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We present results of RXTE observations of the X-ray source Cyg X-2 during1996-1999. Its power density spectra in the 0.1-128-Hz band are fitted by amodel that takes into account the power-law spectral behavior at frequenciesbelow and above the break frequency, with an introduction of one or more Lorenzlines to describe the peaks of quasi-periodic oscillations that correspond tothe horizontal branch of the Z track. The RXTE observations have revealed apositive correlation between the break frequency and the indices of the twoparts of the spectrum. The spectrum steepens with increasing break frequencyboth above and below the break frequency.Comment: 7 pages, 2 figures, To be published in Astronomy Letters, Vol. 27,  No. 12, 2001, pp. 790-793 (English version by "MAIK Nauka"

Correlation between break frequency and power-density spectrum slope for the X-ray source Cygnus X-2: RXTE/PCA data