London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Monday (February 14, 2011).

======================================================

Rates at 11:00 London time Monday (February 14, 2011)

======================================================

             USD      GBP      CAD      EUR        JPY

------------------------------------------------------

0/N        0.23300  0.55625  0.96000  0.81250  0.10438

1 Week     0.25150  0.57563  1.00333  0.86000  0.11250

2 Week     0.25750  0.58313  1.03917  0.86250  0.11563

1 Month    0.26475  0.61188  1.08250  0.86625  0.12750

2 Months   0.28900  0.68125  1.14833  0.92875  0.15313

3 Months   0.31400  0.80338  1.21083  1.04500  0.19000

4 Months   0.35350  0.88713  1.27667  1.11750  0.24313

5 Months   0.41000  0.99150  1.34000  1.20000  0.30000

6 Months   0.46570  1.10838  1.40333  1.29125  1.34625

7 Months   0.51900  1.19000  1.49000  1.34875  0.39500

8 Months   0.57225  1.27438  1.57000  1.40688  0.44313

9 Months   0.63025  1.35750  1.64333  1.47188  0.48875

10 Months  0.68475  1.43750  1.73250  1.52688  0.51438

11 Months  0.73600  1.50563  1.81833  1.58188  0.54125

12 Months  0.79750  1.57438  1.90333  1.64563  0.56875

======================================================