London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Monday (March 14, 2011).

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

Rates at 11:00 London time Monday (March 14, 2011)

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

             USD      GBP      CAD      EUR        JPY

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

0/N        0.21350  0.55625  0.96917  0.69000  0.11063

1 Week     0.24320  0.57813  1.00167  0.78125  0.11750

2 Week     0.24620  0.58438  1.03917  0.80875  0.12188

1 Month    0.25350  0.61313  1.08333  0.85063  0.13375

2 Months   0.28350  0.68375  1.14250  0.98250  0.15563

3 Months   0.30900  0.80688  1.21083  1.12625  0.19250

4 Months   0.35050  0.88938  1.27750  1.22188  0.24313

5 Months   0.40830  0.99438  1.34750  1.32188  0.30000

6 Months   0.46100  1.11188  1.41667  1.44375  0.34625

7 Months   0.51350  1.19563  1.50250  1.51938  0.39500

8 Months   0.56675  1.28188  1.59167  1.59438  0.44438

9 Months   0.61325  1.36438  1.67917  1.67125  0.49000

10 Months  0.66600  1.44563  1.76417  1.74250  0.51688

11 Months  0.72000  1.51438  1.85250  1.81375  0.54250

12 Months  0.77750  1.58438  1.94333  1.88875  0.57000

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