date (YYYYMMDD)	time (HH)	MPD dummy	PC dummy	chg (3m yield)	chg (2y yield)	chg (10y yield)	target surprise	path surprise	long-rate surprise
20040408	13	1	0	-4.999542236	-2.830028534	0.717639685	-4.999542236	2.169513702	3.547668219
20040506	13	1	0	2.000427246	10.01000404	1.689977884	2.000427246	8.009576797	-8.320026159
20040610	13	1	0	3.000640869	0.44002533	0.123425826	3.000640869	-2.56061554	-0.316599503
20040708	13	1	0	-1.999664307	0.190019608	0.121302843	-1.999664307	2.189683914	-0.068716764
20040805	13	1	0	-2.99987793	-2.030038834	-0.729334652	-2.99987793	0.969839096	1.300704181
20040909	13	1	0	0	-0.910043716	0	0	-0.910043716	0.910043716
20041007	13	1	0	-1.000213623	0.199985504	-0.119859293	-1.000213623	1.200199127	-0.319844797
20041104	13	1	0	-1.000213623	-1.270008087	0.119088054	-1.000213623	-0.269794464	1.389096141
20041209	13	1	0	0	-1.999998093	-1.282723427	0	-1.999998093	0.717274666
20050113	13	1	0	1.000213623	0.909996033	-0.114771068	1.000213623	-0.09021759	-1.024767101
20050210	13	1	0	-1.000213623	-0.759983063	-0.570839465	-1.000213623	0.24023056	0.189143598
20050310	13	1	0	-6.000518799	-3.490018845	-1.300872207	-6.000518799	2.510499954	2.189146638
20050407	13	1	0	0	-0.169992447	-0.233122841	0	-0.169992447	-0.063130394
20050509	13	1	0	-1.000213623	0.029993057	0.115519099	-1.000213623	1.03020668	0.085526042
20050609	13	1	0	0	-0.63996315	-0.56150794	0	-0.63996315	0.07845521
20050707	13	1	0	8.000183105	2.369999886	2.569073915	8.000183105	-5.63018322	0.19907403
20050804	13	1	0	-2.000427246	-0.600004196	1.140090346	-2.000427246	1.40042305	1.740094543
20050908	13	1	0	0	-1.020002365	-1.235730171	0	-1.020002365	-0.215727806
20051006	13	1	0	0	-0.090026855	0.566335201	0	-0.090026855	0.656362057
20051110	13	1	0	0	-0.650024414	-0.459407777	0	-0.650024414	0.190616637
20051208	13	1	0	0	-0.279998779	0	0	-0.279998779	0.279998779
20060112	13	1	0	1.000213623	-0.5900383	-1.226058841	1.000213623	-1.590251923	-0.636020541
20060209	13	1	0	1.000213623	0.380039215	-0.449892312	1.000213623	-0.620174408	-0.829931527
20060309	13	1	0	0	74.17998505	1.249616146	0	74.17998505	-72.9303689
20060406	13	1	0	0.999450684	0.099992752	0	0.999450684	-0.899457932	-0.099992752
20060504	13	1	0	-1.000213623	-1.050043106	-1.884397507	-1.000213623	-0.049829483	-0.834354401
20060608	13	1	0	0	-0.129985809	-0.234007955	0	-0.129985809	-0.104022145
20060706	13	1	0	-1.000213623	0.109958649	-0.472128153	-1.000213623	1.110172272	-0.582086802
20060803	13	1	0	12.00027466	9.730005264	4.594468594	12.00027466	-2.270269394	-5.135536671
20060907	13	1	0	-1.000213623	-0.44002533	0.233950853	-1.000213623	0.560188293	0.673976183
20061005	13	1	0	-4.000091553	-3.91998291	-2.218701601	-4.000091553	0.080108643	1.701281309
20061109	13	1	0	0	-0.790023804	-0.702492058	0	-0.790023804	0.087531745
20061207	13	1	0	0	0.349998474	0.116361491	0	0.349998474	-0.233636983
20070111	13	1	0	17.00057983	11.39001846	3.842931986	17.00057983	-5.610561371	-7.547086477
20070208	13	1	0	-5.000305176	-3.600025177	-0.848626733	-5.000305176	1.400279999	2.751398444
20070308	13	1	0	-3.999328613	-1.53002739	-0.715684652	-3.999328613	2.469301224	0.814342737
20070405	13	1	0	-4.999542236	-2.509975433	-0.599826097	-4.999542236	2.489566803	1.910149336
20070510	13	1	0	1.000213623	1.209974289	0.966819644	1.000213623	0.209760666	-0.243154645
20070607	13	1	0	-4.000091553	-0.829982758	0	-4.000091553	3.170108795	0.829982758
20070705	13	1	0	1.000213623	1.359987259	0.87865454	1.000213623	0.359773636	-0.481332719
20070802	13	1	0	0	-0.339984894	-0.735682786	0	-0.339984894	-0.395697892
20070906	13	1	0	-1.000213623	-1.23000145	-1.688011646	-1.000213623	-0.229787827	-0.458010197
20071004	13	1	0	6.000518799	1.469993591	0.601256728	6.000518799	-4.530525208	-0.868736863
20071108	13	1	0	5.999755859	0.839996338	0.356549323	5.999755859	-5.159759521	-0.483447015
20071206	13	1	0	4.000091553	1.510000229	0.348950028	4.000091553	-2.490091324	-1.1610502
20080110	13	1	0	5.000305176	2.32000351	0.923541546	5.000305176	-2.680301666	-1.396461964
20080207	13	1	0	6.999969482	3.219985962	0.462230444	6.999969482	-3.779983521	-2.757755518
20080306	13	1	0	2.000427246	1.679992676	1.273465037	2.000427246	-0.32043457	-0.406527638
20080410	13	1	0	1.499938965	-4.100012779	-2.438632727	1.499938965	-5.599951744	1.661380053
20080508	13	1	0	3.499603271	-0.029993057	0.356370449	3.499603271	-3.529596329	0.386363506
20080605	13	1	0	0.499725342	0.530004501	0	0.499725342	0.03027916	-0.530004501
20080710	13	1	0	0.999450684	2.550029755	2.545954943	0.999450684	1.550579071	-0.004074812
20080807	13	1	0	-2.500152588	-1.529979706	-0.715096116	-2.500152588	0.970172882	0.81488359
20080904	13	1	0	0.999450684	-0.269985199	0.117192	0.999450684	-1.269435883	0.387177199
20081008	13	1	0	4.499816895	-1.169991493	2.466220617	4.499816895	-5.669808388	3.636212111
20081106	13	1	0	-39.50042725	-12.31999397	-3.516816616	-39.50042725	27.18043327	8.803177357
20081204	13	1	0	27.50015259	6.859993935	6.589838028	27.50015259	-20.64015865	-0.270155907
20090108	13	1	0	5.500030518	1.020002365	0.208494231	5.500030518	-4.480028152	-0.811508134
20090205	13	1	0	4.500579834	1.830005646	0.544146478	4.500579834	-2.670574188	-1.285859168
20090305	13	1	0	4.000091553	-8.700000763	-18.26118279	4.000091553	-12.70009232	-9.561182022
20090409	13	1	0	0.999450684	0.470006466	0.517188728	0.999450684	-0.529444218	0.047182262
20090507	13	1	0	0.999450684	-6.490004063	-8.445824623	0.999450684	-7.489454746	-1.95582056
20090604	13	1	0	0	0.979995728	2.252769232	0	0.979995728	1.272773504
20090709	13	1	0	1.000213623	9.350002289	14.71805668	1.000213623	8.349788666	5.36805439
20090806	13	1	0	-4.000091553	-16.59000015	-19.48696899	-4.000091553	-12.5899086	-2.896968842
20090910	13	1	0	4.000091553	0.609993935	-1.389099002	4.000091553	-3.390097618	-1.999092937
20091008	13	1	0	0	-0.510001183	2.416007042	0	-0.510001183	2.926008224
20091105	13	1	0	4.00E+00	6.059992313	5.541091442	4.00E+00	2.059900761	-0.518900871
20091210	13	1	0	0	3.470003605	3.568235397	0	3.470003605	0.098231792
20100107	13	1	0	0	1.989996433	1.566044688	0	1.989996433	-0.423951745
20100204	13	1	0	1.999664307	5.4500103	7.044240475	1.999664307	3.450345993	1.594230175
20100304	13	1	0	0	0.949990749	0.110069282	0	0.949990749	-0.839921467
20100408	13	1	0	0	-0.240004063	-0.446643114	0	-0.240004063	-0.206639051
20100510	13	1	0	-1.999664307	0.349998474	2.29888773	-1.999664307	2.349662781	1.948889256
20100610	13	1	0	0	0.150001049	0.315702081	0	0.150001049	0.165701032
20100708	13	1	0	0	0.709998608	0.834757566	0	0.709998608	0.124758959
20100805	13	1	0	0	-0.190001726	0.517077744	0	-0.190001726	0.70707947
20100909	13	1	0	0	0.81999898	1.21308279	0	0.81999898	0.393083811
20101007	13	1	0	0	1.379996538	1.210837722	0	1.379996538	-0.169158816
20101104	13	1	0	0	1.91000104	1.934559703	0	1.91000104	0.024558663
20101209	13	1	0	0	0.440001488	0.635920048	0	0.440001488	0.19591856
20110113	13	1	0	-1.000213623	1.139998436	1.29557538	-1.000213623	2.140212059	0.155576944
20110210	13	1	0	-0.999450684	0.779998302	2.535282135	-0.999450684	1.779448986	1.755283833
20110310	13	1	0	-2.99987793	-1.249992847	-0.646209538	-2.99987793	1.749885082	0.603783309
20110407	13	1	0	-1.000213623	-0.779998302	-0.655644298	-1.000213623	0.220215321	0.124354005
20110505	13	1	0	0	0.360000134	0.52762568	0	0.360000134	0.167625546
20110609	13	1	0	0	0.190001726	-0.622027099	0	0.190001726	-0.812028825
20110707	13	1	0	0	-0.970000029	-1.042201042	0	-0.970000029	-0.072201014
20110804	13	1	0	0.999450684	-0.980001688	-0.695172966	0.999450684	-1.979452372	0.284828722
20110908	13	1	0	0	2.050000429	2.205731869	0	2.050000429	0.15573144
20111006	13	1	0	-2.99987793	-4.749995232	-8.446522713	-2.99987793	-1.750117302	-3.696527481
20111110	13	1	0	1.999664307	0.630003214	1.2421453	1.999664307	-1.369661093	0.612142086
20111208	13	1	0	0.999450684	0.080001354	2.14716506	0.999450684	-0.919449329	2.067163706
20120112	13	1	0	0	-0.010001659	0.201723456	0	-0.010001659	0.211725116
20120209	13	1	0	1.000213623	0.339999795	4.514418125	1.000213623	-0.660213828	4.17441833
20120308	13	1	0	0	0.639998913	0.304402441	0	0.639998913	-0.335596472
20120405	13	1	0	0	0.430002809	0.51334548	0	0.430002809	0.083342671
20120510	13	1	0	1.000213623	1.680001616	2.60085845	1.000213623	0.679787993	0.920856833
20120607	13	1	0	1.000213623	3	2.829925776	1.000213623	1.999786377	-0.170074224
20120705	13	1	0	2.99987793	3.610000134	4.032608032	2.99987793	0.610122204	0.422607899
20120802	13	1	0	1.999664307	-0.749999285	-0.772221744	1.999664307	-2.749663591	-0.022222459
20120906	13	1	0	1.000213623	0.670000196	0.09633074	1.000213623	-0.330213428	-0.573669456
20121004	13	1	0	0	0.020000339	-0.194846809	0	0.020000339	-0.214847147
20121108	13	1	0	0.999450684	2.709999561	3.227496862	0.999450684	1.710548878	0.517497301
20121206	13	1	0	0	0.169998407	-0.293050319	0	0.169998407	-0.463048726
20130110	13	1	0	0	-0.209999084	-0.101180829	0	-0.209999084	0.108818255
20130207	13	1	0	0	-0.339999795	-0.202923775	0	-0.339999795	0.13707602
20130307	13	1	0	2.000427246	3.960000038	5.414055824	2.000427246	1.959572792	1.454055786
20130404	13	1	0	0	-0.120000541	-0.098659053	0	-0.120000541	0.021341488
20130509	13	1	0	1.000213623	0.459998846	0.296060711	1.000213623	-0.540214777	-0.163938135
20130606	13	1	0	0	-0.630000234	-0.606930673	0	-0.630000234	0.023069561
20130704	13	1	0	-1.999664307	-7.720002651	-5.998615265	-1.999664307	-5.720338345	1.721387386
20130801	13	1	0	2.000427246	2.260002613	2.302361727	2.000427246	0.259575367	0.042359114
20130905	13	1	0	0	3.039997816	2.732464314	0	3.039997816	-0.307533503
20131010	13	1	0	1.000213623	-0.360000134	-0.322886467	1.000213623	-1.360213757	0.037113667
20131107	13	1	0	0	-0.230002403	-0.215336338	0	-0.230002403	0.014666066
20131205	13	1	0	0	1.810002327	1.96855998	0	1.810002327	0.158557653
20140109	13	1	0	0	-0.920003653	-0.776419342	0	-0.920003653	0.143584311
20140206	13	1	0	0	0.900000334	1.075598001	0	0.900000334	0.175597668
20140306	13	1	0	0	0.029999018	0.108135328	0	0.029999018	0.07813631
20140410	13	1	0	0	0.360000134	0.321549594	0	0.360000134	-0.038450539
20140508	13	1	0	0	-0.220000744	-0.214745685	0	-0.220000744	0.005255058
20140605	13	1	0	0	-0.590002537	-0.536871731	0	-0.590002537	0.053130805
20140710	13	1	0	0	-0.160002708	-0.427907586	0	-0.160002708	-0.267904878
20140807	13	1	0	0	-0.169992447	-0.317199081	0	-0.169992447	-0.147206634
20140904	13	1	0	-1.000213623	0.930005312	1.458928466	-1.000213623	1.930218935	0.528923154
20141009	13	1	0	0	-0.720000267	-1.536023736	0	-0.720000267	-0.816023469
20141106	13	1	0	-0.999450684	-0.069999695	0.102404051	-0.999450684	0.929450989	0.172403745
20141204	13	1	0	0	0.209999084	-0.199395955	0	0.209999084	-0.409395039
20150108	13	1	0	0	-0.159996748	-0.29170686	0	-0.159996748	-0.131710112
20150205	13	1	0	0	1.039999723	1.05548656	0	1.039999723	0.015486836
20150305	13	1	0	0	-0.349998474	-0.398000509	0	-0.349998474	-0.048002034
20150409	13	1	0	0	0.059998035	-0.097425692	0	0.059998035	-0.157423727
20150511	13	1	0	0	-0.110000372	0.099955268	0	-0.110000372	0.20995564
20150604	13	1	0	0	-1.340001822	-1.018327713	0	-1.340001822	0.321674109
20150709	13	1	0	0	0.360000134	0.302901834	0	0.360000134	-0.057098299
20150806	13.75	1	1	-1.999664307	-2.590000868	-3.937692642	-1.999664307	-0.590336561	-1.347691774
20150910	13	1	0	0	0.12999773	0.296862304	0	0.12999773	0.166864574
20151008	13	1	0	0	0.069999695	0	0	0.069999695	-0.069999695
20151105	13.75	1	1	-2.000427246	-7.609999418	-3.919263422	-2.000427246	-5.609572172	3.690735996
20151210	13	1	0	0	-0.5400002	-0.099377334	0	-0.5400002	0.440622866
20160114	13	1	0	0	2.120000124	1.676615	0	2.120000124	-0.443385124
20160204	13.5	1	1	1.000213623	-2.189999819	-1.951702945	1.000213623	-3.190213442	0.238296874
20160317	13	1	0	0	-0.299999118	-0.385733515	0	-0.299999118	-0.085734397
20160414	13	1	0	0.499725342	0.349998474	0.388473451	0.499725342	-0.149726868	0.038474977
20160512	13.5	1	1	0	-0.12999773	-0.483417004	0	-0.12999773	-0.353419274
20160616	13	1	0	0.500488281	0.670000911	0.659727752	0.500488281	0.16951263	-0.010273159
20160714	13	1	0	2.99987793	1.890000701	1.255463481	2.99987793	-1.109877229	-0.63453722
20160804	13.5	1	1	-3.500366211	-5.349999428	-9.563940048	-3.500366211	-1.849633217	-4.21394062
20160915	13	1	0	0	-0.899998844	-1.079587221	0	-0.899998844	-0.179588377
20161103	13.5	1	1	1.000213623	4.780000329	5.957049489	1.000213623	3.779786706	1.17704916
20161215	13	1	0	0	-1.770000219	-1.143152595	0	-1.770000219	0.626847625
20170202	13.5	1	1	-1.000213623	-3.970000148	-7.176225066	-1.000213623	-2.969786525	-3.206224918
20170316	13	1	0	0.500488281	3.25	3.765427828	0.500488281	2.749511719	0.515427828
20170511	13	1	0	-0.500488281	-0.249999762	-0.09187185	-0.500488281	0.25048852	0.158127911
20170615	13	1	0	1.000213623	4.339999676	5.854518414	1.000213623	3.339786053	1.514518738
20170803	13.5	1	1	-1.999664307	-5.043700337	-6.014076948	-1.999664307	-3.044036031	-0.970376611
20170914	13	1	0	-1.499938965	3.328198195	3.501349449	-1.499938965	4.828137159	0.173151255
20171102	13.5	1	1	0	-6.23599875	-5.5460971	0	-6.23599875	0.68990165
20171214	13	1	0	-0.500488281	-1.161500812	-1.115421653	-0.500488281	-0.66101253	0.046079159
20180208	13.5	1	1	1.499938965	8.104103804	7.847452879	1.499938965	6.604164839	-0.256650925
20180322	13	1	0	-0.499725342	-0.854897499	-1.820159912	-0.499725342	-0.355172157	-0.965262413
20180510	13.5	1	1	-2.99987793	-6.643301487	-4.125384212	-2.99987793	-3.643423557	2.517917275
20180621	13	1	0	3.499603271	4.856801033	4.834303856	3.499603271	1.357197762	-0.022497177
20180802	13	1	0	1.000213623	0.115799904	-0.383572102	1.000213623	-0.884413719	-0.499372005
20180913	13	1	0	-0.499725342	-0.438201427	-0.191307664	-0.499725342	0.061523914	0.246893764
20181101	13	1	0	0.500488281	0.68590045	0.191779301	0.500488281	0.185412169	-0.494121149
20181220	13	1	0	-1.000213623	-1.793700457	-1.510523438	-1.000213623	-0.793486834	0.283177018
20190207	13.5	1	1	-1.499938965	0.38599968	0.566653013	-1.499938965	1.885938644	0.180653334
20190225	11	1	0	0	-0.18209815	-0.188691631	0	-0.18209815	-0.006593481
20190321	13	1	0	0	0.249403715	-0.186331868	0	0.249403715	-0.435735583
20190502	13.5	1	1	-1.500701904	-0.55270195	-0.365838319	-1.500701904	0.947999954	0.186863631
