The 01 Civic lineup did not have any hatchbacks in the U.S.
The '02-'05 U.S. Civics had one hatchback model: the manual-trans Si. I drove one for two years, and rarely saw more than about 30 mpg...The Si is a sports model with very close-ratio gearing.
The 96-00 civics had great hatchbacks that were hundreds of lbs. lighter than the 01+ cars, and the 92-95s are excellent as well (especially the VX model).
For the record, I have an auto trans 00 civic hatch, and its a struggle to get 40mpg consitently for me. I tend to waver around 38.
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