London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Thursday (August 16, 2007).

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Rates at 11:00 London time Thursday (August 16, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.12125  5.93125     -     4.03125     0.64125

1 Week     5.38875  6.18375     -     4.12188     0.65875

2 Weeks    5.42375  6.34375     -     4.20313     0.68750

1 Month    5.53750  6.51625     -     4.35688     0.74375

2 Months   5.52375  6.56250     -     4.49875     0.85125

3 Months   5.51000  6.60000     -     4.57813     0.94000

4 Months   5.45813  6.57625     -     4.59188     0.97000

5 Months   5.41625  6.55000     -     4.60000     0.99750

6 Months   5.37875  6.52875     -     4.60938     0.02125

7 Months   5.33063  6.51250     -     4.61625     1.03375

8 Months   5.28313  6.50875     -     4.62438     1.04500

9 Months   5.23875  6.49750     -     4.63125     1.05875

10 Months  5.21063  6.49625     -     4.64063     1.07250

11 Months  5.18688  6.49500     -     4.64155     1.08500

12 Months  5.16188  6.49375     -     4.64938     1.09500

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