London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Wednesday (May 25, 2011).

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

Rates at 11:00 London time Wednesday (May 25, 2011)

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

             USD      GBP      CAD      EUR        JPY

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

0/N        0.12900  0.56438  0.98833  1.13875  0.11000

1 Week     0.16330  0.58650  1.02583  1.16038  0.11750

2 Week     0.17200  0.59750  0.05000  1.16250  0.12375

1 Month    0.19235  0.62500  1.09167  1.19500  0.13938

2 Months   0.22475  0.70000  1.12667  1.24000  0.16000

3 Months   0.25450  0.82625  1.19750  1.38438  0.19563

4 Months   0.29525  0.89750  1.26958  1.46813  0.24188

5 Months   0.35025  1.00313  1.33458  1.55625  0.29750

6 Months   0.40375  1.10688  1.39917  1.66950  0.34188

7 Months   0.45975  1.19313  1.48500  1.73863  0.39063

8 Months   0.51300  1.28000  1.56500  1.81313  0.43750

9 Months   0.56475  1.36188  1.64000  1.89563  0.48188

10 Months  0.62175  1.44563  1.73042  1.97125  0.51063

11 Months  0.67305  1.51688  1.82125  2.03563  0.53625

12 Months  0.73125  1.58563  1.91208  2.11125  0.56063

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