TIDMFCAP

RNS Number : 2614A

FRM Credit Alpha Limited

28 March 2012

FRM Credit Alpha Limited (the 'Company')

Company update - Currency Exposure

At 28 March, 2012, the Company's projected currency exposure will be approximately:

                                       US Dollars       87.24% 
                                       Sterling            12.76% 

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

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