London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Thursday (January 19, 2012).

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

Rates at 11:00 London time Thursday (January 19, 2012)

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

             USD      GBP      CAD      EUR        JPY

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

O/N        0.14540  0.57500  1.01600  0.28571  0.11000

1 Week     0.19880  0.62688  1.08050  0.38357  0.11786

2 Weeks    0.23100  0.65688  1.12850  0.46900  0.12500

1 Month    0.27890  0.77788  1.18850  0.72500  0.14429

2 Months   0.40930  0.88900  1.27650  0.91143  0.15857

3 Months   0.56120  1.08956  1.37250  1.13614  0.19571

4 Months   0.63950  1.18156  1.41950  1.24571  0.24071

5 Months   0.71250  1.28513  1.46800  1.33929  0.29286

6 Months   0.79175  1.39188  1.52300  1.43400  0.33571

7 Months   0.84350  1.48250  1.56000  1.50514  0.38571

8 Months   0.89110  1.57250  1.59050  1.56443  0.43071

9 Months   0.94565  1.65594  1.62600  1.62243  0.47429

10 Months  0.99750  1.73875  1.69100  1.67757  0.50357

11 Months  1.05155  1.81219  1.77300  1.73429  0.52857

12 Months  1.11005  1.85956  1.85550  1.75486  0.55429

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