POST-JUDGMENT INTEREST RATE

2001

Weekly average 1-year constant maturity Treasury yield

Week Ending

Rate

01/05/2001 4.89%
01/12/2001 4.79%
01/19/2001 4.85%
01/26/2001 4.83%
02/02/2001 4.66%
02/09/2001 4.72%
02/16/2001 4.80%
02/23/2001 4.69%
03/02/2001 4.47%
03/09/2001 4.47%
03/16/2001 4.31%
03/23/2001 4.17%
03/30/2001 4.19%
04/06/2001 4.00%
04/13/2001 4.07%
04/20/2001 4.04%
04/27/2001 3.82%
05/04/2001 3.90%
05/11/2001 3.76%
05/18/2001 3.76%
5/25/2001 3.78%
06/02/2001 3.70%
06/08/2001 3.64%
06/15/2001 3.59%
06/22/2001 3.46%
06/29/2001 3.60%
07/06/2001 3.70%
07/13/2001 3.62%
07/20/2001 3.60%
07/27/2001 3.59%
08/03/2001 3.56%
08/10/2001 3.50%
08/17/2001 3.44%
08/24/2001 3.45%
08/31/2001 3.44%
09/07/2001 3.43%
09/14/2001 3.02%
See Note
09/21/2001 2.60%
09/28/2001 2.49%
10/05/2001 2.40%
10/12/2001 2.39%
10/19/2001 2.37%
10/26/2001 2.31%
11/02/2001 2.11%
11/09/2001 1.99%
11/16/2001 2.24%
11/23/2001 2.35%
11/30/2001 2.23%
12/07/2001 2.21%
12/14/2001 2.17%
12/21/2001 2.23%
12/28/2001 2.28%

- NOTE -
September 17, 2001

Disruptions to financial markets in the wake of terroist actions last week have resulted in substantial gaps in the interest rate data that were scheduled to be reported in this week's H.15 release. In some cases, missing data may reflect delays in processing and transmittal rather than lack of market activity. If any of the missing rates subsequently become abailable to the Federal Reserve, they will be added to this site or you may check the historical series on the Board's H.15 web site (www.federalreserve.gov/releases/).

The interest rate swap rates for Friday, September 14, 2001, were provided by the International Swaps and Derivatives Association along with a statement that they were arrived at using a modified methodology based on available data.