Net Asset Value(s)

    RNS Number : 4161B
  Defined Capital Return Fund Ltd
  15 August 2008
   

    The Defined Capital Return Fund Limited
    Net Asset Value 
    31st July 2008


 Net asset value as at 31st July 2008                   £33,418,808.36
 Total shares in issue                                      28,000,000
 Net asset value per share as at 31st July 2008                £1.2063
 Accrued entitlement as at 31st July 2008               £35,354,093.72
 Accrued entitlement per share                                £1.26264
 Index cover of final entitlement as at 31st July 2008        1.379499

    * Unaudited. The Net Asset Value is calculated based on an estimate of the marked to market valuations of the Company's portfolio
floating rate notes and not their anticipated value on maturity.

    Provided that the level of the FTSE on 30 October 2009 is at least 85% of its start level of 4615.70, it is currently anticipated that
the value of the company's financial instruments at that date will be equal to the final capital entitlement of £1.3649.

    Portfolio Holdings on 31st July 2008
 Company                                    ISIN       Expiry
 Bayerische Landesbank FRN 30/10/2009   XS0204634819  30 Oct 09
 Depfa Bank FRN 30/10/2009              XS0204635113  30 Oct 09
 HBOS Treasury SVS FRN 30/10/2009       XS0204630155  30 Oct 09
 NIB Capital Bank FRN 30/10/2009        XS0204630403  30 Oct 09
 Royal Bank of Scotland FRN 30/10/2009  XS0204679160  30 Oct 09
 Spintab FRN 30/10/2009                 XS0204629819  30 Oct 09
    Where "FRN" means Floating Rate Note.

    Availability of Accounts and Monthly Fact Sheets
    Copies of the Company's most recent report and Accounts to Shareholders together with monthly fact sheets for the Company are available
for download from www.jupiteronline.co.uk and by post or fax on request from Jupiter Asset Management Limited.

    For further information, please contact

    Richard Pavry 
    Director of Investment Trusts 
    Jupiter Asset Management Limited
    [e-mail]  
    020 7314 4822

    Gary Powell
    Standard Bank Fund Administration Jersey Limited 
    Direct Telephone     [phone]




This information is provided by RNS
The company news service from the London Stock Exchange
 
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