Graph the spot rate curve on a graph, with time to maturity correctly shown on the x-axis.

Limit the graph's y-axis range to 1-4%

Term Structure Data as of November 15, 2006 YTM Theoretical six-month Implied Maturity Term to Coupon Dollar Price Maturity Rate Per S100) Spot Rate Forward Rate 0.000% 1.67% 15-May-07 0.50 1.67% 15-Nov-07 1.00 1.78% 0.000% 1.78% 1.89% 1.88% 13.40% 15-May-08 1.50 3.625% 102.57 5.58% 15-Nov-08 2.00 2.125% 100.19 2.03% 4.17% -0.01% 2.16% 7.500% 112.93 15-May-09 2.50 9.96% 34.81% 15-Nov-09 3.00 6.500% 111.98 2.34% 8.87% 3.53% 3.50 5.625% 110.41 2.50% 15-May-10 8.02% 3.01% 400 7000% 116.41 2.65% 15-Nov-10 9.61% 21.07% 15-May-11 4.50 6.250% 114.45 2.81% 8.89% 3.17% 3.250% 15-Nov-11 5.00 101.48 2.93% 5.92% 18.96% NOTE: Output (Highlighted in Pink)