through: Oct 30, 2014

ETF Performance Summary: Derivatives - Leveraged and Volatility Products

Symbol ETF Assets * 1-Day Rtn Year-To-Date Return 2013 2012 2011

Primary Leveraged ETFs

SSO +2x ProShares Leveraged Long S&P 500 $2,127 +1.3%
+17.3%
+70.5% +31.0% -2.9%

-1x Inverse ETFs (Not Leveraged)

DGZ -1x PowerShares DB Short Gold ETN $26 +1.0%
-1.5%
+33.2% -8.4% -15.0%
DOG -1x ProShares Short Dow 30 $285 -1.3%
-6.8%
-24.1% -11.3% -12.5%
EFZ -1x ProShares Short MSCI EAFE Index $228 -0.7%
+2.2%
-20.0% -19.4% +2.9%
EUM -1x ProShares Short MSCI Emerging Markets $233 -1.0%
-4.4%
-1.4% -20.1% +8.9%
MYY -1x ProShares Short S&P MidCap 400 $41 -0.3%
-7.4%
-27.1% -17.8% -6.9%
PSQ -1x Proshares Short QQQ $258 -0.2%
-15.2%
-28.6% -18.3% -9.7%
REK -1x Proshares Short DJ Real Estate $39 -1.0%
-19.3%
-5.2% -18.3% -14.0%
RWM -1x ProShares Short Russell 2000 $947 -1.0%
-3.8%
-30.6% -18.1% -7.8%
SEF -1x Proshares Short DJ U.S. Financials $20 -0.8%
-9.7%
-27.4% -24.1% +2.0%
SH -1x ProShares Short S&P 500 Index $1,641 -0.7%
-10.1%
-25.9% -15.8% -7.8%
SJB -1x ProShares Short iBoxx High-Yield $80 -0.2%
-5.8%
-8.8% -13.4% N/A
TBF -1x ProShares Short 20+ Year Treasury $1,513 -0.1%
-18.4%
+11.9% -5.7% -29.6%
TBX -1x ProShares Short 7-10 Yr Treasury $71 +0.0%
-8.7%
+4.6% -5.4% N/A

+2x Leveraged Long Equity

BIB +2x ProShares Ultra NASDAQ Biotech $328 +4.0%
+61.3%
+159.6% +66.8% +15.6%
DDM +2x ProShares Leveraged Long Dow 30 $286 +2.6%
+9.2%
+64.7% +17.7% +10.4%
DIG +2x ProShares Leveraged Long DJ Oil & Gas $136 -0.7%
-7.2%
+53.2% +4.4% -4.0%
DVYL +2x ETRACS Monthly Pay DJ Select Dividend $18 +2.0%
+21.8%
+63.6% N/A N/A
EET +2x ProShares Lev Long MSCI Emerg Mkts $45 +2.0%
-0.6%
-11.4% +33.9% -41.7%
EFO +2x ProShares Lev Long MSCI EAFE $47 -0.8%
-12.0%
+42.6% +35.6% -32.3%
EZJ +2x ProShares Leveraged Long Japan $25 +1.2%
-11.9%
+50.1% +15.7% -33.3%
MORL +2x ETRACS Monthly Pay Lev Mortgage REIT $265 +1.2%
+33.6%
-2.7% N/A N/A
MVV +2x ProShares Leveraged Long S&P Midcap $773 +0.7%
+8.0%
+71.4% +33.8% -13.1%
QLD +2x ProShares Leveraged Long Nasdaq-100 $905 +0.5%
+28.9%
+82.1% +34.8% +0.0%
ROM +2x ProShares Leveraged Long DJ Technology $171 -0.8%
+27.0%
+56.9% +19.2% -7.4%
RXL +2x ProShares Ultra Health Care $121 +3.3%
+45.9%
+94.0% +38.6% +17.8%
SAA +2x ProShares Lev S&P SmallCap 600 $22 +1.5%
-0.5%
+94.1% +30.1% -9.4%
UPW +2x ProShares Ultra Utilities $26 +4.5%
+45.8%
+30.0% -1.1% +35.2%
UWM +2x ProShares Leveraged Long Russell 2000 $523 +1.7%
-2.1%
+87.0% +30.6% -18.3%
UYG +2x ProShares Leveraged Long DJ Financials $787 +1.7%
+15.4%
+74.2% +54.2% -32.9%
UYM +2x ProShares Leveraged Long Materials $102 +1.0%
+1.9%
+38.6% +14.8% -36.6%
XPP +2x ProShares Lev Long FTSE China $49 +0.3%
+5.7%
-7.2% +37.4% -37.9%

-2x Leveraged Short Equity

DUG -2x ProShares Leveraged Short DJ Oil & Gas $49 +0.6%
-2.5%
-41.5% -17.9% -31.5%
DXD -2x Proshares Leveraged Short Dow 30 $218 -2.6%
-13.2%
-42.6% -22.0% -26.0%
EEV -2x ProShares Lev Short MSCI Emerg Mkts $41 -1.9%
-9.9%
-5.0% -38.3% +8.2%
EFU -2x ProShares Leveraged Short MSCI EAFE $8 -1.0%
+3.6%
-36.6% -36.5% -2.8%
EPV -2x ProShares Leveraged Short MSCI Europe $40 -1.2%
+3.7%
-42.2% -44.0% -18.5%
FXP -2x ProShares Lev Short FTSE China 25 $82 -0.2%
-17.9%
-13.1% -42.1% +1.0%
MZZ -2x ProShares Leveraged Short S&P Midcap $15 -0.4%
-14.6%
-47.2% -33.4% -20.0%
QID -2x ProShares Leveraged Short QQQ $383 -0.4%
-28.7%
-49.4% -34.3% -22.4%
REW -2x ProShares Lev Short DJ Technology $4 +0.5%
-28.0%
-41.5% -27.5% -17.7%
SDS -2x ProShares Leveraged Short S&P 500 $1,548 -1.3%
-19.5%
-45.2% -29.9% -18.8%
SKF -2x ProShares Lev Short DJ Financials $72 -1.9%
-19.3%
-48.1% -43.5% -5.4%
TWM -2x ProShares Leveraged Short Russell 2000 $343 -1.8%
-8.6%
-52.5% -34.3% -23.1%

+2x Leveraged Long (Non-Equities)

AGQ +2x ProShares Leveraged Long Silver $355 -6.6%
-32.0%
-64.3% +5.9% -47.5%
BDCL +2x ETRACS Leveraged WF Business Develop $223 -0.1%
-9.7%
+32.6% +74.3% N/A
BDD +2x Leveraged Long DB Base Metals ETN $4 +0.0%
+3.0%
-22.4% +3.3% -45.7%
CEFL +2x ETRACS Monthly Pay Lev Closed End Fund $185 -0.6%
+12.3%
N/A N/A N/A
DAG +2x Leveraged DB Agriculture Double Long $15 -1.3%
-14.0%
-38.4% +9.3% -23.3%
DGP +2x PowerShares DB Gold Double Long ETN $145 -2.1%
-3.5%
-51.8% +9.3% +10.9%
DYY +2x Powershares Lev Long DB Commodity $4 +0.0%
-10.6%
-27.1% +0.3% -8.2%
MLPL +2x UBS E-TRACS Leveraged Oil & Gas MLP $312 -2.9%
+27.6%
+61.4% +5.3% +32.2%
UBT +2x ProShares Leveraged Long 20+ Yr Tsy $34 +0.2%
+42.3%
-26.8% +2.7% +72.7%
UCO +2x ProShares Lev Long DJ-UBS Crude Oil $185 -3.0%
-25.0%
+9.9% -28.4% -18.1%
UGL +2x ProShares Leveraged Long Gold $112 -2.2%
-3.7%
-51.6% +8.0% +11.7%
ULE +2x ProShares Leveraged Long Euro Currency $2 -1.2%
-16.8%
+6.8% +1.9% -7.7%
URE +2x ProShares Lev Long DJ Real Estate $257 +1.6%
+45.4%
-0.7% +36.8% +2.0%
UST +2x ProShares Lev Long 7-10 Yr Tsy $21 +0.2%
+14.9%
-12.5% +6.7% +30.8%
YCL +2x Proshares Leveraged Long Yen Currency $2 -2.3%
-8.4%
-34.2% -22.5% +9.7%

-2x Leveraged Short (Non-Equities)

CMD -2x ProShares Short DJ-UBS Commodity $4 +0.0%
+22.8%
+13.1% -8.1% +16.3%
DZZ -2x PowerShares DB Gold Double Short $67 +1.9%
-3.9%
+72.0% -17.9% -31.8%
EUO -2x ProShares Lev Short Euro Currency $478 +0.5%
+17.2%
-10.3% -6.6% +0.2%
GLL -2x ProShares Leveraged Short Gold $83 +2.0%
-3.9%
+65.4% -21.0% -28.7%
PST -2x ProShares Lev Short 7-10yr Treasury $298 -0.2%
-15.6%
+9.8% -9.5% -27.9%
SCO -2x ProShares Lev Short DJ-UBS Crude Oil $195 +3.1%
+19.0%
-21.9% +4.5% -23.9%
SRS -2x ProShares Short DJ Real Estate $49 -1.7%
-35.1%
-11.0% -34.0% -32.5%
TBT -2x ProShares Leveraged Short 20+ Yr Bond $4,256 -0.2%
-33.5%
+24.8% -12.2% -51.2%
YCS -2x Proshares Leveraged Short Yen Currency $424 +0.7%
+5.7%
+39.7% +24.0% -12.9%
ZSL -2x ProShares Leveraged Short Silver $60 +6.6%
+25.9%
+80.1% -36.9% -59.6%

+3x Leveraged Long Products

DRN +3x Direxion Lev MSCI Real Estate $78 +1.7%
+80.3%
-2.2% +50.3% -5.0%
EDC +3x Direxion Lev MSCI Emerging Markets $284 +3.0%
-4.5%
-21.2% +46.6% -62.7%
ERX +3x Direxion Lev Rus 1000 Energy $187 -1.1%
-11.7%
+85.4% +3.5% -19.8%
FAS +3x Direxion Lev Rus 1000 Financials $1,243 +2.8%
+21.8%
+125.9% +84.9% -53.4%
MIDU +3x Direxion Leveraged MidCap S&P 400 $62 +0.5%
+10.3%
+121.7% +49.1% -24.9%
NUGT +3x Direxion Leveraged Long Gold Miners $697 -21.7%
-51.7%
-95.0% -43.9% -47.9%
RUSL +3x Direxion Lev Long Russia Bull $144 +11.9%
-64.8%
-15.7% +18.5% N/A
SOXL +3x Direxion Philadelphia Semiconductor $114 -3.4%
+43.4%
+156.7% +3.6% -48.1%
SPXL +3x Direxion Leveraged S&P 500 $419 +2.0%
+25.0%
+118.4% +44.1% -14.9%
TECL +3x DirexionTechnology Bull $164 +1.0%
+36.6%
+87.4% +33.7% -18.4%
TMF +3x Direxion Leveraged 20-Yr Treasury Bond $47 +0.3%
+66.7%
-39.0% +0.6% +109.1%
TNA +3x Direxion Leveraged Russell 2000 $989 +2.5%
-6.4%
+146.5% +42.6% -38.1%
TQQQ +3x ProShares Leveraged NASDAQ-100 $835 +0.6%
+42.7%
+139.7% +52.3% -8.0%
TYD +3x Direxion Leveraged 7-10 Yr Treasury $4 -0.7%
+21.8%
-18.4% +10.2% +51.5%
UDOW +3x ProShares Leveraged Dow 30 $112 +3.9%
+12.4%
+107.1% +26.4% +9.1%
UGAZ +3x VelocityShares Lev Long Natural Gas $234 +3.1%
-44.6%
-2.2% N/A N/A
UGLD +3x VelocityShares Leveraged Long Gold $45 -3.5%
-7.2%
-69.3% +8.3% N/A
UPRO +3x ProShares Leveraged S&P 500 $769 +1.9%
+25.2%
+118.5% +46.8% -11.9%
URTY +3x ProShares Ultrapro Russell 2000 $175 +2.8%
-5.9%
+147.9% +44.6% -37.6%
UUPT +3x PowerShares DB Long US Dollar Index $6 +0.7%
+20.3%
-2.9% -8.2% N/A
YINN +3x Direxion Leveraged FTSE China $94 +0.2%
+1.6%
+61.0% +14.8% -62.6%

-3x Leveraged Short Products

DGAZ -3x VelocityShares Inverse Natural Gas $228 -3.1%
-47.6%
-57.1% N/A N/A
DUST -3x Direxion Daily Gold Miners Bear $184 +22.1%
-9.2%
+179.6% -26.0% +10.9%
EDZ -3x Direxion Lev Short MSCI Emerg Markets $119 -3.1%
-16.9%
-11.7% -54.2% -3.0%
ERY -3x Direxion S&P Leveraged Short Energy $47 +1.0%
-8.2%
-57.1% -30.9% -49.8%
FAZ -3x Direxion Lev Rus 1000 Financials $345 -2.8%
-29.6%
-64.4% -59.5% -21.0%
SDOW -3x ProShares Leveraged Short Dow 30 $133 -3.9%
-20.1%
-56.9% -32.1% -40.1%
SPXS -3x Direxion Leveraged Short S&P 500 $250 -2.0%
-29.7%
-60.7% -42.7% -32.7%
SPXU -3x ProShares Leveraged Short S&P 500 $515 -1.9%
-28.7%
-60.1% -42.5% -32.4%
SQQQ -3x ProShares Leveraged Short NASDAQ-100 $329 -0.7%
-41.2%
-64.6% -48.5% -36.9%
SRTY -3x ProShares Lev Short Russell 2000 $124 -2.6%
-15.6%
-68.1% -48.6% -43.0%
TECS -3x Direxion Technology Bear $15 -0.8%
-37.5%
-55.2% -42.6% -31.8%
TMV -3x Direxion Lev Short 20-Yr Treasury $592 -0.4%
-46.9%
+34.1% -20.2% -68.5%
TZA -3x Direxion Leveraged Russell 2000 $815 -2.3%
-16.4%
-68.6% -49.0% -43.5%

Volatility Products

CVOL C-Tracks Citi Volatility Index $5 +2.5%
-63.5%
-88.6% -89.5% -59.5%
HVPW ALPS Equity High Volatility Put Write ETF $56 +0.3%
+1.2%
N/A N/A N/A
SVXY -1x Proshares Inverse VIX Short-Term $277 -0.5%
-0.6%
+106.2% +150.4% N/A
TVIX +2x VelocityShares Daily VIX Short-Term $263 +0.7%
-60.8%
-92.0% -97.1% -50.6%
UVXY +2x ProShares Leveraged VIX Short-Term $282 +0.6%
-60.7%
-92.0% -97.1% N/A
VIXM ProShares S&P 500 VIX Mid-Term Futures $46 +1.6%
-18.4%
-43.6% -53.8% N/A
VIXY ProShares S&P 500 VIX Short-Term Futures $138 +0.5%
-27.4%
-66.5% -77.5% N/A
VXX S&P 500 VIX Short-Term Futures $1,359 +0.4%
-26.8%
-66.6% -77.6% -5.5%
VXZ S&P 500 VIX Mid-Term Futures $70 +2.2%
-17.7%
-43.8% -53.9% -7.8%
XIV -1x VelocityShares Inverse VIX Short-Term $592 -0.3%
-0.5%
+107.2% +154.9% -45.5%
XVIX UBS E-TRACS Daily Long-Short VIX ETN $12 +1.4%
-8.8%
-9.3% -11.1% -13.5%
XVZ iPath S&P 500 Dynamic VIX ETN $23 +0.9%
-14.0%
-26.7% -18.6% N/A
XXV -1x iPath Inverse VIX Short-Tm Futures ETN $4 +0.0%
-0.5%
+1.8% +14.6% +0.2%
ZIV -1x VelocityShares Inverse VIX Medium-Term $139 -1.9%
+11.7%
+62.8% +90.8% -9.2%
All returns are Total Return: calculated using market prices and include any dividends
* Total Net Assets (million) as of end Sep-2014