Figure 3: Estimated Yield Curve and Interval for Second Quarter 2006

Maturity (Months) Consensus Average Upper Bound Consensus Average Consensus Average Lower Bound
3 5.2 4.3 3.4
6 5.5 4.5 3.5
12 5.6 4.6 3.6
24 5.7 4.7 3.7
60 5.7 4.8 3.9
120 5.6 4.9 4.2