TIDMFCAP

RNS Number : 2780L

FRM Credit Alpha Limited

28 July 2011

FRM Credit Alpha Limited (the 'Company')

Company update - Currency Exposure

At 28 July, 2011, the Company's projected currency exposure will be approximately:

US Dollars 99.83%

Sterling 0.17%

Shareholders requiring this information more frequently should contact the Company's investment manager, FRM Investment Management Limited.

Enquiries:

Chris Brierley

Financial Risk Management Limited

020 7968 6136

Jane Lewis

Winterflood Investment Trusts

020 3100 0295

This information is provided by RNS

The company news service from the London Stock Exchange

END

MSCLLFLLDTITFIL

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