Figure 1: Estimated Yield Curve and Interval for Second Quarter 2006

Maturity (Months) Consensus Average Upper Bound Consensus Average  Consensus Average Lower Bound
3 5.0 4.7 4.4
6 5.1 4.8 4.5
12 5.3 4.9 4.5
24 5.4 4.9 4.4
60 5.3 4.8 4.3
120 5.2 4.8 4.4