London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (January 20, 2012).

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

Rates at 11:00 London time Friday (January 20, 2012)

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

             USD      GBP      CAD      EUR        JPY

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

O/N        0.14430  0.57500  1.01400  0.28429  0.11000

1 Week     0.19770  0.62688  1.08050  0.37714  0.11786

2 Weeks    0.23100  0.65688  1.12850  0.45586  0.12500

1 Month    0.27730  0.77788  1.18850  0.71571  0.14429

2 Months   0.40870  0.88900  1.27600  0.90000  0.15857

3 Months   0.56110  1.08956  1.37600  1.12571  0.19571

4 Months   0.63950  1.18156  1.42250  1.23786  0.24071

5 Months   0.71300  1.28513  1.47200  1.33143  0.29286

6 Months   0.79175  1.39313  1.52600  1.42643  0.33571

7 Months   0.84200  1.48375  1.56200  1.49786  0.38571

8 Months   0.89050  1.57375  1.59450  1.55714  0.43071

9 Months   0.94505  1.65719  1.63000  1.61500  0.47429

10 Months  0.99960  1.74000  1.69400  1.67000  0.50357

11 Months  1.05095  1.81344  1.77600  1.72643  0.52857

12 Months  1.10995  1.89081  1.85800  1.77786  0.55429

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