London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (March 30, 2007).

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

Rates at 11:00 London time Friday (March 30, 2007)

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

             USD      GBP      CAD      EUR           JPY

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

O/N        5.47813  5.37875     -     3.94000     0.68750

1 Week     5.31813  5.38250     -     3.86000     0.67150

2 Weeks    5.31725  5.40563     -     3.85750     0.66513

1 Month    5.32000  5.47000     -     3.86613     0.66500

2 Months   5.34000  5.54125     -     3.87825     0.66738

3 Months   5.35000  5.61688     -     3.92738     0.66875

4 Months   5.34000  5.64563     -     3.97463     0.67775

5 Months   5.33331  5.68250     -     4.01063     0.69063

6 Months   5.32969  5.72500     -     4.04475     0.70438

7 Months   5.31375  5.75375     -     4.08000     0.71813

8 Months   5.29750  5.78375     -     4.10475     0.73000

9 Months   5.28125  5.80750     -     4.13000     0.74250

10 Months  5.26000  5.82500     -     4.14888     0.75625

11 Months  5.24000  5.84188     -     4.16663     0.76750

12 Months  5.22000  5.86125     -     4.18000     0.78150

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