London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Monday (January 22, 2007).

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

Rates at 11:00 London time Monday (January 22, 2007)

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

             USD      GBP      CAD      EUR           JPY

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

O/N        5.28813  5.35250     -     3.58375     0.41750

1 Week     5.30063  5.36125     -     3.59025     0.40250

2 Weeks    5.31000  5.38000     -     3.60000     0.40375

1 Month    5.32000  5.44875     -     3.61225     0.40500

2 Months   5.34375  5.53063     -     3.66988     0.47500

3 Months   5.36000  5.60813     -     3.75688     0.52500

4 Months   5.37000  5.65750     -     3.80675     0.54500

5 Months   5.38000  5.70750     -     3.84763     0.56500

6 Months   5.39438  5.74750     -     3.89538     0.58563

7 Months   5.40000  5.78125     -     3.93600     0.60625

8 Months   5.40438  5.81500     -     3.96900     0.62500

9 Months   5.41000  5.84938     -     3.00475     0.64500

10 Months  5.41000  5.87313     -     4.03513     0.66500

11 Months  5.40813  5.89563     -     4.05250     0.68375

12 Months  5.40688  5.91500     -     4.07938     0.70375

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