London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (October 12, 2007).

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Rates at 11:00 London time Friday (October 12, 2007)

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             USD      GBP      CAD       EUR          JPY

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O/N        4.85500   5.85000     -      4.03125   0.63000

1 Week     4.94750   5.87875     -      4.05625   0.63375

2 Weeks    4.98875   5.95625     -      4.09875   0.65500

1 Month    5.06000   6.08813     -      4.20000   0.72250

2 Months   5.13375   6.18375     -      4.35938   0.84938

3 Months   5.22375   6.28000     -      4.68375   0.99750

4 Months   5.18750   6.28000     -      4.67000   1.01750

5 Months   5.15875   6.27625     -      4.66000   1.04125

6 Months   5.13750   6.27125     -      4.65813   1.07375

7 Months   5.11125   6.26000     -      4.65250   1.08625

8 Months   5.08375   6.24938     -      4.65000   1.09750

9 Months   5.05750   6.23500     -      4.65000   1.11063

10 Months  5.03500   6.22625     -      4.65000   1.12500

11 Months  5.01625   6.21625     -      4.65000   1.13250

12 Months  4.99500   6.20500     -      4.65000   1.14500

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