London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Tuesday (May 29, 2012).

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

Rates at 11:00 London time Tuesday (May 29, 2012)

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

             USD      GBP      CAD      EUR        JPY

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

O/N        0.15400  0.55063  1.00000  0.25750  0.10871

1 Week     0.19160  0.57250  1.03500  0.27286  0.11800

2 Weeks    0.21475  0.59688  1.07500  0.28457  0.12514

1 Month    0.23875  0.67188  1.11700  0.33321  0.14429

2 Months   0.34575  0.79188  1.21400  0.41714  0.15786

3 Months   0.46685  0.99500  1.31900  0.59893  0.19571

4 Months   0.56710  1.10250  1.40100  0.70271  0.23857

5 Months   0.64965  1.21188  1.48400  0.79729  0.29371

6 Months   0.73640  1.31313  1.56600  0.90550  0.33586

7 Months   0.79850  1.40925  1.64900  0.97050  0.38586

8 Months   0.85220  1.49625  1.74100  1.02521  0.43229

9 Months   0.90805  1.58638  1.81600  1.06721  0.47443

10 Months  0.96115  1.67600  1.88200  1.11964  0.50157

11 Months  1.01145  1.75600  1.96500  1.16943  0.52729

12 Months  1.06920  1.83838  2.03600  1.23000  0.55229

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