The following risk parameters will be changed:

For POLY

- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 14, 2015 to May 19, 2015

- Lower REPO Penalty Rate (LPenRate) to -200% for May 18, 2015.

For ALRS

- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 15, 2015 to May 20, 2015

- Lower REPO Penalty Rate (LPenRate) to -200% for May 19, 2015.