Risk Parameters Change for the securities ALRS, POLY

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.

For further information, please contact the Public Relations Department at (495) 363-3232.