The following risk parameters will be changed:

For PGIL

- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 8, 2015 to May 15, 2015

- Lower REPO Penalty Rate (LPenRate) to -200% for May 13, 2015.

For SNGS

- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 12, 2015 to May 18, 2015

- Lower REPO Penalty Rate (LPenRate) to -200% for May 14, 2015.

For AFKS

- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 13, 2015 to May 19, 2015

- Lower REPO Penalty Rate (LPenRate) to -200% for May 15, 2015.