London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (April 02, 2010).

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

Rates at 11:00 London time Friday (April 02, 2010)

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

             USD      GBP      CAD      EUR        JPY

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

0/N        0.21950  0.53813  0.26750  0.28125  0.11750

1 Week     0.23388  0.53875  0.29750  0.30563  0.13125

2 Week     0.23725  0.53813  0.30500  0.32188  0.14125

1 Month    0.24863  0.54750  0.32833  0.36563  0.15563

2 Months   0.26694  0.57688  0.35417  0.44625  0.18813

3 Months   0.29150  0.64719  0.41167  0.57563  0.24125

4 Months   0.32850  0.71938  0.51083  0.68000  0.32688

5 Months   0.37063  0.79375  0.61583  0.77500  0.38250

6 Months   0.44156  0.88250  0.72083  0.88188  0.44875

7 Months   0.51563  0.96188  0.82250  0.94438  0.50688

8 Months   0.58906  1.03875  0.92417  0.99813  0.54750

9 Months   0.67125  1.11500  1.03083  1.05438  0.59563

10 Months  0.75294  1.18813  1.12667  1.09938  0.62125

11 Months  0.83375  1.25188  1.20667  1.14500  0.65000

12 Months  0.91500  1.31813  1.30917  1.18875  0.67750

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