This investment instrument aims to provide investors with returns that move in the opposite direction of the Barclays 2Y US Treasury Futures Targeted Exposure Index™. This specific index is engineered to decrease in value when yields on 2-year U.S. Treasury notes rise, and to increase when these yields fall. Furthermore, the index is constructed to maintain a predetermined level of sensitivity to changes in the yield of the most economical 2-year Treasury note deliverable against relevant futures contracts at any given moment.