Fn 4.0-> +0-00 to 101-01               Gn 4.0-> unchanged at 100-09+

Fn 4.5-> +0-04  to 102-20+            Gn 4.5-> +0-02 to 103-11

Fn 5.0-> +0-03  to 103-11              Gn 5.0-> +0-06 to 104-01+

Fn 5.5-> 0-00 to 103-19                 Gn 5.5-> +0-01 to 104-07

Fn 6.0-> -0-00+ to 103-26+            Gn 6.0-> -0-02 to 104-02

LIBOR FIXINGS

O/N -> 0.10250

1 MONTH -> 0.38625

3 MONTH -> 1.35375

6 MONTH -> 1.38625

12 MONTH -> 1.925

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