ADO RecordSet Properties Not Being Stored

[MartinS]

OK, so after lots of searching for ADO recordset returns -1, I've tried all the suggestions, but each time I get to the line of code following the opening of the recordset, the cursortype option is not set to the requested value. My example uses an ADO command object to execute the stored procedure, but the logic works with the exception of being able to find the record count of the loaded data.
Here's the relevant code:

Dim objConn         As ADODB.Connection
Dim objCmd          As ADODB.Command
Dim objRS           As ADODB.Recordset
Dim lngRecordCount  As Long
    'Creates the connection object
    Set objConn = OpenConn
    'Create command object
    Set objCmd = New ADODB.Command
    Set objCmd.ActiveConnection = objConn
    'Create the command to get the data and execute
    objCmd.CommandText = "EXECUTE [dbo].[usp_GetBulkConstruction]"
    objCmd.CommandType = adCmdText
    objCmd.Execute
    'Create and open recordset object
    Set objRS = New ADODB.Recordset
    objRS.Open objCmd, , adOpenKeyset, adLockReadOnly

But when I'm at the line following the Open, the Locals window shows different settings for the recordset object, i.e. cursor type is adOpenForwardOnly, even though it's set to adOpenKeyset:

I've tried removing the command object and setting the first argument of the open recordset to be the "EXECUTE [dbo].[usp..." but get the same issue.
Anyone able to tell me what I'm missing or doing wrong?
Thanks in advance
Martin