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

Maturity (Months) Consensus Average Upper Bound Consensus Average  Consensus Average Lower Bound
3 5.4 4.8 4.2
6 5.5 4.9 4.3
12 5.7 5.0 4.3
24 5.6 4.9 4.2
60 5.6 4.9 4.2
120 5.5 4.9 4.3