London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Thursday (March 10, 2011).

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

Rates at 11:00 London time Thursday (March 10, 2011)

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

             USD      GBP      CAD      EUR        JPY

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

0/N        0.21600  0.55625  0.97167  0.75125  0.10563

1 Week     0.26390  0.57813  1.00500  0.81500  0.11375

2 Week     0.24800  0.58438  1.04250  0.82750  0.11813

1 Month    0.25550  0.61313  1.08583  0.85738  0.13250

2 Months   0.28400  0.68438  1.14917  0.98250  0.15563

3 Months   0.30950  0.80813  1.21833  1.12813  0.19250

4 Months   0.35000  0.89063  1.28500  1.22000  1.24313

5 Months   0.40850  0.99563  1.35333  1.32188  0.30125

6 Months   0.46150  1.11375  1.42333  1.44375  0.34750

7 Months   0.51500  1.19563  1.51083  1.52000  0.39625

8 Months   0.56825  1.28188  1.60333  1.59625  0.44563

9 Months   0.61975  1.36625  1.69333  1.67688  0.49000

10 Months  0.67200  1.44813  1.77833  1.74688  0.51688

11 Months  0.72400  1.51688  1.86667  1.81750  0.54250

12 Months  0.78550  1.58688  1.95500  1.89188  0.57000

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