Four-dimensional string backgrounds with local realizations of N = 4 w
orld-sheer supersymmetry have, in the presence of a rotational Killing
symmetry, only one complex structure which is an SO(2) singlet, while
the other two form an SO(2) doublet. Although N = 2 world-sheet super
symmetry is always preserved under Abelian T-duality transformations,
N = 4 breaks down to N = 2 in the rotational case. A non-local realiza
tion of N = 4 supersymmetry emerges, instead, with world-sheet parafer
mions. For SO(3)-invariant metrics of purely rotational type, like the
Taub-NUT and the Atiyah-Hitchin metrics, none of the locally realized
extended world-sheet supersymmetries can be preserved under non-Abeli
an duality.