London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Wednesday (August 29, 2007).

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Rates at 11:00 London time Wednesday (August 29, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N        5.64500  5.90000     -     4.05375     0.64750

1 Week     5.60000  6.06500     -     4.15000     0.67000

2 Weeks    5.59375  6.27000     -     4.22875     0.70375

1 Month    5.56500  6.50250     -     4.43000     0.73875

2 Months   5.55000  6.55375     -     4.57750     0.85750

3 Months   5.54125  6.60750     -     4.73125     0.97500

4 Months   5.49938  6.58625     -     4.73250     1.01500

5 Months   5.45875  6.56625     -     4.73375     1.05375

6 Months   5.42750  6.55250     -     4.73250     1.09000

7 Months   5.36625  6.54375     -     4.73750     1.10625

8 Months   5.30750  6.53375     -     4.74563     1.11813

9 Months   5.25750  6.52375     -     4.74750     1.12875

10 Months  5.23125  6.51375     -     4.75000     1.13875

11 Months  5.20625  6.50563     -     4.75500     1.14500

12 Months  5.18000  6.50000     -     4.75375     1.15500

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