London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Tuesday (May 10, 2011).

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

Rates at 11:00 London time Tuesday (May 10, 2011)

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

             USD      GBP      CAD      EUR        JPY

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

0/N        0.13225  0.57588  0.96983  1.05000  0.11188

1 Week     0.16940  0.58838  1.01750  1.18350  0.12000

2 Week     0.18000  0.59750  1.04483  1.19975  0.12500

1 Month    0.20025  1.62563  1.08250  1.20125  0.14313

2 Months   0.23375  0.70000  1.12950  1.24688  0.16000

3 Months   0.26400  0.82188  1.20000  1.38063  0.19563

4 Months   0.30688  0.89438  1.27500  1.46000  0.24313

5 Months   0.36700  1.00063  1.34300  1.54875  0.29875

6 Months   0.42125  1.10938  1.40300  1.66575  0.34438

7 Months   0.47725  1.19563  1.49133  1.73750  0.39313

8 Months   0.53025  1.28250  1.57250  1.81625  0.44125

9 Months   0.58025  1.36375  1.64917  1.89875  0.48563

10 Months  0.63325  1.44500  1.74133  1.97625  0.51188

11 Months  0.68600  1.51625  1.83117  2.04250  0.53750

12 Months  0.74350  1.58344  1.92167  2.11625  0.56188

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