London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Monday (January 23, 2012).

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

Rates at 11:00 London time Monday (January 23, 2012)

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

             USD      GBP      CAD      EUR        JPY

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

O/N        0.14450  0.57500  1.01600  0.28429  0.11000

1 Week     0.19970  0.62688  1.08050  0.37214  0.11756

2 Weeks    0.23050  0.65563  1.12850  0.44857  0.12500

1 Month    0.27630  0.77788  1.18850  0.70429  0.14429

2 Months   0.40820  0.88900  1.28000  0.88786  0.15857

3 Months   0.56010  1.08956  1.38000  1.11214  0.19571

4 Months   0.63900  1.18156  1.42450  1.22786  0.24071

5 Months   0.71250  1.28513  1.47400  1.32257  0.29286

6 Months   0.79275  1.39313  1.53000  1.42029  0.33571

7 Months   0.84300  1.48375  1.56400  1.48929  0.38571

8 Months   0.89000  1.57375  1.59650  1.54900  0.43071

9 Months   0.94455  1.65844  1.63200  1.60714  0.47429

10 Months  0.99640  1.74125  1.69600  1.66371  0.50357

11 Months  1.05095  1.81469  1.78000  1.72029  0.52857

12 Months  1.10995  1.89206  1.86200  1.77229  0.55429

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