Henry Bain Sauce originated with the headwaiter at the Pendennis Club in Louisville.
Process chutney in a blender or food processor until smooth. Add ketchup and next 4 ingredients, and process until blended. Chill at least 2 hours.
Stir together butter, salt, and pepper; rub over tenderloin. Place on a lightly greased rack in a jellyroll pan. Fold under 4 to 6 inches of narrow end of tenderloin to fit onto rack.
Bake at 500° for 30 to 35 minutes or to desired degree of doneness. Let stand 15 minutes before serving. Serve tenderloin with sauce.
NOTE: For testing purposes only, we used Major Grey's Chutney and A. Steak Sauce.