London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Wednesday (October 24, 2007).

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Rates at 11:00 London time Wednesday (October 24, 2007)

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             USD      GBP      CAD      EUR           JPY

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O/N         4.80375   5.80625    -      4.05125   0.56750

1 Week      4.84625   5.83625    -      4.11438   0.59125

2 Weeks     4.84938   5.94625    -      4.12300   0.61750

1 Month     4.85625   6.04125    -      4.16375   0.65000

2 Months    4.94750   6.15375    -      4.31000   0.76000

3 Months    5.06500   6.27500    -      4.62063   0.92250

4 Months    5.01625   6.25875    -      4.61063   0.96375

5 Months    4.95813   6.24500    -      4.60425   0.99625

6 Months    4.90000   6.23500    -      4.59813   1.03125

7 Months    4.84875   6.21500    -      4.58975   1.04250

8 Months    4.80500   6.19875    -      4.58513   1.05375

9 Months    4.76750   6.18625    -      4.57925   1.06500

10 Months   4.73625   6.16875    -      4.57625   1.07500

11 Months   4.70875   6.15500    -      4.57375   1.08688

12 Months   4.68625   6.14250    -      4.57313   1.09875

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