I'm pretty sure that they do. They're parametric speakers, like the 'Soundlazer[1]', that use a very loud ultrasonic carrier and make audible sound from the interference between the beams of ultrasonics.

Even when an parametric speaker is playing 'silence', it is probably blasting 120dB of ultrasound. Soundlazer's faq on Kickstarted mentioned this explicitly: "...you will be hit with 120.5Db of sound pressure that you can't hear! It starts hurting your ears after 10 minutes."

http://www.soundlazer.com/

They max out at 2.5kHz. All they can do is loud speech and infrasound.