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FEDERAL RESERVE statistical release H.15 (519) SELECTED INTEREST RATES For use at 2:30 p.m. Eastern Time October 2, 2007 Corrections for rounding errors on interest rate swaps Due to a software problem, several of the rates on interest rate swaps were rounded incorrectly when originally published on the H.15 Selected Interest Rates statistical release. The following table lists the corrected observations: Swap Rate 1-year 2-year 3-year 4-year 5-year 7-year Observation Date 2007-08-21 2007-08-14 2006-02-06 2007-03-16 2007-04-03 2007-04-25 2007-05-09 2006-11-20 2006-12-18 2007-03-14 2007-04-05 2007-05-11 2006-11-28 2007-09-13 Publication Date 2007-08-27 2007-08-20 2006-02-13 2007-03-19 2007-04-09 2007-04-30 2007-05-14 2006-11-27 2006-12-26 2007-03-19 2007-04-09 2007-05-14 2006-12-04 2007-09-17 Original Value 4.89 5.01 5.01 4.93 4.97 4.93 5.01 5.01 4.97 4.89 5.01 5.01 4.93 4.97 Correct Value 4.90* 5.02 5.02 4.94 4.98 4.94 5.02 5.02 4.98 4.90 5.02 5.02 4.94 4.98 The above corrections have been made to the historical data. In addition, some earlier observations in the historical data have been corrected. However, these observations were published correctly on the original statistical releases. * This value was initially shown incorrectly as 5.90 on October 1, 2007.
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