TIDMFCAP

RNS Number : 3394E

FRM Credit Alpha Limited

29 May 2012

FRM Credit Alpha Limited (the 'Company')

Company update - Currency Exposure

At 29 May, 2012, the Company's projected currency exposure will be approximately:

                                       US Dollars       77.95% 
                                       Sterling            22.05% 

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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