The investment seeks to provide investors with exposure to the Barclays Optimized Currency Carry Index™. The Barclays Optimized Currency Carry Index™ (the "index") is designed to reflect the total return of an "Intelligent Carry Strategy," which, through an objective and systematic methodology, seeks to capture the returns that are potentially available from a strategy of investing in high-yielding currencies with the exposure financed by borrowings in low-yielding currencies sometimes referred to as the "carry trade."