PRICING SUPPLEMENT

gSONALgj

WORLD BANK

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ION AND'DS

INTERNATIONAL BANK FOR RECONSTRUCTION ANDDEVELOPMENT

Global Debt Issuance Facility

No. 3630

USD 50,000,000Principal Protected Notes due 2018Linked to a Basket of Equity Indices

SOCIETE GENERALE

The date of this Pricing Supplement is May 13, 2008

This document ("Pricing Supplement") is issued to give details of an issue of USD 50,000,000 PrincipalProtected Notes due 2018 Linked to a Basket of Equity Indices (the "Notes") by International Bank forReconstruction and Development (the "Bank") under its Global Debt Issuance Facility.

This Pricing Supplement supplements the terms and conditions in, and incorporates by reference, theProspectus dated October 7, 1997, and all documents incorporated by reference therein (the "Prospectus"),and should be read in conjunction with the Prospectus. Unless otherwise defined in this Pricing Supplement,terms used herein have the same meaning as in the Prospectus.

In addition, certain capitalized terms used in this Pricing Supplement have the respective meanings given tothem in the Executive Summary, the Risk Factors, the Terms and Conditions of the Notes or in the Schedule.

The Notes will be direct obligations of International Bank for Reconstruction and Development. TheNotes are not conventional notes or debt securities in that they do not provide the holder with a returnat maturity that is determinable prior to maturity.

The Notes are not obligations of any government.

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CONTENTS PAGE

...... .I .............................EXECUTIVE SUMMARY .........................

RISK FACTORS .........................................

TERMS AND CONDITIONS .....................

SCHEDULE ................................................

......................... ..............................4

........................ ............................... 7

........................ .............................12

..................................................... 21

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EXECUTIVE SUMMARY

The following is an executive summary of the provisions of the Notes only and is qualified in its entirety by

reference to the more detailed information contained elsewhere in this Pricing Supplement. Capitalized terms

used in this summary have the meanings set forth elsewhere in this Pricing Supplement.

Issuer: International Bank for Reconstruction and Development

Securities: Principal Protected Notes due 2018 (the "Notes") Linked to a Basketof Equity Indices. Issued under the Bank's Global Debt IssuanceFacility.

Credit Rating: Standard & Poor's, a division of The McGraw-hill Companies, Inc.,and Moody's Investors Services Inc. have rated the Bank's Global DebtIssuance Facility AAA/Aaa.

Aggregate Principal Amount: USD 50,000,000

Issue Price: 100%

Denomination: USD 1,000 per Note

Issue Date: May 16, 2008

Trade Date: May 7, 2008

Maturity Date: May 16, 2018

Relevant Business Day: London and New York using Following Business Day Convention.

Basket: The Basket will consist of the following equity indices (each, a"Reference Index" or "Index" and collectively, the "ReferenceIndices"), weighted as follows:

103.80 %

Subject to the occurrence of a Market Disruption Event, theRedemption Amount per Authorized Denomination on the MaturityDate is an amount in USD equal to:

(a) If the Minimum Redemption Amount is 100% of the AuthorizedDenomination:

the Authorized Denomination plus the Authorized Denominationtimes the Participation Rate times the Basket Return;

(b) If the Minimum Redemption Amount is 145% (i.e. 100% plus the

Rate:

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Lock-in) of the Authorized Denomination:

the Authorized Denomination plus the Authorized Denominationtimes the Participation Rate times the greater of 45% (i.e. theLock-in) and the Basket Return.

Minimum Redemption Amount: Either 100% of the Authorized Denomination or if at any time duringthe Observation Period the Basket Return is equivalent to or greaterthan 45% (i.e. the Lock-in), 145% (i.e. 100% plus the Lock-in) of theAuthorized Denomination.

Lock-in: 45%

Index Return: ( Final Index — Initial Index)Initial Index

where:

"Initial Index" is the official Reference Index level on the relevantexchange on the Trade Date; and

"Final Index" is the official Reference Index level on the relevantexchange on the relevant Valuation Date.

Basket Return: The performance of the Basket, expressed as a percentage, calculatedas follows:

(wix WI) +(w2xIR2)+(w3xIR3)

subject to a minimum of 0%

where:

"w" is the weight of each Reference Index in the Basket; and

"IR" is the Index Return of each Reference Index.

Rounding: All amounts and percentages resulting from the calculation of theIndex Return and Basket Return will be rounded, if necessary, to thenearest six decimal places (with .0000005 being rounded upwards).

Observation Period: and inclFrom including) the Trade Date, to(and g) (but excluding) the FinalValuation Date, subject to the occurrence of a Market DisruptionEvent.

An observation of each of the Reference Indices will be taken on eachScheduled Trading Day (each, an "Observation Date") in theObservation Period based on the official closing level for suchReference Index on such Scheduled Trading Day, subject to theoccurrence of a Market Disruption Event.

Final Valuation Date: May 8, 2018, and if such date is not a Scheduled Trading Day, then theFinal Valuation Date will be the next Scheduled Trading Day. TheFinal Valuation Date is subject to the occurrence of a MarketDisruption Event.

Valuation Date: Each Observation Date and the Final Valuation Date, or, if any suchdate is not a Scheduled Trading Day, the next following ScheduledTrading Day unless, in the opinion of the Calculation Agent, such dayis a Disrupted Day. If such day is a Disrupted Day, alternativeprovisions apply as provided elsewhere herein, subject to there being amaximum of eight Disrupted Days.

Adjustments to Reference Each Reference Index is subject to adjustment by the CalculationIndices: Agent in certain circumstances provided elsewhere herein, including if

such Reference Index is not calculated and announced by the relevantIndex Sponsor, or such Reference Index is replaced by a successorindex, or such Reference Index is modified as to the method ofcalculating such Reference Index or such Reference Index is cancelled.

Market Disruption Events: Certain events that prevent the Calculation Agent from calculating theReference Index closing levels on a Valuation Date and fromcalculating the Basket Return. The Calculation Agent will determinewhether or not one has occurred.

A Market Disruption Event includes a trading or exchange disruptionfor component securities of the Reference Index on its principal tradingexchange, a trading or exchange disruption on a related exchange inrespect of futures or options relating to the Index that the CalculationAgent determines is material, and an unexpected closure of theprincipal trading exchange or a related exchange prior to the scheduledclosing time, all as more fully described elsewhere herein.

Dealer: SOCIETE GENERALE ("Dealer")

Calculation Agent: SOCIETE GENERALE. The Calculation Agent will be responsible formaking, in particular, determinations relating to Valuation Dates,Adjustments to the Reference Indices and Market Disruption Events.The Calculation Agent may be subject to certain potential conflicts ofinterest described in "Risk Factors".

Clearing Systems: Euroclear Bank S.AJN.V. ("Euroclear") and Clearstream Banking,societe anonyme ("Clearstream, Luxembourg ").

Rank: The Notes constitute direct, unsecured obligations of the Bank rankingpari passu, without any preference among themselves, with all theirother obligations that are unsecured and unsubordinated. The Notes arenot obligations of any government.

Applicable law: English law.

Risk factors: Noteholders should consider carefully the factors set out under "RiskFactors" in this Pricing Supplement before reaching a decision to buythe Notes.

RISK FACTORS

An investment in the Notes involves certain risks. Accordingly, you should consider carefully all of the

information set out in this Pricing Supplement and, in particular, the considerations described below, before

making any decision to invest in the Notes. Capitalized terms used in this section and not otherwise defined

shall have the meanings set forth elsewhere in this Pricing Supplement.

Suitability of Investment

An investment in the Notes is only suitable for investors who have the requisite knowledge and experience infinancial and business matters to evaluate the information contained in the Prospectus and this PricingSupplement, who have made their own independent decision to invest in the Notes and as to whether theNotes are appropriate for them, who are capable of bearing the economic risk of an investment in the Notes,who are acquiring the Notes for their own account for investment, not with a view to resale and whorecognize that it may not be possible to make any transfer of the Notes for a substantial period of time, if atall.

The Notes do not pay interest; the Notes may not pay more than the Principal Amount atmaturity

The Notes will not pay interest. Noteholders may receive less at maturity than they could have earned onordinary interest-bearing debt securities with similar maturities, since the Redemption Amount at maturity isbased on the Basket Return. If the Basket Return is negative or zero, Noteholders will receive only thePrincipal Amount of their Notes at maturity. The return of only the Principal Amount at maturity may not beenough to compensate Noteholders for any loss in value due to inflation and other factors relating to the valueof money over time.

The formula for determining the Redemption Amount does not take into account the BasketReturn prior to the Final Valuation Date unless the Minimum Redemption Amount isincreased

A positive Basket Return during the term of the Notes before the Final Valuation Date on which the finalBasket Return is calculated will not be reflected in the calculation of the Redemption Amount payable atmaturity unless the Minimum Redemption Amount has increased in accordance with its terms. TheCalculation Agent will calculate the Redemption Amount by taking into account the final Basket Return atmaturity. The Basket Return on each Observation Date will be used to determine if the Minimum RedemptionAmount should be increased. If the Minimum Redemption Amount has not been increased, Noteholders mayreceive only the Principal Amount of their Notes at maturity even if the Basket Return has been positive atcertain times during the term of the Notes before becoming negative or zero at the Maturity Date.

An investment in the Notes is not the same as an investment in the stocks underlying theReference Indices or a security directly linked to the Reference Indices

The payment of dividends on the stocks which comprise, or underlie, the Reference Indices has no effect onthe calculation of the index level for such Reference Indices. Therefore, the return on the Noteholders'investment based on the percentage change in such Reference Indices is not the same as the total return basedon the purchase of those underlying stocks held for a similar period. As investors in the Notes, Noteholders

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will not have voting rights or any right to receive dividends or other distributions or any other rights withrespect to the stocks that underlie the Reference Indices.

The market price of the Notes may be influenced by many factors

The Notes are not designed to be short-term trading instruments. Many factors, most of which are beyond theBank's control, will influence the value of the Notes and the price at which the Dealer may be willing topurchase or sell the Notes in the secondary market, including: the current level of the Reference Indices,interest and yield rates in the market, the volatility of the Reference Indices, economic, financial, political andregulatory or judicial events that affect the securities underlying the Reference Indices or stock marketsgenerally and which may affect the appreciation of the Reference Indices, the time remaining to the maturityof the Notes, the dividend rate on the stocks underlying the Reference Indices, the Bank's creditworthinessand early sales charges, if any. In addition, the original issue price of the Notes includes the Dealer'scompensation and the cost of hedging the Bank's obligations under the Notes. The inclusion in the Issue Priceof the Dealer's compensation and the cost of hedging is likely to adversely affect the price at which a personmay be willing to purchase the Notes, if at all. Such cost includes the expected cost of providing such hedge,as well as the profit the hedging counterparty expects to realize in consideration for assuming the risksinherent in providing such hedge. As a result, assuming no change in market conditions or any other relevantfactors, the price, if any, at which a person will be willing to purchase Notes, if at all, will likely be lower thanthe original issue price.

Some or all of these factors may influence the price that Noteholders will receive if they choose to sell theirNotes prior to maturity. The impact of any of the factors set forth above may enhance or offset some or all ofany change resulting from another factor or factors.

Noteholders' principal is protected only if they hold their Notes to maturity

Noteholders will receive at least the Minimum Redemption Amount (which will be at least 100% of theprincipal amount of the Notes) only if they hold their Notes to maturity. If Noteholders sells their Notes in thesecondary market prior to maturity, however, they will not receive principal protection or any minimum totalreturn on the portion of their Notes sold. Noteholders should be willing to hold their Notes until maturity.

Noteholders have no recourse to the Index Sponsors or to the issuers of the stocks comprisingthe Reference Indices

Noteholders will have no rights against the Index Sponsors, as sponsors of the Reference Indices, or againstany issuer of a stock comprising the Reference Indices. The Notes are not sponsored, endorsed, sold orpromoted by any Index Sponsor or any such issuer. No Index Sponsor nor any such issuer has passed on thelegality or suitability of, or the accuracy or adequacy of descriptions and disclosures relating to, the Notes. NoIndex Sponsor nor any such issuer makes any representation or warranty, express or implied, to prospectiveinvestors in the Notes or any member of the public regarding the advisability of investing in the securitiesgenerally or the Notes particularly, or the ability of the Reference Indices to track general stock performance.The Index Sponsors have no obligation to take the needs of the Bank or the needs of the Noteholders intoconsideration in determining, composing or calculating the Reference Indices. No Index Sponsor nor anyissuer of a stock comprising the Reference Indices is responsible for, and none of them has participated in thedetermination of, the timing, prices or quantities of the Notes to be issued. No Index Sponsor nor any suchissuer has any liability in connection with the administration, marketing or trading of the Notes.

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Noteholders do not own the component stocks of any Reference Index; and movements in theReference Indices may not correlate with each other

Noteholders will not have voting rights, rights to receive cash dividends or other distributions or other rightsthat holders of securities comprising the Reference Indices would have. Returns on the Notes will not reflectthe return an investor would realize if it actually owned the common stocks of any of the companies includedin the Reference Indices and received the dividends paid on those stocks because the final level reflects theprices of the common stocks in the Reference Indices on a Valuation Date without taking into considerationthe value of dividends paid on those stocks.

In addition, price movements in the Reference Indices may not correlate with each other. That is, the value ofa Reference Index or Reference Indices may increase while the value of another Reference Index or otherReference Indices either increases by a lesser amount or decreases. Therefore, increases in the value of one ofthe Reference Indices may be moderated, or more than offset, by lesser increases or decreases in the level ofanother Reference Index or Reference Indices in calculating the Basket Return on any Valuation Date.

Historical performance of the Reference Indices is not indicative of future performance

The future performance of the Reference Indices cannot be predicted based on its historical performance. TheBank cannot guarantee that the level of the Reference Indices will increase or that Noteholders will receive atmaturity an amount any more than the Principal Amount of the Notes purchased.

One or more Index Sponsors may discontinue publication of the respective Reference Indices

If one or more Index Sponsors discontinue or suspend the calculation of the respective Reference Indices, itmay become difficult to determine the market value of the Notes or the amount payable at maturity. TheCalculation Agent may designate a successor index selected in its sole discretion. If the Calculation Agentdetermines in its sole discretion that no successor index comparable to the discontinued or suspendedReference Index or Indices exists, the amount Noteholders receive at maturity will be determined by theCalculation Agent in its sole discretion. Any of these actions could adversely affect the value of the Notes.

Adjustments to the Reference Indices could adversely affect the Notes

The Index Sponsors are responsible for calculating and maintaining the Reference Indices. The IndexSponsors can add, delete or substitute the stocks underlying the Reference Indices or make othermethodological changes that could change the value of the Reference Indices at any time. The Index Sponsorsmay discontinue or suspend calculation or dissemination of the Reference Indices. No Index Sponsor has anyobligation to consider the interests of the Noteholders in calculating or revising its Reference Index.

If one or more of these events occurs, the calculation of the Redemption Amount at maturity will be adjustedto reflect such event or events. Consequently, any of these actions could adversely affect the RedemptionAmount at maturity or the market value of the Notes or both.

The occurrence of a Disrupted Day may postpone the calculation of the Basket Return

If any Valuation Date is a Disrupted Day, such Valuation Date for each Reference Index not affected by theoccurrence of a Disrupted Day shall be the Valuation Date, and such Valuation Date for each Reference Indexaffected by the occurrence of a Disrupted Day shall be the first succeeding Scheduled Trading Day that is nota Disrupted Day relating to that Reference Index, unless each of the Scheduled Trading Days immediatelyfollowing the Valuation Date is a Disrupted Day. In that case, (i) that eighth Scheduled Trading Day shall be

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deemed to be the Valuation Date for the relevant Reference Index, notwithstanding the fact that such day is aDisrupted Day, and (ii) the Calculation Agent shall determine the value of that Reference Index as of theValuation Time (as defined below) on the eighth Scheduled Trading Day based on its good faith estimate ofthe value of each security comprised in the Reference Index.

The occurrence of a Disrupted Day may postpone the Maturity Date

If the Final Valuation Date is postponed as set forth in the "Terms and Conditions", the Maturity Date of theNotes will be postponed by one Relevant Business Day for each Relevant Business Day that the FinalValuation Date is postponed, and therefore may be postponed by up to eight Relevant Business Days . Nointerest or other payment will be payable because of any such postponement of the Maturity Date.Consequently, the occurrence of a Disrupted Day could result in a postponement of the Maturity Date, but nointerest or other payment will be payable because of such postponement. Please refer to the Terms andConditions "Maturity Date" and "Redemption Amount — Valuation Dates" in this Pricing Supplement.

Potential Conflicts of Interest

The Dealer and other members of the SOCIETE GENERALE group ("SG") may from time to time act inother capacities with regard to the Notes, including as Calculation Agent.

Because the Calculation Agent is an affiliate of the Dealer, potential conflicts of interest may exist betweenthe Calculation Agent and the Noteholders.

SG trades the stocks underlying the Basket, other financial instruments related to the Basket, and theircomponent stocks on a regular basis for their accounts and for other accounts under their management. SGmay also issue or underwrite or assist unaffiliated entities in the issuance or underwriting of other securities orfinancial instruments with returns indexed to the Basket. To the extent that SG serves as issuer, agent orunderwriter for such securities, their interests with respect to such products may be adverse to those of theNoteholders. Any of these trading activities could potentially affect the Basket level and, accordingly, couldaffect the value of the Notes and the amount payable to Noteholders at maturity. Additionally, SG may serveas issuer, agent or underwriter for issuances of securities with returns linked or related to changes in theBasket level or the stocks comprising the Basket. By introducing competing products into the marketplace inthis manner, SG could adversely affect the value of the Notes.

SG may currently or from time to time engage in business with companies whose stock is included in theBasket, including extending loans to, or making equity investments in, or providing advisory services to them,including merger and acquisition advisory services. In the course of this business, SG may acquire non-publicinformation about the companies, and such information will not be disclosed to Noteholders. In addition, SGmay publish research reports about the companies whose stock is included in the Basket. Any prospectivepurchaser of Notes should undertake such independent investigation of each company whose stock is includedin the Basket as in its judgment is appropriate to make an informed decision with respect to an investment inthe Notes.

The Bank intends to hedge its obligations under the Notes through SG; which would expect to make a profit inconnection with providing such hedge. Because the actual cost of hedging the Bank's obligations entails riskand may be influenced by market forces beyond the Bank's or the hedging counterparty's control, suchhedging may result in a profit that is more or less than expected, or it may result in a loss.

The Calculation Agent, will determine the amount the Bank will pay the Noteholders at maturity. TheCalculation Agent will also be responsible for determining whether a Market Disruption Event has occurred.The Calculation Agent may, in its sole discretion, decide that the markets have been disrupted in a manner

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that prevents it from properly valuing the Basket and calculating the amount, if any, that the Bank is requiredto pay at maturity. In such event, the Maturity Date may be postponed. It is possible that a market disruptionmay adversely affect the return that Noteholders would otherwise receive. In addition, the Calculation Agentmay make adjustments for other events. In performing these duties, the Calculation Agent may have interestsadverse to the interests of the Noteholders, which may affect the return on the Notes, particularly where theCalculation Agent is entitled to exercise discretion.

Tax consequences

You should consider the tax consequences of investing in the Notes. Please refer to the Terms and Conditions"General Information — Income Tax Considerations" in this Pricing Supplement.

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TERMS AND CONDITIONS

The following items under this heading "Terms and Conditions" are the particular terms which relate to theissue of Notes that are the subject of this Pricing Supplement. These are the only terms which form part of theform of Notes for such issue:

1 No.:

2 Aggregate Principal Amount:

3 Issue Price:

4 Issue Date:

5 Form of Notes (Condition 1(a)):

6 Authorized Denominations(Condition 1(b)):

3630

USD 50,000,000

100% of the Aggregate Principal Amount

May 16, 2008

Bearer only

USD 1,000

7 Specified Currency (Condition 1(d)): United States dollars ( "USD")

8 Maturity Date (Conditions 1(a) and May 16, 20186(a)):

9 Interest Basis: None

10 Relevant Business Day: London and New York

11 Redemption Amount (if other than Subject to the occurrence of a Market Disruption Event, thePrincipal Amount) (Condition 6(a)): Redemption Amount per Authorized Denomination on the

Maturity Date is an amount in USD equal to:

(a) If the Minimum Redemption Amount is 100% of theAuthorized Denomination:

the Authorized Denomination plus the AuthorizedDenomination times the Participation Rate times theBasket Return;

(b) If the Minimum Redemption Amount is 145% (i.e. 100%plus the Lock-in) of the Authorized Denomination:

the Authorized Denomination plus the AuthorizedDenomination times the Participation Rate times thegreater of 45% (i.e. the Lock-in) and the Basket Return.

12 Bank's Optional Redemption No.(Condition 6(e)):

13 Redemption at the Option of the No.

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Noteholders (Condition 6(f)):

14 Long Maturity Note (Condition 7(f)):

Adjustments to a Reference Index:

No.

Principal: 10 years

In the case of early redemption on event of default, theRedemption Amount shall be calculated as an amount as ifthe Final Valuation Date was five Relevant Business Daysbefore the date for early redemption, subject to the occurrenceof a Market Disruption Event.

English law

SOCIETE GENERALE will act as Calculation Agent for theNotes ("Calculation Agent").

(A) Successor Index Sponsor Calculates and Reports aReference Index:

If a Reference Index is (i) not calculated and announced bythe relevant Index Sponsor but is calculated and announcedby a successor sponsor acceptable to the Calculation Agent or(ii) replaced by a successor index using, in the determinationof the Calculation Agent, the same or substantially similarformula for and method of calculation as used in thecalculation of that Reference Index, then, in each case thatindex (the "Successor Index") will be deemed to be suchReference Index.

(B) Modification and Cessation of Calculation of a ReferenceIndex:

If (i) on or prior to the Valuation Date, in relation to aReference Index the relevant Index Sponsor makes orannounces that it will make a material change in the formulafor or the method of calculating such Reference Index or inany other way materially modifies such Reference Index(other than a modification prescribed in that formula ormethod to maintain such Reference Index in the event ofchanges in constituent stock and capitalization, contracts orcommodities or other routine events) (an "IndexModification") or permanently cancels such Index and noSuccessor Index exists (an "Index Cancellation"), or (ii) onthe Valuation Date the relevant Index Sponsor or (ifapplicable) the successor Index Sponsor fails to calculate andannounce the relevant Index (an "Index Disruption" and,

15 Prescription (Condition 8):

16 Early Redemption Amount (Condition10):

17 Governing Law of the Notes:

18 Additional Provisions Relating to theNotes:

Calculation Agent:

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together with a Reference Index Modification and aReference Index Cancellation, each an "Index AdjustmentEvent"), then:

(a) the Calculation Agent shall determine if such IndexAdjustment Event has a material effect on the Notes and, ifso, shall calculate the Basket Return using, in lieu of apublished level for such Reference Index, the level for suchReference Index as at the Valuation Time on the ValuationDate as determined by the Calculation Agent in accordancewith the formula for and method of calculating suchReference Index last in effect prior to the change, failure orcancellation, but using only those component securities thatcomprised such Reference Index immediately prior to thatIndex Adjustment Event; or

(b) on giving notice to the Noteholders in accordance withCondition 13, redeem all, but not some only, of the Notes,each Authorized Denomination being redeemed at its EarlyRedemption Amount.

(C) Notices:

Upon the occurrence of an Index Adjustment Event, theCalculation Agent shall give notice as soon as practicable tothe Noteholders in accordance with Condition 13 givingdetails of the action proposed to be taken in relation thereto.

Additional Definitions: "Basket" means a notional basket comprised of the followingthree indices (each an "Index," and, together, the "Indices"):

(i) the S&P 500® Index ("S&P 500");

(ii) TOPIX® ("TOPIX"); and

(iii) the Dow Jones EURO STOXX 50® Price Index("Eurostoxx 50"),

having the respective weightings set forth in the table below:

"Basket Return" means the percentage calculated as follows:

(wlxRl)+(w2xIR2)+(w3xIR3),

where:

"w" is the weight of each Reference Index in the Basket; and

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"IR" is the Index Return of each Reference Index.

"Index Return" means, in relation to each Reference Index,the return expressed as a percentage and calculated asfollows:

Index Return = ( Final Index — Initial Index)Initial Index

For purposes of calculating the Index Return for eachReference Index, the "Initial Index" is the official closinglevel of the relevant Reference Index on the relevantExchange on the Trade Date and the "Final Index" is theofficial closing level of the relevant Reference Index on therelevant Exchange on the applicable Valuation Date.

"Disrupted Day" means any Scheduled Trading Day onwhich a relevant Exchange or any Related Exchange fails toopen for trading during its regular trading session or on whicha Market Disruption Event has occurred.

"Early Closure" means the closure on an Exchange BusinessDay of relevant Exchange(s) relating to securities thatcomprise 20% or more of the level of the Reference Index orany Related Exchange(s) prior to its Scheduled Closing Timeunless such earlier closing time is announced by suchExchange(s) or Related Exchange(s) at least one hour prior tothe earlier of (i) the actual closing time for the regular tradingsession on such Exchange(s) or Related Exchange(s) on suchExchange Business Day and (ii) the submission deadline fororders to be entered into the Exchange or Related Exchangesystem for execution at the Valuation Time on such ExchangeBusiness Day.

"Exchange" means, in respect of each security comprising aReference Index, the exchange or quotation system on whichsuch security is listed (for the avoidance of doubt, where suchsecurity has more than one listing, "Exchange" shall mean theexchange or quotation system used by the relevant IndexSponsor when calculating the relevant Reference Index), anysuccessor to such exchange or quotation system or anysubstitute exchange or quotation system to which trading insuch security has temporarily relocated (provided that theCalculation Agent has determined that there is comparableliquidity relative to such security on such temporarysubstitute exchange or quotation system as on the originalExchange).

"Exchange Business Day" means any Scheduled TradingDay on which each Exchange and each Related Exchange areopen for trading during their respective regular trading

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sessions, notwithstanding such Exchange or RelatedExchange closing prior to its Scheduled Closing Time.

"Exchange Disruption" means any event (other than EarlyClosure) that disrupts or impairs (as determined by theCalculation Agent) the ability of market participants ingeneral (i) to effect transactions in, or obtain market valuesfor, securities that comprise 20% or more of the level of therelevant Reference Index, or (ii) to effect transactions in, orobtain market values for, futures or options contracts relatingto the relevant Reference Index on any relevant RelatedExchange.

"Final Valuation Date" means May 8, 2018, and if such dateis not a Scheduled Trading Day, then the Final Valuation Datewill be the next Scheduled Trading Day. The Final ValuationDate is subject to the occurrence of a Market DisruptionEvent.

"Index Sponsor" means the corporation or other entity that(a) is responsible for setting and reviewing the rules andprocedures and the methods of calculation and adjustments, ifany, related to the relevant Reference Index and (b)announces (directly or through an agent) the level of therelevant Reference Index on a regular basis during eachScheduled Trading Day.

The Index Sponsors of the Reference Indices are as follows:

"Issue Date" means May 16, 2008.

"Lock-in" means 45%.

"Market Disruption Event" means, in respect of aReference Index, the occurrence or existence of (i) a TradingDisruption, (ii) an Exchange Disruption, which theCalculation Agent determines is material, at any time duringthe one hour period that ends at the relevant Valuation Time,

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or (iii) an Early Closure. For the purposes of determiningwhether a Market Disruption event exists at any time, if aMarket Disruption Event occurs in respect of a securityincluded in the Reference Index at any time, then the relevantpercentage contribution of that security to the level of theReference Index shall be based on a comparison of (x) theportion of the level of the Reference Index attributable to thatsecurity and (y) the overall level of the Reference Index, ineach case immediately before the occurrence of such MarketDisruption Event.

"Minimum Redemption Amount" means either (i) 100% ofthe Authorized Denomination or (ii) if at any time during theObservation Period the Basket Return is equivalent to orgreater than 45% (i.e. the Lock-in), 145% (i.e. 100% plus theLock-in) of the Authorized Denomination.

"Observation Period" means the period from (andincluding) the Trade Date, to (but excluding) the FinalValuation Date, subject to the occurrence of a MarketDisruption Event. An observation of each of the ReferenceIndices will be taken on each Scheduled Trading Day (each,an "Observation Date") in the Observation Period based onthe official closing level for such Reference Index on suchScheduled Trading Day, subject to the occurrence of a MarketDisruption Event.

"Participation Rate" means 103.80%.

"Reference Indices" means the S&P 500, the TOPIX and theEurostoxx 50, and each is a "Reference Index".

"Related Exchange" means each exchange or quotationsystem on which options contracts and futures contractsrelating to a Reference Index are traded, any successor tosuch exchange or quotation system or any substitute exchangeor quotation system to which trading in futures or optionscontracts relating to such Reference Index has temporarilyrelocated (provided that the Calculation Agent has determinedthat there is comparable liquidity relative to the futures oroptions contracts relating to such Reference Index on suchtemporary substitute exchange or quotation system as on theoriginal Related Exchange).

"Scheduled Closing Time" means, in respect of an Exchangeor Related Exchange and a Scheduled Trading Day, thescheduled weekday closing time of such Exchange or RelatedExchange on such Scheduled Trading Day, without regard toafter hours or any other trading outside of the regular tradingsession hours.

"Scheduled Trading Day" means any day on which each

17

Exchange and Related Exchange are scheduled to be open fortrading for their respective regular trading sessions.

"Scheduled Valuation Date" means any original date that,but for the occurrence of an event causing a Disrupted Day,would have been a Valuation Date.

"Trade Date" means May 7, 2008.

"Trading Disruption" means any suspension of or limitationimposed on trading by the relevant Exchange or RelatedExchange or otherwise and whether by reason of movementsin price exceeding limits permitted by the relevant Exchangeor Related Exchange or otherwise (i) relating to securities thatcomprise 20% or more of the level of the relevant ReferenceIndex, or (ii) in futures or options contracts relating to therelevant Reference Index on any relevant Related Exchange.

"Valuation Date" means each Observation Date and the FinalValuation Date, or, if any such date is not a ScheduledTrading Day, the next following Scheduled Trading Dayunless, in the opinion of the Calculation Agent, such day is aDisrupted Day. If such day is a Disrupted Day then theValuation Date for each Reference Index not affected by theoccurrence of a Disrupted Day shall be the ScheduledValuation Date, and the Valuation Date for each ReferenceIndex affected by the occurrence of a Disrupted Day (each an"Affected Index") shall be the first succeeding ScheduledTrading Day that is not a Disrupted Day relating to theAffected Index, unless each of the eight Scheduled TradingDays immediately following the Scheduled Valuation Date isa Disrupted Day relating to the Affected Index. In that case (i)that eighth Scheduled Trading Day shall be deemed to be theValuation Date for the Affected Index, notwithstanding thefact that such day is a Disrupted Day, and (ii) the CalculationAgent shall determine the Basket Return using, in relation tothe Affected Index, the level of that Reference Indexdetermined using the level of that Reference Index as of theValuation Time on that eighth Scheduled Trading Day inaccordance with the formula for and method of calculatingthat Reference Index last in effect prior to the occurrence ofthe first Disrupted Day using the Exchange traded or quotedprice as of the Valuation Time on that eighth ScheduledTrading Day of each component security comprised in thatReference Index (or, if an event giving rise to a DisruptedDay has occurred in respect of the relevant componentsecurity on that eighth Scheduled Trading Day, its good faithestimate of the value for the relevant component security asof the Valuation Time on that eighth Scheduled Trading Day).

18

"Valuation Time" means, in relation to each securitycomprised in the Reference Index on the relevant ValuationDate, the Scheduled Closing Time on the relevant Exchangeon which such security is traded. If the relevant Exchangecloses prior to its Scheduled Closing Time and the specifiedValuation Time is after the actual closing time for its regulartrading session, then the Valuation Time shall be such actualclosing time.

Rounding: All amounts and percentages resulting from the calculation ofthe Index Return and Basket Return will be rounded, ifnecessary, to the nearest six decimal places (with .0000005being rounded upwards).

Other Relevant Terms

1 Listing (if yes, specify Stock Application will be made to list the Notes on the mainExchange): regulated market of the Luxembourg Stock Exchange.

2 Details of Clearance System approved Euroclear Bank S.A./N.V. ("Euroclear") and Clearstreamby the Bank and the Global Agent and Banking, societe anonyme ("Clearstream, Luxembourg ").Clearing and Settlement Procedures: Delivery against payment.

3 Syndicated: No

4 Commissions and Concessions: Not Applicable

5 Codes:

(a) ISIN: XS0363722579

(b) Common Code: 036372257

6 Identity of Dealer(s)/Manager(s): SOCIETE GENERALE

7 Provisions for Bearer Notes:

(a) Exchange Date: June 25, 2008

(b) Permanent Global Note: Yes

(c) Definitive Bearer Notes: In limited circumstances only

(d) Individual Definitive Registered NoNotes:

(e) Registered Global Notes: No

19

8 Other Address at which Bank An English language copy of the Prospectus is available on

Information Available: the following site: www.worldbank.org.

General Information

The Bank's most recent Information Statement was issued on September 14,2007.

Selling Restrictions

The following selling restrictions shall apply to the issue:

United Kingdom:

Others:

Each Dealer represents, warrants and agrees, and each furtber Dealer appointed under the Program will be required to represent, warrant and agree that it has complied and will comply with all applicable provisions of the Financial Services and Markets Act 2000 with respect to anything done by it in relation to the Notes in, from or otherwise involving the United Kingdom.

Income Tax Considerations - United States Internal Revenue Service Circular 230 Notice: To ensure compliance with Internal Revenue

Service Circular 230, prospective investors are hereby notified that: (a) any discussion of U.S. federal tax issues contained or referred to in this Pricing Supplement, the Prospectus or any other document referred to herein is not intended or written to be used, and cannot be used, by pmspective investors for the puvose of avoiding penalties that may be imposed on them under the United States Internal Revenue Code; (b) such discussions are written for use in connection with the promotion or marketing of the transactions or matters addressed herein; and (c) prospective investors should seek advice based on their particular circumstances

from an independent tax advisoc

INTERNATIONAL BANK FOR RECONSTRUCTION A N n I)EVEMPMENT

SCHEDULE

REFERENCE INDICES

Set out below is a summary description of the Reference Indices. Such summary description is for informationpurposes only and should not be relied upon by the Noteholders. All disclosure contained in this PricingSupplement regarding the Reference Indices, including, without limitation, their make-up, method ofcalculation and changes in their components, is derived from, and based solely upon, publicly available

information. As such, neither the Bank nor the Dealer assumes any responsibility for the accuracy orcompleteness of such information. In addition, neither the Bank nor the Dealer accepts responsibility for thecalculation or other maintenance of or any adjustments to, the Reference Indices. The Index Sponsors areunder no obligation to continue to publish the Reference Indices and may discontinue publication of theReference Indices at any time.

S&P500® Index

The S&P 500® Index consists of 500 stocks chosen for market size, liquidity and industry grouprepresentation. It is one of the most widely used benchmarks of U.S. equity market performance. For furtherinformation on the S&P 500 ® Index see www.standardandpoors.com. Information contained on such websiteis not incorporated by reference in, and should not be considered a part of, this Pricing Supplement.

"STANDARD & POOR'S ®", "S&Pu , "S&P 500®" and "500®" are trademarks of McGraw-Hill Companies,Inc. which are used under a non-exclusive license owned by the Bank and for which it pays a fee.

TOPIX® Index

The TOPIX Index Value and the TOPIX Trademarks are subject to the intellectual property rights owned bythe Tokyo Stock Exchange, Inc. and the Tokyo Stock Exchange, Inc. owns all rights relating to the TOPIXIndex such as calculation, publication and use of the TOPIX Index Value and relating to the TOPIXTrademarks. The Tokyo Stock Exchange, Inc. shall reserve the rights to change the methods of calculation orpublication, to cease the calculation or publication of the TOPIX Index Value or to change the TOPIXTrademarks or cease the use thereof. The Tokyo Stock Exchange, Inc. makes no warranty or representationwhatsoever, either as to the results stemmed from the use of the TOPIX Index Value and the TOPIXTrademarks or as to the figure at which the TOPIX Index Value stands on any particular day. The Tokyo StockExchange, Inc. gives no assurance regarding accuracy or completeness of the TOPIX Index Value and datacontained therein. Further, the Tokyo Stock Exchange, Inc. shall not be liable for the miscalculation,incorrect publication, delayed or interrupted publication of the TOPIX Index Value. No Licensed Product arein any way sponsored, endorsed or promoted by the Tokyo Stock Exchange, Inc. The Tokyo Stock Exchange,Inc. shall not bear any obligation to give an explanation of the Licensed Product or an advice on investmentsto any purchaser of the Licensed Product or to the public. The Tokyo Stock Exchange, Inc. neither selectsspecific stocks or groups thereof nor takes into account any needs of the issuing company or any purchaser ofthe Licensed Product, for calculation of the TOPIX Index Value. Including but not limited to the foregoing,the Tokyo Stock Exchange, Inc. shall not be responsible for any damage resulting from the issue and sale ofthe Licensed Product.

21

Eurostoxx 50® Index

The Dow Jones EURO STOXX 50 ® Index is a free float market capitalization-weighted index composed of50 component stocks of market sector leaders from within the Eurozone, which refers to the collective groupof countries belonging to the European Union that use the Euro as their common currency. For furtherinformation on the Dow Jones EURO STOXX 50 ® Index, please see www.stoxx.com. Information containedon such website is not incorporated by reference in, and should not be considered a part of, this PricingSupplement.

The Dow Jones EURO STOXX 50 ° Index and STOXX ® are the intellectual property (including registeredtrademarks) of STOXX Limited, Zurich, Switzerland, and/or Dow Jones & Company, Inc., a Delawarecorporation, New York, USA (the "Licensors"), which are used under a non-exclusive license owned by theBank and for which it pays a fee.

The Index Sponsors

The Notes are not sponsored, endorsed, sold or promoted by STOXX Limited, Dow Jones & Company, Inc.,TSE, or S&P. STOXX Limited and Dow Jones & Company, Inc., The Tokyo Stock Exchange, Inc., and S&Pare each referred to as an "Index Sponsor". The Index Sponsors are responsible for calculating andmaintaining their respective Indices. The Index Sponsors have not passed on the legality or suitability of, orthe accuracy or adequacy of descriptions and disclosures relating to the Notes. The Index Sponsors make norepresentation or warranty, express or implied, to the owners of the Notes or any member of the publicregarding the advisability of investing in securities generally or in the Notes particularly, or the ability of itsReference Index to track general stock market performance. The Index Sponsors have no relationship to theBank other than the licensing of its Reference Index and the related trademarks for use in connection with theNotes, which Reference Index is determined, composed and calculated by each Index Sponsor without regardto the Bank or the Notes. The Index Sponsors have no obligation to take the needs of the Bank or the holdersof the Notes into consideration in determining, composing or calculating the Reference Index. The IndexSponsors are not responsible for and have not participated in the determination of the timing of, prices at, orquantities of the Notes to be issued or in the determination or calculation of the equation by which the Notesare to be converted into cash. The Index Sponsors have no liability in connection with the administration,marketing or trading of the Notes.

EACH INDEX SPONSOR DOES NOT GUARANTEE THE ACCURACY AND/OR THECOMPLETENESS OF ITS INDEX OR ANY DATA INCLUDED THEREIN, AND NO INDEXSPONSOR SHALL HAVE ANY LIABILITY FOR ANY ERRORS, OMISSIONS ORINTERRUPTIONS THEREIN. THE INDEX SPONSORS MAKE NO WARRANTIES, EXPRESS ORIMPLIED, AS TO RESULTS TO BE OBTAINED BY THE BANK, HOLDERS OF THE NOTES, ORANY OTHER PERSON OR ENTITY IN CONNECTION WITH THE USE OF EACH INDEX ORANY DATA INCLUDED THEREIN. THE INDEX SPONSORS MAKE NO EXPRESS OR IMPLIEDWARRANTIES, AND EXPRESSLY DISCLAIM ALL WARRANTIES OF MERCHANTABILITY ORFITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO ITS INDEX OR ANYDATA INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENTSHALL ANY INDEX SPONSOR HAVE ANY LIABILITY FOR ANY LOST PROFITS OR SPECIAL,INCIDENTAL, PUNITIVE, INDIRECT, OR CONSEQUENTIAL DAMAGES, EVEN IF NOTIFIEDOF THE POSSIBILITY THEREOF. THE LICENSING AGREEMENT BETWEEN THE BANK ANDEACH INDEX SPONSOR IS SOLELY FOR ITS BENEFIT AND NOT FOR THE BENEFIT OF THEHOLDERS OF THE NOTES OR ANY THIRD PARTIES.

22

Historical Performance of the Indices

The following graphs set forth the quarterly historical performance for each of the Indices from January 1,2002 through May 7, 2008. In addition, there is included the hypothetical historical performance for theBasket from January 1, 2002 through May 7, 2008, which graph assumes that the initial level of the Basket onJanuary 1, 2002 was 100.

The historical information presented below should not be taken as an indication of future performance, and noassurance can be given as to the closing level of any of the below on any Observation Date. There can be noassurance that the performance of the Basket will result in the payment at maturity of an amount in excess ofthe Authorized Denomination.

The closing level of the S&P 500 on May 7, 2008 was 1392.57. The closing level of the TOPIX on May 7,2008 was 1393.28. The closing level of the Eurostoxx 50 on May 7, 2008 was 3871.78.

In addition to the websites listed above, closing levels of the Reference Indices can generally be observed foreach Observation Date on Bloomberg Financial Markets at:

Topix: TPX <INDEX> QRM <GO> after 02:00 New York time

S&P 500 SPX <INDEX> QRM <GO> after 17:00 New York time

Eurostoxx50 SX5E <INDEX> QRM <GO> after 14:00 New York time

The Bank has obtained the various Reference Index closing levels and other information below fromBloomberg Financial Markets and accordingly, the Bank makes no representation or warranty as to theiraccuracy or completeness.

23

SPX IndexQuarter Start Quarter End Quarterly Low Quarterly High Quarterly Close

1-Jan-02 31-Mar-02 1080.17 1170.29 1147.391-Apr-02 30-Jun-02 973.53 1146.54 989.821-Jul-02 30-Sep-02 797.70 989.03 815.281-Oct-02 31-Dec-02 776.76 938.87 879.821-Jan-03 31-Mar-03 800.73 931.66 848.181-Apr-03 30-Jun-03 858.48 1011.66 974.501-Jul-03 30-Sep-03 965.46 1039.58 995.971-Oct-03 31-Dec-03 1018.22 1111.92 1111.921-Jan-04 31-Mar-04 1091.33 1157.76 1126.211-Apr-04 30-Jun-04 1084.10 1150.57 1140.841-Jul-04 30-Sep-04 1063.23 1129.30 1114.581-Oct-04 31-Dec-04 1094.81 1213.55 1211.921-Jan-05 31-Mar-05 1163.75 1225.31 1180.591-Apr-05 30-Jun-05 1137.50 1216.96 1191.331-Jul-05 30-Sep-05 1194.44 1245.04 1228.811-Oct-05 31-Dec-05 1176.84 1272.74 1248.291-Jan-06 31-Mar-06 1254.78 1307.25 1294.831-Apr-06 30-Jun-06 1223.69 1325.76 1270.201-Jul-06 30-Sep-06 1234.49 1339.15 1335.851-Oct-06 31-Dec-06 1331.32 1427.09 1418.301-Jan-07 31-Mar-07 1374.12 1459.68 1420.861-Apr-07 30-Jun-07 1424.55 1539.18 1503.351-Jul-07 30-Sep-07 1406.70 1553.08 1526.751-Oct-07 31-Dec-07 1407.22 1565.15 1468.361-Jan-08 31-Mar-08 1273.37 1447.16 1322.701-Apr-08 7-May-08 1328.32 1418.26 1392.57

24

TPX IndexQuarter Start Quarter End Quarterly Low Quarterly High Quarterly Close

1-Jan-02 31-Mar-02 922.51 1,125.43 1,060.191-Apr-02 30-Jun-02 984.28 1,139.43 1,024.891-Jul-02 30-Sep-02 886.39 1,050.14 921.051-Oct-02 31-Dec-02 815.74 903.37 843.291-Jan-03 31-Mar-03 770.62 865.43 788.001-Apr-03 30-Jun-03 773.10 904.32 903.441-Jul-03 30-Sep-03 915.91 1,075.73 1,018.801-Oct-03 31-Dec-03 953.19 1,105.59 1,043.691-Jan-04 31-Mar-04 1,022.61 1,179.23 1,179.231-Apr-04 30-Jun-04 1,053.77 1,217.87 1,189.601-Jul-04 30-Sep-04 1,084.64 1,188.42 1,102.111-Oct-04 31-Dec-04 1,073.20 1,149.63 1,149.631-Jan-05 31-Mar-05 1,132.18 1,203.26 1,182.181-Apr-05 30-Jun-05 1,109.19 1,201.30 1,177.201-Jul-05 30-Sep-05 1,177.61 1,428.13 1,412.281-Oct-05 31-Dec-05 1,371.37 1,663.75 1,649.761-Jan-06 31-Mar-06 1,572.11 1,728.16 1,728.161-Apr-06 30-Jun-06 1,458.30 1,783.72 1,586.961-Jul-06 30-Sep-06 1,475.28 1,651.35 1,610.731-Oct-06 31-Dec-06 1,532.95 1,681.07 1,681.071-Jan-07 31-Mar-07 1,656.72 1,816.97 1,713.611-Apr-07 30-Jun-07 1,682.49 1,789.38 1,774.881-Jul-07 30-Sep-07 1,480.39 1,792.23 1,616.621-Oct-07 31-Dec-07 1437.38 1677.52 1475.681-Jan-08 31-Mar-08 1149.65 1424.29 1212.961-Apr-08 7-May-08 1230.49 1393.28 1393.28

25

SX5EIndexQuarter Start Quarter End Quarterly Low Quarterly High Quarterly Close

1-Jan-02 31-Mar-02 3,430.18 3,796.26 3,784.051-Apr-02 30-Jun-02 2,928.72 3,748.44 3,133.391-Jul-02 30-Sep-02 2,187.22 3,165.47 2,204.391-Oct-02 31-Dec-02 2,150.27 2,669.89 2,386.411-Jan-03 31-Mar-03 1,849.64 2,529.86 2,036.861-Apr-03 30-Jun-03 2,067.23 2,527.44 2,419.511-Jul-03 30-Sep-03 2,366.86 2,641.55 2,395.871-Oct-03 31-Dec-03 2,434.63 2,760.66 2,760.661-Jan-04 31-Mar-04 2,702.05 2,959.71 2,787.491-Apr-04 30-Jun-04 2,659.85 2,905.88 2,811.081-Jul-04 30-Sep-04 2,580.04 2,806.62 2,726.301-Oct-04 31-Dec-04 2,734.37 2,955.11 2,951.011-Jan-05 31-Mar-05 2,924.01 3,114.54 3,055.731-Apr-05 30-Jun-05 2,930.10 3,190.80 3,181.541-Jul-05 30-Sep-05 3,170.06 3,429.42 3,428.511-Oct-05 31-Dec-05 3,241.14 3,616.33 3,578.931-Jan-06 31-Mar-06 3,532.68 3,874.61 3,853.741-Apr-06 30-Jun-06 3,408.02 3,890.94 3,648.921-Jul-06 30-Sep-06 3,492.11 3,899.41 3,899.411-Oct-06 31-Dec-06 3,880.14 4,140.66 4,119.941-Jan-07 31-Mar-07 3,906.15 4,272.32 4,181.031-Apr-07 30-Jun-07 4,189.55 4,556.97 4,489.771-Jul-07 30-Sep-07 4,062.33 4,557.57 4,381.711-Oct-07 31-Dec-07 4195.58 4489.79 4399.721-Jan-08 31-Mar-08 3431.82 4339.23 3628.061-Apr-08 7-May-08 3671.28 3877.5 3871.78

26

Basket of indicesQuarter Start Quarter End Quarterly Low Quarterly High Quarterly Close

1-Jan-02 31-Mar-02 100.00 100.00 100.001-Apr-02 30-Jun-02 89.94 99.05 85.921-Jul-02 30-Sep-02 71.26 85.43 65.771-Oct-02 31-Dec-02 68.89 74.07 68.591-Jan-03 31-Mar-03 62.97 71.03 61.301-Apr-03 30-Jun-03 68.08 72.94 71.721-Jul-03 30-Sep-03 78.19 78.08 73.611-Oct-03 31-Dec-03 81.10 81.71 82.051-Jan-04 31-Mar-04 88.64 86.94 85.001-Apr-04 30-Jun-04 88.31 86.58 85.811-Jul-04 30-Sep-04 87.02 84.11 82.501-Oct-04 31-Dec-04 90.23 87.30 88.661-Jan-05 31-Mar-05 96.08 90.99 90.431-Apr-05 30-Jun-05 95.28 92.07 92.631-Jul-05 30-Sep-05 102.01 100.17 101.301-Oct-05 31-Dec-05 106.56 107.56 108.101-Jan-06 31-Mar-06 117.05 113.43 114.771-Apr-06 30-Jun-06 112.09 114.91 108.581-Jul-06 30-Sep-06 114.15 113.10 114.261-Oct-06 31-Dec-06 124.14 118.99 120.491-Jan-07 31-Mar-07 127.68 123.91 122.091-Apr-07 30-Jun-07 134.30 129.44 129.651-Jul-07 30-Sep-07 127.91 129.72 125.591-Oct-07 31-Dec-07 129.58 126.93 122.571-Jan-08 31-Mar-08 107.77 118.36 102.871-Apr-08 7-May-08 114.67 109.80 111.11

27