Underflow exception when using vmsExp

The following code generates an exception, although I set the error mode to VML_ERRMODE_IGNORE. Is there a way to use high accuracy (VML_HA) computations without raising underflow exceptions when computing exp (-88.) ?

float testData[1] = {-88.77909088};
vmsExp (1, testData, testData, VML_HA | VML_FTZDAZ_ON | VML_ERRMODE_IGNORE);

I am using the Intel MKL version 11.3.2 with Visual Studio 2013, statically linking mkl_intel_c.lib, mkl_core.lib and mkl_sequential.lib into my project.