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Index Components

Citi Country Selection Index (CTH)

Citi Country Selection Index is a USD denominated, total return index, which seeks to outperform the MSCI A/C World Index. The Index rebalances each month to 5 countries from a universe of 22 countries by applying a fixed country selection methodology developed by Citigroup in June 2004.Index values reflect previous-day closing prices.

Components as of 7/8/08 Re-Balancing
Price as of 7/8/08:214.67

Index Name
Weight
MSCI Daily TR Net Brazil USD Index
20%
MSCI Daily TR Net Italy USD Index
20%
MSCI Daily TR Net Spain USD Index
20%
MSCI Daily TR Net Austria USD Index
20%
MSCI Daily TR Net Canada USD Index
20%

CBOE Volatility Index (VIX)