London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Monday (July 16, 2007).

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

Rates at 11:00 London time Monday (July 16, 2007)

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

             USD      GBP      CAD      EUR           JPY

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

O/N        5.34750  5.85000     -     4.08025     0.59250

1 Week     5.31513  5.86163     -     4.08938     0.59750

2 Weeks    5.32000  5.87375     -     4.09188     0.60688

1 Month    5.32000  5.90563     -     4.10563     0.62563

2 Months   5.34000  5.95000     -     4.13000     0.70625

3 Months   5.36000  6.01000     -     4.21438     0.77375

4 Months   5.37000  6.06000     -     4.26863     0.80375

5 Months   5.38000  6.10000     -     4.30288     0.83250

6 Months   5.38656  6.14500     -     4.36900     0.86688

7 Months   5.39188  6.18313     -     4.40913     0.89063

8 Months   5.40000  6.22000     -     4.44200     0.91375

9 Months   5.40688  6.25188     -     4.48838     0.93906

10 Months  5.41000  6.28375     -     4.52288     0.96500

11 Months  5.41719  6.31563     -     4.55863     0.98500

12 Months  5.42031  6.34500     -     4.58725     1.00750

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