Figure 2: Estimated Yield Curve and Interval for First Quarter 2006

Maturity (Months) Consensus Average Upper Bound  Consensus Average  Consensus Average Lower Bound
3 4.8 4.2 3.6
6 4.9 4.3 3.7
12 5.2 4.5 3.8
24 5.3 4.6 3.9
60 5.4 4.7 4.0
120 5.4 4.8 4.2