London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (March 16, 2007).

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Rates at 11:00 London time Friday (March 16, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.30313  5.36000     -     3.82875     0.64500

1 Week     5.31000  5.36875     -     3.83850     0.65000

2 Weeks    5.31813  5.38500     -     3.85375     0.84875

1 Month    5.32000  5.42125     -     3.86213     0.73500

2 Months   5.34000  5.48000     -     3.87600     0.71875

3 Months   5.35000  5.53000     -     3.89825     0.72000

4 Months   5.34000  5.56000     -     3.94163     0.72000

5 Months   5.33000  5.58875     -     3.97125     0.72375

6 Months   5.32063  5.61938     -     4.00675     0.73125

7 Months   5.30025  5.63813     -     4.02763     0.74000

8 Months   5.28163  5.65500     -     4.04563     0.74313

9 Months   5.26375  5.67000     -     4.06275     0.75500

10 Months  5.24263  5.68000     -     4.08675     0.76563

11 Months  5.22313  5.69125     -     4.09625     0.77500

12 Months  5.20313  5.70375     -     4.10625     0.78750

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