London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (July 22, 2011).

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

Rates at 11:00 London time Friday (July 22, 2011)

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

             USD      GBP      CAD      EUR        JPY

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

0/N        0.12225  0.56438  1.00000  0.94500  0.10594

1 Week     0.15850  0.59313  1.02333  1.24456  0.11469

2 Week     0.16750  0.60463  1.04667  1.27563  0.12344

1 Month    0.18725  0.63188  1.07833  1.39500  0.14031

2 Months   0.21925  0.70656  1.12250  1.43813  0.15969

3 Months   0.25300  0.83281  1.18000  1.55563  0.19531

4 Months   0.30000  0.90731  1.24417  1.62125  0.24156

5 Months   0.35750  1.01013  1.30250  1.70688  0.29719

6 Months   0.42250  1.11388  1.35750  1.79750  0.34031

7 Months   0.47650  1.19606  1.43500  1.86000  0.39031

8 Months   0.52925  1.28313  1.50250  1.92625  0.43594

9 Months   0.58375  1.36688  1.57917  1.98913  0.47750

10 Months  0.64000  1.44688  1.67333  2.05175  0.50906

11 Months  0.69200  1.51688  1.76500  2.10763  0.53344

12 Months  0.75225  1.58844  1.85833  2.17688  0.55938

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