Net Asset Values

Close AllBlue Fund Limited
25 October 2006

CLOSE ALLBLUE FUND LIMITED (the 'Company')

MONTH END CONFIRMED NET ASSET VALUE ('NAV') OF SHARES

The confirmed Net Asset Value of the undermentioned three classes of shares of
no par value in Close AllBlue Fund Limited (collectively the 'Shares') as at the
close of business on Friday 29 September 2006 (the 'VP', being the valuation
point) are.

Sterling Shares - £0.9634 - ISIN: GB00B13YVW48

Euro Shares - EUR 0.9577 - ISIN: GB00B13YXC81

US$ Shares - US$0.9654 - ISIN: GB00B13YXH37

These confirmed NAVs have been calculated using the confirmed net asset value of
the respective currency classes of shares in AllBlue Limited owned by the
Company as at the VP following information supplied to the Company by GlobeOp
Financial Services (Cayman) Limited, the appointed Administrator of AllBlue
Limited.

This announcement of the confirmed NAVs of the Shares supercedes the estimated
NAVs as at the VP announced on 5 October 2006.

Note: AllBlue Limited is a fund of hedge funds exempted company incorporated
with limited liability in the Cayman Islands as an open-ended investment
company.  The Company is a closed-ended investment company registered and
incorporated in Guernsey.  The Shares of the Company are admitted to trading on
AIM and the Sterling Shares only are also admitted to listing on the Official
List of, and to trading on, the Channel Islands Stock Exchange.

25 October 2006

For further information about this announcement contact:  Anson Fund Managers
Limited, Company Secretary.  Tel: Guernsey 01481 722260

For further Company shareholder information about investing in the Company
contact:  Marc Gordon or Richard Bolchover of Close Fund Management
(Investments) Limited, the Shareholder Liaison Agent,  Tel: London 020 7426
4000.

If you wish to receive monthly factsheets and risk reports on the underlying
funds in Close AllBlue, please email [e-mail] to be added to the mailing
list.


E&OE - in transmission


END OF ANNOUNCEMENT
















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