London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Thursday (June 14, 2007).

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Rates at 11:00 London time Thursday (June 14, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.30688  5.59750     -     4.08875     0.61250

1 Week     5.32000  5.60500     -     4.09788     0.61563

2 Weeks    5.32000  5.62125     -     4.11188     0.62250

1 Month    5.32000  5.67125     -     4.11800     0.64406

2 Months   5.34000  5.75750     -     4.12688     0.68375

3 Months   5.36000  5.84813     -     4.14675     0.75250

4 Months   5.38000  5.89688     -     4.20000     0.78875

5 Months   5.39000  5.94688     -     4.24213     0.82250

6 Months   5.40500  5.99563     -     4.28225     0.85125

7 Months   5.42000  6.03375     -     4.33300     0.88000

8 Months   5.43500  6.07375     -     4.36388     0.90500

9 Months   5.45000  6.11250     -     4.40100     0.93000

10 Months  5.46438  6.15000     -     4.44113     0.95625

11 Months  5.47813  6.18000     -     4.47675     0.97688

12 Months  5.49000  6.21375     -     4.50938     1.00125

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