 For financial professional use only. Do not distribute to the public Currencies as Currencies as an Asset Class an Asset Class John Labuszewski, Moderator Managing Director, Research & Product Development CME Group David Fingold*, Panelist Vice President and Portfolio Manager Dundee Wealth Carl Resnick, Panelist Managing Director, Portfolio Strategist Rydex|SGI Luciano Siracusano, Panelist Chief Investment Strategist WisdomTree Stuart Thomas, Panelist Principal Next Investments Filed Pursuant To Rule 433 Registration Nos. 333-163068, 333-164343, 333-168005, 333-167459, 333-164342, 333-159961, 333-150687, 333-159964, 333-168006 The slides set forth below were presented in connection with the First Annual Alternative Strategies conference in Chicago, Illinois on July 27, 2010. |
 For financial professional use only. Do not distribute to the public Applications for Currency ETPs Applications for Currency ETPs Buying international stocks and bonds inherently introduces some exposure to fluctuating currency values, which can significantly impact returns for U.S. investors. International Hedging Equipped with currency ETPs, investors can make calls on the future value of any given pair of currencies. For example, an investor who believes the U.S. dollar will weaken compared to the euro may choose to go long the CurrencyShares® Euro Trust, while an investor who thinks the euro is relatively overvalued may choose to short the trust instead. Speculation i.e. Popular Carry Trade, where investors profit on the interest rate differential between two currencies. A simple version of the trade can be achieved by purchasing a high-yielding currency ETP and shorting a low-yielding one. Alpha Strategies Just as investors diversify their international stock and bond portfolios to reduce risk, investors can also diversify their cash allocations. Diversifying Cash |
 For financial professional use only. Do not distribute to the public Benefits of Currency in an ETP Format Benefits of Currency in an ETP Format • Accessibility • Transparency • Cost-effectiveness • Flexibility • Choice • Liquidity Shares of each CurrencyShares Trust may not be suitable for all investors. The value of the shares of each CurrencyShares Trust relates directly to the value of the foreign currency held by the particular Trust. This creates a concentration risk associated with fluctuations in the price of the applicable foreign currency. Accordingly, a decline in the price of that currency will have an adverse effect on the value of the shares of the particular CurrencyShares Trust. Factors that may have the effect of causing a decline in the price of a foreign currency include national debt levels and trade deficits, domestic and foreign inflation rates, domestic and foreign interest rates, investment and trading activities of institutions and global or regional political, economic or financial events and situations. Shares of each CurrencyShares Trust can be bought and sold through a broker; as such, investors may be required to pay brokerage commissions in connection with a purchase or sale. There can be no assurance that an active trading market for the shares of any CurrencyShares Trust will develop or be maintained. For a more complete discussion of risk factors applicable to each CurrencyShares Trust, carefully read the particular Trust's prospectus. |
 For financial professional use only. Do not distribute to the public Source data: Charts created by Rydex|SGI using data from Standard & Poor’s, Bloomberg and FactSet. This information is intended to be general in nature and should not be construed as investment advice nor a recommendation of any specific security or strategy. Correlations displayed are based on past performance, which is no guarantee of future results. The indices are unmanaged and not available for direct investment. *Rydex|SGI offers funds with investment strategies similar to the referenced asset classes. However, performance presented is that of the referenced index or indicator and not that of any Rydex|SGI fund. Correlation (1/1/2000 through 6/30/2010) Correlation Correlation 1.00 0.14 -0.08 -0.04 Bloomberg 1-Month CD Index (cash) 1.00 -0.24 -0.22 Barclays Capital U.S. Aggregate Bond Index US Dollar Index S&P 500 Barclays Capital U.S. Aggregate Bond Index Bloomberg 1- Month CD Index (cash) US Dollar Index 1.00 S&P 500 -0.02 1.00 Currency has historically offered a low correlation to other asset classes like stocks and bonds, which in turn helps lower portfolio risk and boost overall returns. |
 For financial professional use only. Do not distribute to the public Important Disclosure Important Disclosure •This information must be accompanied by a current prospectus. Please read the prospectus carefully before investing. The CurrencyShares Trusts are not investment companies registered under the Investment Company Act of 1940 or a commodity pool for purposes of the Commodity Exchange Act. •The issuer 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 in that registration statement and other documents the issuer has filed with the SEC for more complete information about the issuer and this offering. You may get these documents for free by visiting EDGAR on the SEC web site at www.sec.gov or by visiting the Trust's web site at www.CurrencyShares.com. Alternatively, the issuer, any Authorized Participants or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling toll free 877.RYDEX34. Please read the prospectus carefully before investing. Each CurrencyShares® ETP has a deposit account denominated in each of the nine currencies. Interest earned, if any, accrues daily. Interest remaining after trust expenses are paid, if any, and is distributed to shareholders on a monthly basis. Each of the CurrencyShares® Australian Dollar Trust, CurrencySharesS® British Pound Sterling Trust, CurrencyShares® Canadian Dollar Trust, CurrencyShares® Euro Trust, CurrencyShares® Japanese Yen Trust, CurrencyShares® Mexican Peso Trust, CurrencyShares® Russian Ruble Trust, CurrencyShares® Swedish Krona Trust and CurrencyShares® Swiss Franc Trust (each a “Trust” and collectively, the “Trusts”) has filed a registration statement (including a prospectus) with the SEC for the offerings to which this communication relates. CurrencyShares ® is a registered trademark of Rydex Holdings, LLC. Rydex Specialized Products, LLC, d/b/a Rydex|SGI, is the sponsor of each of the CurrencyShares Trusts. Rydex Distributors, Inc., an affiliate of Rydex|SGI, is the distributor of each of the CurrencyShares Trusts. CurrencyShares® Australian Dollar Trust FXA CurrencyShares® British Pound Sterling Trust FXB CurrencyShares® Canadian Dollar Trust FXC CurrencyShares® Swedish Krona Trust FXS CurrencyShares® Mexican Peso Trust FXM CurrencyShares® Euro Trust FXE CurrencyShares® Swiss Franc Trust FXF CurrencyShares® Japanese Yen Trust FXY CurrencyShares® Russian Ruble Trust XRU Contact us: 800.258.4332 or visit www.currencyshares.com |