London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Thursday (July 05, 2007).

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Rates at 11:00 London time Thursday (July 05, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.30750  5.86250     -     4.07438     0.58250

1 Week     5.31850  5.86500     -     4.07963     0.60000

2 Weeks    5.32000  5.87250     -     4.09000     0.61625

1 Month    5.32000  5.90000     -     4.10725     0.63281

2 Months   5.34000  5.94000     -     4.12900     0.69188

3 Months   5.36000  6.00000     -     4.19000     0.76250

4 Months   5.37000  6.05000     -     4.24000     0.79375

5 Months   5.38000  6.10000     -     4.28188     0.82500

6 Months   5.38625  6.14063     -     4.33800     0.86000

7 Months   5.39125  6.18250     -     4.38063     0.88375

8 Months   5.40000  6.22250     -     4.41638     0.90500

9 Months   5.40625  6.26000     -     4.45638     0.92813

10 Months  5.41000  6.29000     -     4.49188     0.95313

11 Months  5.41250  6.32313     -     4.52638     0.97563

12 Months  5.41750  6.35313     -     4.56413     1.00188

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