -July US ETP CADV: 913 million shares 35.00% -July US ETP Daily Turnover: $50 billion 25.36% 30.00% 25.00% 20.00% 15.00% 14.96% 10.00% 5.00% 0.00% Jul 2006Jul 2009Jul Jul 2007Jul 2008Jul 2010Jul 2011Jul Jan 2008 Jan 2011 Jan Jan 2006 Jan 2007 Jan 2009 Jan 2010 Jan Jan Jan 2012 Jun 2006Jun 2009Jun Jun 2007Jun 2008Jun 2010Jun 2011Jun Oct 2006 Oct 2007 Oct 2008 Oct 2009 Oct 2010 Oct 2011 Oct Apr 2006Apr 2007Apr 2008Apr 2009Apr 2010Apr 2011Apr 2012Apr Feb 2008 Feb 2011 Feb Feb 2006 Feb 2007 Feb 2009 Feb 2010 Feb 2012 Feb Sep 2009Sep Sep 2006Sep 2007Sep 2008Sep 2010Sep July 2012 July Dec 2007Dec 2010Dec Dec 2006Dec 2008Dec 2009Dec 2011Dec Aug 2006 Aug 2009 Aug Aug 2007 Aug 2008 Aug 2010 Aug 2011 Aug Nov 2006Nov 2007Nov 2008Nov 2009Nov 2010Nov 2011Nov Mar 2011Mar Mar 2006Mar 2007Mar 2008Mar 2009Mar 2010Mar 2012Mar May 2006 May 2007 May 2008 May 2009 May 2010 May 2011 May 2012 May Sept 2011Sept June 2012June ETP Turnover Volume Relative to all CTA Turnover Volume ETP Share Volume Relative to all CTA Trading Volume NYSE Arca ETP Opening and Closing Auctions 600,000,000 100.0% 500,000,000 99.0% 400,000,000 Share Market % 300,000,000 98.0% Share Volume Share 200,000,000 97.0% 100,000,000 0 96.0% May-11 Jun-11 Jul-11 Aug-11 Sep-11 Oct-11 Nov-11 Dec-11 Jan-12 Feb-12 Mar-12 Apr-12 May-12 Opening Auction Volume Closing Auction Volume NYSE Arca Opening Auction Market Share NYSE Arca Closing Auction Market Share Top 10 ETPs in the month by Turnover1 Daily Average Symbol Name/Description Daily Average Volume Spread (bps) Benchmark/Underlying Turnover $ 1 SPY SPDR S&P 500 ETF Trust 136,277,107 18,518,762,189 1.0 S&P 500 2 IWM iShares Russell 2000 Index Fund 44,664,210 3,536,515,824 1.0 Russell 2000 iShares MSCI Emerging Markets Index 3 EEM 42,841,971 1,653,269,265 3.0 MSCI Emerging Markets Fund 4 GLD SPDR Gold Trust 7,392,146 1,142,080,797 1.0 Gold 5 XLE Energy Select Sector SPDR Fund 13,838,868 931,727,660 2.0 Energy Select Sector 6 EFA iShares MSCI EAFE Index Fund 18,715,437 925,355,882 2.0 MSCI EAFE 7 VWO Vanguard MSCI Emerging Markets ETF 20,957,015 827,295,615 2.7 MSCI Emerging Markets iShares Barclays 20+ Year Treasury 8 TLT 6,250,372 805,580,640 1.0 Barclays U.S.
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