London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Tuesday (February 07, 2012).

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

Rates at 11:00 London time Tuesday (February 07, 2012)

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

             USD      GBP      CAD      EUR        JPY

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

O/N        0.14400  0.56500  1.02200  0.28143  0.10857

1 Week     0.19500  0.61156  1.08050  0.33286  0.11786

2 Weeks    0.22100  0.64406  1.12650  0.38214  0.12357

1 Month    0.25700  0.76256  1.19200  0.60071  0.14429

2 Months   0.38100  0.87650  1.28800  0.78357  0.15857

3 Months   0.52000  1.07706  1.38800  1.01786  0.19571

4 Months   0.60900  1.17594  1.43200  1.12829  0.24071

5 Months   0.68705  1.28169  1.48400  1.22714  0.29286

6 Months   0.76600  1.39150  1.54200  1.33857  0.33571

7 Months   0.81585  1.47938  1.57600  1.40500  0.38571

8 Months   0.86490  1.56588  1.60600  1.46757  0.43071

9 Months   0.91330  1.65538  1.64600  1.52529  0.47429

10 Months  0.96390  1.73656  1.70800  1.58171  0.50357

11 Months  1.02020  1.81250  1.79000  1.63929  0.52857

12 Months  1.08020  1.89238  1.87200  1.69214  0.55429

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