London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (May 11, 2007).

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

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             USD      GBP      CAD      EUR           JPY

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O/N        5.30063  5.60250     -     3.70525     0.60875

1 Week     5.31450  5.61063     -     3.84800     0.61375

2 Weeks    5.31975  5.62375     -     3.84938     0.62000

1 Month    5.32000  5.65750     -     3.87475     0.62688

2 Months   5.34000  5.69625     -     4.00800     0.65000

3 Months   5.36000  5.76188     -     4.06013     0.66563

4 Months   5.36000  5.79750     -     4.09088     0.69125

5 Months   5.36000  5.82625     -     4.12800     0.71875

6 Months   5.35875  5.85875     -     4.16000     0.74750

7 Months   5.35063  5.88625     -     4.18775     0.76750

8 Months   5.34250  5.91000     -     4.22213     0.78563

9 Months   5.33188  5.93000     -     4.24563     0.80438

10 Months  5.31875  5.95000     -     4.26713     0.82000

11 Months  5.30563  5.97000     -     4.28788     0.83688

12 Months  5.29188  5.98500     -     4.30250     0.85375

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