London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Thursday (October 13, 2011).

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

Rates at 11:00 London time Thursday (October 13, 2011)

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

             USD      GBP      CAD      EUR        JPY

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

0/N        0.14056  0.58375  1.08000  0.88125  0.11063

1 Week     0.18967  0.61781  1.09333  1.09913  0.11788

2 Weeks    0.20733  0.63438  1.11167  1.14625  0.12438

1 Month    0.24333  0.69325  1.14000  1.30438  0.14313

2 Months   0.31572  0.79538  1.16500  1.37438  0.15863

3 Months   0.40306  0.96375  1.21750  1.50438  0.19413

4 Months   0.46639  1.04388  1.24042  1.56750  0.23925

5 Months   0.52611  1.14050  1.26875  1.63688  0.29000

6 Months   0.59167  1.24500  1.29083  1.71575  0.33313

7 Months   0.64356  1.33438  1.33167  1.76863  0.38563

8 Months   0.69217  1.42063  1.37333  1.82263  0.43188

9 Months   0.74361  1.50531  1.41833  1.87975  0.47313

10 Months  0.79406  1.59000  1.49750  1.93925  0.50313

11 Months  0.84689  1.65625  1.58500  2.00063  0.52750

12 Months  0.90617  1.73563  1.67167  2.06063  0.55250

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