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

Maturity (Months) Consensus Average Upper Bound Consensus Average Consensus Average Lower Bound
3 5.7 4.8 3.9
6 5.8 4.9 4.0
12 6.0 5.0 4.0
24 5.9 4.9 3.9
60 5.8 4.9 4.0
120 5.6 4.9 4.2