London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Thursday (July 21, 2011).

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

Rates at 11:00 London time Thursday (July 21, 2011)

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

             USD      GBP      CAD      EUR        JPY

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

0/N        0.12250  0.56438  1.00000  0.99125  0.10594

1 Week     0.15850  0.59188  1.02333  1.25625  0.11469

2 Week     0.16750  0.60213  1.04667  1.29500  0.12344

1 Month    0.18725  0.63188  0.07833  1.39188  0.14031

2 Months   0.21925  0.70656  1.12250  1.43438  0.15844

3 Months   0.25300  0.83281  1.18000  1.55063  0.19531

4 Months   0.30000  0.90731  1.24250  1.61313  0.24156

5 Months   0.35750  1.01013  1.30083  1.69875  0.29594

6 Months   0.42350  1.11388  1.35417  1.79188  0.34031

7 Months   0.47750  1.19606  1.42833  1.85313  0.38906

8 Months   0.52925  1.28313  1.49417  1.91938  0.43594

9 Months   0.58475  1.36688  1.57083  1.97788  0.47750

10 Months  0.63900  1.44688  1.66333  2.04050  0.50906

11 Months  0.69200  1.51688  1.75333  2.09763  0.53344

12 Months  0.75175  1.58844  0.85000  2.16688  0.55938

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