Risk Parameters Change

The following risk parameters will be changed:

For NMTP, PIKK, TRMK:

• Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 20, 2015 to May 25, 2015
• Lower REPO Penalty Rate (LPenRate) to −200% for May 22, 2015.

For GMKN, HYDR, MSTT:

• Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 21, 2015 to May 26, 2015
• Lower REPO Penalty Rate (LPenRate) to −200% for May 25, 2015.

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