London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (April 13, 2007).

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Rates at 11:00 London time Friday (April 13, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.33750  5.35875     -     3.74813     0.61875

1 Week     5.32000  5.36875     -     3.83000     0.62313

2 Weeks    5.32000  5.37875     -     3.84188     0.62563

1 Month    5.32000  5.40563     -     3.85388     0.62750

2 Months   5.34000  5.51000     -     3.88813     0.64063

3 Months   5.35688  5.59313     -     3.97063     0.65625

4 Months   5.36000  5.63000     -     4.02075     0.66688

5 Months   5.36625  5.67000     -     4.05288     0.67875

6 Months   5.37000  5.71000     -     4.09713     0.69188

7 Months   5.36844  5.74000     -     4.13675     0.71125

8 Months   5.36375  5.77000     -     4.16075     0.72688

9 Months   5.36063  5.80125     -     4.19700     0.74125

10 Months  5.34844  5.82563     -     4.22200     0.75313

11 Months  5.33969  5.84750     -     4.24000     0.76750

12 Months  5.32875  5.86500     -     4.26000     0.78250

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