Possible Cause

WARNING: This page is about a different car, the 2003 Mazda 6. However, it is still accessible from the selected car via links, so may be relevant.

Possible causes are:

Open circuit between ignition switch and rear HO2S
Open circuit between rear HO2S and PCM
PCM malfunction
Poor connection at rear HO2S or PCM connector
Rear HO2S malfunction
Short to ground circuit between rear HO2S and PCM