Net Asset Value(s)

City Merchants High Yield Trust Limited (CMHY) As at close of business on 02-June-2020 NAV per Ordinary share (unaudited) with Debt at Par & Fair Value EXCLUDING undistributed current year revenue 175.67p INCLUDING current year revenue 177.31p Amount of borrowings outstanding under repo contracts: GBP11.06m Net Borrowing Level: 5% LEI: 549300JLX6ELWUZXCX14 ---