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