About Citigroup ETNs linked to the VelocityShares Daily 4X Long USD vs. CHF Index

The investment seeks to track the daily performance of the VelocityShares Daily 4X Long USD vs. CHF Index. The index is designed to provide 4 times leveraged exposure, reset daily, to changes in the spot exchange rate between an underlying pair of currencies consisting of the U.S. dollar and a foreign currency. It provides long exposure to one currency (the “long currency”) in the underlying...