London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Monday (April 16, 2007).

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Rates at 11:00 London time Monday (April 16, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.34375  5.35625     -     3.69500     0.61750

1 Week     5.32000  5.37000     -     3.83963     0.62250

2 Weeks    5.32000  5.38125     -     3.84875     0.62625

1 Month    5.32000  5.41563     -     3.85638     0.63063

2 Months   5.34000  5.51875     -     3.88763     0.64188

3 Months   5.35875  5.60000     -     3.97438     0.65875

4 Months   5.36500  5.64000     -     4.02438     0.66813

5 Months   5.37000  5.67875     -     4.05763     0.68000

6 Months   5.37406  5.71875     -     4.10013     0.69625

7 Months   5.37500  5.75125     -     4.13663     0.71813

8 Months   5.37750  5.78375     -     4.16913     0.73313

9 Months   5.37813  5.81250     -     4.20475     0.74688

10 Months  5.36750  5.84000     -     4.22938     0.76250

11 Months  5.36031  5.86125     -     4.25188     0.77500

12 Months  5.35250  5.88250     -     4.26950     0.79125

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