London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Monday (May 21, 2007).

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Rates at 11:00 London time Monday (May 21, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.30000  5.58625     -     3.84125     0.58750

1 Week     5.31425  5.60250     -     3.85150     0.60375

2 Weeks    5.32000  5.61875     -     3.86000     0.61188

1 Month    5.32000  5.65000     -     3.94163     0.62438

2 Months   5.34000  5.69000     -     4.03788     0.64688

3 Months   5.36000  5.75688     -     4.08000     0.66750

4 Months   5.36656  5.79625     -     4.12613     0.69813

5 Months   5.37000  5.83438     -     4.17100     0.72563

6 Months   5.37563  5.87625     -     4.21363     0.75125

7 Months   5.37625  5.91250     -     4.25100     0.77375

8 Months   5.37750  5.94750     -     4.29188     0.79250

9 Months   5.37813  5.97750     -     4.32538     0.81000

10 Months  5.37438  6.00500     -     4.35088     0.82750

11 Months  5.37063  6.02500     -     4.37863     0.84438

12 Months  5.36688  6.04750     -     4.40013     0.85875

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