London Interbank Offered Rates (LIBOR) on Friday (May 11, 2007).
=========================================================
Rates at 11:00 London time Friday (May 11, 2007)
=========================================================
USD GBP CAD EUR JPY
---------------------------------------------------------
O/N 5.30063 5.60250 - 3.70525 0.60875
1 Week 5.31450 5.61063 - 3.84800 0.61375
2 Weeks 5.31975 5.62375 - 3.84938 0.62000
1 Month 5.32000 5.65750 - 3.87475 0.62688
2 Months 5.34000 5.69625 - 4.00800 0.65000
3 Months 5.36000 5.76188 - 4.06013 0.66563
4 Months 5.36000 5.79750 - 4.09088 0.69125
5 Months 5.36000 5.82625 - 4.12800 0.71875
6 Months 5.35875 5.85875 - 4.16000 0.74750
7 Months 5.35063 5.88625 - 4.18775 0.76750
8 Months 5.34250 5.91000 - 4.22213 0.78563
9 Months 5.33188 5.93000 - 4.24563 0.80438
10 Months 5.31875 5.95000 - 4.26713 0.82000
11 Months 5.30563 5.97000 - 4.28788 0.83688
12 Months 5.29188 5.98500 - 4.30250 0.85375
=========================================================