London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Tuesday (June 19, 2007).

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Rates at 11:00 London time Tuesday (June 19, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.30188  5.59750     -     4.08063     0.60688

1 Week     5.31825  5.60688     -     4.09025     0.61125

2 Weeks    5.32075  5.62250     -     4.11250     0.62875

1 Month    5.32000  5.67563     -     4.11413     0.64313

2 Months   5.34000  5.76375     -     4.12638     0.68000

3 Months   5.36000  5.85125     -     4.15413     0.74000

4 Months   5.37775  5.90125     -     4.21275     0.78125

5 Months   5.38788  5.95125     -     4.25288     0.81250

6 Months   5.39813  6.00125     -     4.28975     0.84000

7 Months   5.41000  6.04125     -     4.34163     0.86563

8 Months   5.42300  6.08000     -     4.37763     0.89000

9 Months   5.43688  6.12625     -     4.41563     0.91563

10 Months  5.44625  6.16250     -     4.44963     0.94125

11 Months  5.45500  6.19250     -     4.48525     0.96375

12 Months  5.46500  6.22500     -     4.51738     0.98500

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