London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Tuesday (August 07, 2007).

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Rates at 11:00 London time Tuesday (August 07, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.32750  5.85125     -     4.32188     0.57250

1 Week     5.32000  5.86000     -     4.10050     0.57938

2 Weeks    5.32438  5.87938     -     4.10875     0.59438

1 Month    5.33000  5.93688     -     4.11750     0.66500

2 Months   5.34625  6.01813     -     4.24475     0.76500

3 Months   5.36000  6.11625     -     4.32913     0.83250

4 Months   5.33000  6.13813     -     4.35463     0.85375

5 Months   5.30000  6.16125     -     4.39400     0.87375

6 Months   5.28000  6.18500     -     4.43388     0.89750

7 Months   5.25438  6.20625     -     4.45525     0.91250

8 Months   5.23125  6.22625     -     4.48000     0.92875

9 Months   5.20500  6.24750     -     4.50000     0.94000

10 Months  5.18625  6.26750     -     4.53063     0.96000

11 Months  5.17063  6.28375     -     4.55738     0.98000

12 Months  5.15750  6.30500     -     4.58600     1.00000

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