The investment seeks to replicate, net of expenses, the Citi Volatility Total Return Index.
The index is a measure of directional exposure to the implied volatility of large-cap U.S. stocks. As a total return index, the value of the index on any day also includes daily accrued interest on the hypothetical notional value of the Index based on the 3-month U.S. Treasury rate and reinvestment into the index.
Links:  http://www.globalfunddata.com/funds/new/performance/management?variant=Citigroup
 http://www.globalfunddata.com/funds/new/performance/domicile?variant=United States
 http://www.globalfunddata.com/funds/new/performance/fund_administrator?variant=Citigroup Global Markets, Inc.
 http://www.globalfunddata.com/funds/new/performance/structure?variant=Uncollateralized Debt Instrument
 http://www.globalfunddata.com/funds/new/performance/country?variant=United States
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