  In this paper, the rms-flux (root mean square-flux) relation along the
Z-track of the bright Z-Source Cyg X-2 is analyzed using the observational data
of Rossi X-ray Timing Explorer (RXTE). Three types of rms-flux relations, i.e.
positive, negative, and 'arch'-like correlations are found in different
branches. The rms is positively correlated with flux in normal branch (NB), but
anti-correlated in the vertical horizontal branch (VHB). The rms-flux relation
shows an 'arch'-like shape in the horizontal branch (HB). We also try to
explain this phenomenon using existing models.
