Posts for year 2001

Original and Revised Treasury Rates for the Week Ending September 14, 2001

The H.15 site has links to the original September 17, 2001, release as well as to the revised releases for that date and for September 24. Data for most of the interest rates reported in the H.15 release of September 17, 2001, were missing for September 11-13 because of inactive markets or delays in data processing arising from the disasters of September 11. On September 25 the Treasury released the data that had been missing for September 13 regarding the constant maturity interest rates on Treasury securities and the secondary rates on bills. On October 1, 2001, the Federal Reserve issued a revised version of the H.15 release of September 17 to show the September 13 values of those series and the correspondingly updated values of the averages for the week ending September 14; also on October 1, 2001, the Federal Reserve issued a revised version of the September 24 release to show the new values of the averages for the week ending September 14.

Changes in the reporting of Treasury securities

On July 31, 2001, the Department of the Treasury began the weekly issuance of 4-week bills. On August 27, 2001, the Treasury stopped reporting secondary market yields for 1-year Treasury bills, the final issuance of which was on February 27, 2001. Effective with the issue of September 4, 2001, the H.15 statistical release reflects these changes by reporting the secondary market rate for 4-week bills and by no longer reporting the secondary market rate for 1-year bills. In addition, the H.15 now reports a 1-month constant maturity rate, which the Treasury began calculating when it introduced the 4-week bill.