The following risk parameters will be changed:

For FEES:

- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 12, 2015 to May 13, 2015

- Lower REPO Penalty Rate (LPenRate) to -200% for May 12, 2015.

For URKA:

- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 12, 2015 to May 14, 2015

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