Holding(s) in Company

FRM Credit Alpha Limited

2nd July 2010

FRM Credit Alpha Limited reports that it has been advised by Newton Investment Management Limited on 1st July 2010 using

a copy of a TR1 notification of major interest in shares that, following a transaction on 30th June 2010, Newton Investment Management Limited have an indirect holding over 7,466,750 participating sterling shares of no par value in the capital of the Company, representing 11.29% of the current issued capital of the

Company.