London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Thursday (June 28, 2007).

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

Rates at 11:00 London time Thursday (June 28, 2007)

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

             USD      GBP      CAD      EUR           JPY

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

O/N        5.39875  5.69500     -     4.08688     0.63500

1 Week     5.32000  5.68125     -     4.08688     0.63750

2 Weeks    5.32000  5.73000     -     4.09375     0.64250

1 Month    5.32000  5.82000     -     4.11363     0.64500

2 Months   5.34000  5.90038     -     4.12963     0.69188

3 Months   5.36000  5.97313     -     4.17400     0.75781

4 Months   5.36938  6.01875     -     4.22088     0.79250

5 Months   5.37406  6.06813     -     4.26025     0.82188

6 Months   5.38000  6.10688     -     4.31225     0.86063

7 Months   5.38688  6.14250     -     4.35650     0.88438

8 Months   5.38938  6.17938     -     4.38950     0.90750

9 Months   5.39375  6.21563     -     4.42913     0.93188

10 Months  5.39719  6.24875     -     4.46613     0.95375

11 Months  5.40031  6.27938     -     4.49825     0.97625

12 Months  5.40375  6.30875     -     4.52750     0.99625

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