Net Asset Value(s)

21 Dec 2007 16:10

FRM Credit Alpha Limited21 December 2007 FRM Credit Alpha Fund Final NAV 30-Nov-2007 FINAL MONTHLY NAV FRM Credit Alpha Limited (the "Company") Final Net Asset Value GBP Shares as at 30th November 2007 The final net asset value per GBP share as at the close of business on 30thNovember 2007 was 111.90 pence. This valuation, which has been prepared in good faith by the Company'sAdministrator, is based principally on formal valuations supplied to theCompany by the administrators of the Company's underlying investments. Such valuations or estimates are unaudited and may not comply withgenerally accepted accounting or valuation principles. Sedol: B1QH6J2 ISIN: GG00B1QH6J27 This information is provided by RNS The company news service from the London Stock Exchange