London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Thursday (February 04, 2010).

=======================================================

Rates at 11:00 London time Thursday (February 04, 2010)

=======================================================

             USD       GBP      CAD      EUR        JPY

-------------------------------------------------------

0/N        0.17188  0.51750   0.25333  0.28125  0.11875

1 Week     0.20750  0.51500   0.26500  0.31000  0.13125

2 Week     0.21688  0.51813   0.27500  0.32375  0.14000

1 Month    0.22844  0.52250   0.30000  0.38563  0.15500

2 Months   0.23906  0.54938   0.35000  0.47250  0.19563

3 Months   0.24875  0.61563   0.42750  0.60625  0.25500

4 Months   0.27750  0.69438   0.51583  0.70750  0.34000

5 Months   0.32031  0.77000   0.60833  0.80375  0.39438

6 Months   0.38500  0.84563   0.70167  0.92625  0.46063

7 Months   0.45563  0.92063   0.79500  0.96875  0.51125

8 Months   0.53438  0.99625   0.89500  1.02000  0.55438

9 Months   0.61500  1.07000   0.99333  1.07750  0.60375

10 Months  0.69125  1.13625   1.07583  1.11500  0.62813

11 Months  0.76719  1.20000   1.15333  1.16125  0.65688

12 Months  0.84594  1.26625   1.24500  1.20625  0.68313

=======================================================