London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Tuesday (June 12, 2007).

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Rates at 11:00 London time Tuesday (June 12, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.30250  5.62000     -     3.85625     0.60750

1 Week     5.32000  5.62000     -     4.09675     0.61250

2 Weeks    5.32000  5.63000     -     4.10000     0.62250

1 Month    5.32000  5.66813     -     4.11188     0.64125

2 Months   5.34000  5.74938     -     4.12000     0.67688

3 Months   5.36000  5.83750     -     4.14275     0.74000

4 Months   5.37500  5.88125     -     4.19700     0.78375

5 Months   5.38625  5.93063     -     4.24000     0.81500

6 Months   5.40000  5.98375     -     4.27200     0.84375

7 Months   5.41156  6.03000     -     4.32275     0.86750

8 Months   5.42563  6.07000     -     4.36000     0.89063

9 Months   5.43881  6.11000     -     4.39575     0.91750

10 Months  5.44819  6.14375     -     4.43013     0.93938

11 Months  5.45819  6.17688     -     4.46313     0.96188

12 Months  5.46819  6.20875     -     4.49988     0.98375

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