iPath® Optimized Currency Carry ETN

The Barclays Capital Intelligent Carry Index™ adopts an innovative strategy to enable investors to capture returns from foreign currency markets. The index is designed to reflect the total return of an "Intelligent Carry Strategy," which, through an objective and systematic methodology, seeks to capture the returns that are potentially available from a strategy of investing in high-yielding currencies with the exposure financed by borrowings in low-yielding currencies sometimes referred to as the "carry trade." The pool of currencies to which the index may apply these strategies is commonly referred to as the "G10 currencies" and includes the U.S. dollar, the euro, the Japanese yen, the Canadian dollar, the Swiss franc, the British pound sterling, the Australian dollar, the New Zealand dollar, the Norwegian krone and the Swedish krona.
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Product Data  (as of 02/08/2010)
Daily Indicative Value†
$45.91
Shares Outstanding
596,329
Market Capitalization*
$27,377,464

† Source: Barclays Bank PLC. The "Daily Indicative value" is historical, does not guarantee future performance, and is shown for illustrative purposes only. The issuer or an affiliate will provide the official Redemption Value to the redeeming holder in advance of any redemption. See additional information below.

* Market Capitalization = Daily Indicative Value x Shares Outstanding

Market Data  (as of 02/08/2010)
Closing Price
$45.92
High
$46.12
Net Change
-$0.08
Low
$45.92
% Change
-0.17%
Volume
2,799
20-Day Volume Average
2,722
Profile
Primary Exchange
NYSE Arca
Yearly Fee
0.65%¹
Ticker
ICI
Bloomberg Index Ticker
BXIICIUS
Intraday Indicative Value Ticker
ICI.IV
CUSIP
06739H412
Bloomberg ETN Keystroke
ICI<EQUITY><GO>
Inception Date
01/31/2008
Maturity Date
01/28/2038
Returns  (As of 01/31/2010)
1 mo.3 mo.6 mo.YTD1Yr.3 Yr.5 Yr.10 Yr.Since Note Incept.
Index1.30%1.11%5.46%1.30%6.82%-2.44%4.19%8.18%-3.44%
iPath Indicative Value Return1.28%0.97%5.19%1.28%6.21%N/AN/AN/A-4.07%

Index returns prior to 9/25/06 are hypothetical and are an illustration of how the index would have performed based on current methodology. This data does not reflect actual performance of the index.



Market Price Returns  (As of 01/31/2010)
1 mo.3 mo.6 mo.YTD1Yr.3 Yr.5 Yr.10 Yr.Since Note Incept.
iPath Market Price Return1.05%0.77%5.12%1.05%6.31%N/AN/AN/A-4.08%

Source: BlackRock. Period ending 01/10. Prior to 3/28, Daily Indicative Value was used as a proxy for Market Price.

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investment, when sold or redeemed may be worth more or less than the original cost. Current performance may be lower or higher than the performance quoted. See additional market price information.

Currency Breakdown  (As of 12/15/2009)

Source: Barclays Capital

Cumulative Returns (Daily Returns)  (As of 02/08/2010)

Index returns prior to 9/25/06 are hypothetical and are an illustration of how the index would have performed based on current methodology. This data does not reflect actual performance of the index.

Correlations  (As of 01/31/2010)
Barclays Capital Intelligent Carry Index™1.00
Dow Jones-UBS Commodity Index Total ReturnSM0.21
S&P 500 Index0.27
Barclays Capital U.S. Aggregate Bond Index-0.13
MSCI EAFE Index0.26

Sources: S&P, Barclays Capital, MSCI, Inc., Dow Jones, Bloomberg and UBS Securities LLC (01/05-01/10, unless otherwise specified) based on monthly returns.