London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Thursday (June 21, 2007).

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Rates at 11:00 London time Thursday (June 21, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.29375  5.59313     -     4.07563     0.61000

1 Week     5.33625  5.60125     -     4.12400     0.63250

2 Weeks    5.32125  5.63000     -     4.11063     0.63250

1 Month    5.32000  5.75000     -     4.11625     0.64125

2 Months   5.34000  5.84125     -     4.12975     0.68250

3 Months   5.36000  5.92813     -     4.15925     0.74781

4 Months   5.37438  5.99125     -     4.21300     0.78625

5 Months   5.38500  6.04625     -     4.25363     0.81813

6 Months   5.39344  6.09750     -     4.29888     0.84563

7 Months   5.40438  6.14313     -     4.34625     0.87250

8 Months   5.41500  6.18625     -     4.38625     0.89625

9 Months   5.42725  6.22625     -     4.42413     0.92188

10 Months  5.43625  6.25938     -     4.46000     0.94500

11 Months  5.44488  6.29188     -     4.50413     0.96500

12 Months  5.45313  6.32250     -     4.53425     0.98625

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