London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (June 22, 2007).

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Rates at 11:00 London time Monday (June 04, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.29125  5.58125     -     4.07375     0.61000

1 Week     5.34000  5.59750     -     4.12350     0.64750

2 Weeks    5.32388  5.63188     -     4.10938     0.64250

1 Month    5.32000  5.75813     -     4.11688     0.64500

2 Months   5.34000  5.85125     -     4.12900     0.68375

3 Months   5.36000  5.93938     -     4.16000     0.74531

4 Months   5.37375  6.00000     -     4.21425     0.78625

5 Months   5.38375  6.05000     -     4.25425     0.81688

6 Months   5.39000  6.10125     -     4.29725     0.84563

7 Months   5.40000  6.14688     -     4.33938     0.87000

8 Months   5.41000  6.18688     -     4.37650     0.89375

9 Months   5.42000  6.22500     -     4.41513     0.91813

10 Months  5.42938  6.25625     -     4.45250     0.94313

11 Months  5.43938  6.28750     -     4.48700     0.96375

12 Months  5.44938  6.31875     -     4.51913     0.98500

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