Net Asset Value(s)

 

TIDMDCR 
 
RNS Number : 9879U 
Defined Capital Return Fund Ltd 
02 July 2009 
 
The Defined Capital Return Fund Limited 
Net Asset Value 
30th June 2009 
 
 
 
 
+-----------------------------------+------------------------------------+ 
| Net asset value as at 30th June   |                   GBP41,110,420.38 | 
| 2009                              |                                    | 
+-----------------------------------+------------------------------------+ 
| Total shares in issue             |                         28,000,000 | 
+-----------------------------------+------------------------------------+ 
| Net asset value per share as at   |                          GBP1.4682 | 
| 30th June 2009                    |                                    | 
+-----------------------------------+------------------------------------+ 
| Market Middle Price as at 30th    |                          GBP1.2050 | 
| June 2009                         |                                    | 
+-----------------------------------+------------------------------------+ 
| Accrued entitlement as at 30th    |                   GBP37,425,519.52 | 
| June 2009                         |                                    | 
+-----------------------------------+------------------------------------+ 
| Accrued entitlement per share     |                        GBP1.336626 | 
+-----------------------------------+------------------------------------+ 
| Index cover of final entitlement  |                           1.083128 | 
| as at 30th June 2009              |                                    | 
+-----------------------------------+------------------------------------+ 
 
 
* 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 GBP1.3649. 
 
 
Portfolio Holdings on 30th June 2009 
+------------+--------------+--------+ 
| Company    |    ISIN      |Expiry  | 
+------------+--------------+--------+ 
| Bayerische |XS0204634819  |30 Oct  | 
| Landesbank |              |  09    | 
| FRN        |              |        | 
| 30/10/2009 |              |        | 
+------------+--------------+--------+ 
| Depfa      |XS0204635113  |30 Oct  | 
| Bank       |              |  09    | 
| FRN        |              |        | 
| 30/10/2009 |              |        | 
+------------+--------------+--------+ 
| HBOS       |XS0204630155  |30 Oct  | 
| Treasury   |              |  09    | 
| SVS FRN    |              |        | 
| 30/10/2009 |              |        | 
+------------+--------------+--------+ 
| NIB        |XS0204630403  |30 Oct  | 
| Capital    |              |  09    | 
| Bank       |              |        | 
| FRN        |              |        | 
| 30/10/2009 |              |        | 
+------------+--------------+--------+ 
| Royal      |XS0204679160  |30 Oct  | 
| Bank       |              |  09    | 
| of         |              |        | 
| Scotland   |              |        | 
| FRN        |              |        | 
| 30/10/2009 |              |        | 
+------------+--------------+--------+ 
| Spintab    |XS0204629819  |30 Oct  | 
| FRN        |              |  09    | 
| 30/10/2009 |              |        | 
+------------+--------------+--------+ 
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 
 
 
Graeme Cabot 
Standard Bank Fund Administration Jersey Limited 
Direct Telephone     [phone] 
 
 
 
This information is provided by RNS 
            The company news service from the London Stock Exchange 
   END 
 
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