London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (June 15, 2007).

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Rates at 11:00 London time Friday (June 15, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.34125  5.59375     -     4.08350     0.61250

1 Week     5.32000  5.60500     -     4.09450     0.61438

2 Weeks    5.32000  5.61750     -     4.11188     0.63438

1 Month    5.32000  5.67375     -     4.11600     0.64563

2 Months   5.34000  5.75813     -     4.12688     0.68344

3 Months   5.36000  5.85000     -     4.14913     0.75375

4 Months   5.38000  5.90000     -     4.20225     0.79250

5 Months   5.39000  5.95000     -     4.24975     0.82250

6 Months   5.40813  6.00000     -     4.28363     0.85125

7 Months   5.42531  6.04000     -     4.33388     0.87875

8 Months   5.44438  6.08000     -     4.36938     0.90188

9 Months   5.46063  6.12375     -     4.40363     0.92750

10 Months  5.47719  6.16125     -     4.45013     0.95125

11 Months  5.49188  6.19125     -     4.48650     0.97500

12 Months  5.50656  6.22500     -     4.51863     0.99625

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