date (YYYYMMDD)	time (HH)	MPD dummy	PC dummy	chg (3m yield)	chg (2y yield)	chg (10y yield)	target surprise	path surprise	long-rate surprise
20040409	8.5	1	1	0	-0.209999084	-0.813406132	0	-0.209999084	-0.603407048
20040520	8.5	1	1	0	0.069999695	0.089881137	0	0.069999695	0.019881442
20040615	8.5	1	1	0	0.330001116	-0.277904123	0	0.330001116	-0.607905239
20040625	8.5	1	1	0	-0.160001218	-0.648459077	0	-0.160001218	-0.488457859
20040713	8.5	1	1	0	0.630001724	-0.826295495	0	0.630001724	-1.456297219
20040810	8.5	1	1	0	-0.469999015	1.181888342	0	-0.469999015	1.651887357
20041013	9.6	1	1	0	-0.090000033	-1.892342553	0	-0.090000033	-1.802342519
20041217	7.5	1	1	0	0	0.179166511	0	0	0.179166511
20050406	6.25	1	0	0	0.100000203	0.623521268	0	0.100000203	0.523521066
20050428	6.25	1	0	0	-0.019999966	0.26381439	0	-0.019999966	0.283814356
20050520	5.916666667	1	0	0	0	-0.175898045	0	0	-0.175898045
20050615	6.166666667	1	0	0	0	0.528218985	0	0	0.528218985
20050713	6	1	0	0	-0.029999763	-0.264460236	0	-0.029999763	-0.234460473
20051216	4.666666667	1	0	0	0.100000203	0.544929683	0	0.100000203	0.444929481
20060120	5	1	0	0	-0.120000541	-0.359827965	0	-0.120000541	-0.239827424
20060209	4.416666667	1	0	0	-0.120002031	-0.637592137	0	-0.120002031	-0.517590106
20060411	5.916666667	1	0	0	0.509995222	1.035916924	0	0.509995222	0.525921702
20060519	5.25	1	0	0	0.27000308	0.470024765	0	0.27000308	0.200021684
20060811	5.333333333	1	0	0	-0.779998302	-0.565800488	0	-0.779998302	0.214197814
20060908	8.5	1	1	0	0	5.754347086	0	0	5.754347086
20061013	8.5	1	1	0.500488281	0.159996748	2.049308777	0.500488281	-0.340491533	1.889312029
20061031	7.5	1	1	1.000976563	0.279998779	0.648434877	1.000976563	-0.720977783	0.368436098
20061116	7.5	1	1	-1.000213623	0.059998035	-0.740428537	-1.000213623	1.060211658	-0.800426573
20061219	7.5	1	1	-4.000091553	-1.07999444	-5.742092609	-4.000091553	2.920097113	-4.662098169
20070118	7.5	1	1	-1.000976563	1.590001583	0.462764144	-1.000976563	2.590978146	-1.127237439
20070221	7.5	1	1	0.999450684	0	-1.206626415	0.999450684	-0.999450684	-1.206626415
20070320	7.5	1	1	0	0.750005245	-0.369816065	0	0.750005245	-1.11982131
20070427	7.116666667	1	0	0	0	0.092646249	0	0	0.092646249
20070517	8.5	1	1	0	-0.899994373	0	0	-0.899994373	0.899994373
20070615	8.5	1	1	-1.000213623	-2.05000639	-1.9984653	-1.000213623	-1.049792767	0.05154109
20070712	8.5	1	1	0.000762939	0.600004196	-0.474032283	0.000762939	0.599241257	-1.074036479
20070823	8.5	1	1	1.000976563	1.669991016	1.93036586	1.000976563	0.669014454	0.260374844
20070919	8.5	1	1	1.000213623	2.560001612	2.016550779	1.000213623	1.559787989	-0.543450832
20071011	6.533333333	1	0	-0.500488281	-1.519995928	-2.132184267	-0.500488281	-1.019507647	-0.612188339
20071031	4.7	1	0	0.499725342	0.509995222	0	0.499725342	0.01026988	-0.509995222
20071113	4.483333333	1	0	0	-0.069999695	-0.72616899	0	-0.069999695	-0.656169295
20071220	4.85	1	0	-1.500701904	-0.050002337	-1.089334726	-1.500701904	1.450699568	-1.03933239
20080122	4.316666667	1	0	0	0.090003014	-0.267799705	0	0.090003014	-0.357802719
20080215	4.85	1	0	0	0	-0.902172327	0	0	-0.902172327
20080307	4.866666667	1	0	0	0.13999939	-0.177886829	0	0.13999939	-0.317886218
20080409	5.4	1	0	0	-0.090003014	-0.265788943	0	-0.090003014	-0.175785929
20080430	6.466666667	1	0	0	-0.609999895	-1.097219825	0	-0.609999895	-0.48721993
20080520	5.066666667	1	0	0	-0.12999773	0	0	-0.12999773	0.12999773
20080613	5.383333333	1	0	0	0	-1.227817416	0	0	-1.227817416
20080715	6.566666667	1	0	0	-0.440001488	1.273501635	0	-0.440001488	1.713503122
20080819	5.5	1	0	0	0.370001793	1.709963202	0	0.370001793	1.33996141
20080917	5.783333333	1	0	-0.499725342	-0.489997864	1.342070818	-0.499725342	0.009727478	1.832068682
20080918	9	1	0	-1.999664307	-0.579994917	0.985955954	-1.999664307	1.41966939	1.565950871
20080918	9.366666667	1	0	-0.499725342	1.310002804	-1.793883801	-0.499725342	1.809728146	-3.103886604
20080929	4	1	0	0	-0.480002165	-0.454260349	0	-0.480002165	0.025741816
20080929	16.13333333	1	0	0	0	0	0	0	0
20081007	5.966666667	1	0	0.500488281	1.09000206	0.3590267	0.500488281	0.589513779	-0.73097536
20081014	14.63333333	1	0	0	0	0	0	0	0
20081031	5.966666667	1	0	0	2.399998903	3.969501257	0	2.399998903	1.569502354
20081121	4.566666667	1	0	0.500488281	0.030004978	1.775627255	0.500488281	-0.470483303	1.745622277
20081202	6.566666667	1	0	1.000213623	0.339996815	0.531722784	1.000213623	-0.660216808	0.191725969
20081219	6.083333333	1	0	-3.499603271	-2.779999256	-7.371487141	-3.499603271	0.719604015	-4.591487885
20090122	5.716666667	1	0	-0.499725342	-1.409998536	-2.307838678	-0.499725342	-0.910273194	-0.897840142
20090219	5.866666667	1	0	2.500152588	-0.170001388	0.798607409	2.500152588	-2.670153975	0.968608797
20090318	4.45	1	0	-0.499725342	-0.100001693	-1.788242817	-0.499725342	0.399723649	-1.688241124
20090407	5.366666667	1	0	0	0.049999356	0.271825254	0	0.049999356	0.221825898
20090430	6.616666667	1	0	0	-1.039999723	0.272441149	0	-1.039999723	1.312440872
20090522	5.55	1	0	0	0.059998035	0.181842923	0	0.059998035	0.121844888
20090616	5.566666667	1	0	0	-0.53999722	-0.546304286	0	-0.53999722	-0.006307065
20090715	6.583333333	1	0	0	-0.100000203	0.447598398	0	-0.100000203	0.5475986
20090811	4.85	1	0	0	0	0	0	0	0
20090917	5.65	1	0	0	0.159999728	-0.089287594	0	0.159999728	-0.249287322
20091014	6.233333333	1	0	0.00E+00	-0.160001218	0.089234479	0.00E+00	-0.160001218	0.249235697
20091030	5.083333333	1	0	0	0	0.089932434	0	0	0.089932434
20091120	4.583333333	1	0	0	-0.030000508	1.15583992	0	-0.030000508	1.185840428
20091201	7.633333333	1	0	4.999542236	-0.079999864	3.001527309	4.999542236	-5.0795421	3.081527174
20091218	4.216666667	1	0	0	0	-0.088565595	0	0	-0.088565595
20100126	4.433333333	1	0	0.500488281	-0.110000372	-0.890395403	0.500488281	-0.610488653	-0.780395031
20100218	3.75	1	0	0	0	0	0	0	0
20100317	4.816666667	1	0	0.499725342	0	0.44573614	0.499725342	-0.499725342	0.44573614
20100407	5.05	1	0	0	0	0	0	0	0
20100430	6.3	1	0	-0.499725342	0.079999864	-0.1771992	-0.499725342	0.579725206	-0.257199064
20100521	5.7	1	0	0	0.199998915	0.528861523	0	0.199998915	0.328862607
20100615	5.933333333	1	0	0	0.049999356	0.528855026	0	0.049999356	0.478855669
20100715	5.75	1	0	0	0.069999695	0.08724428	0	0.069999695	0.017244585
20100810	5.466666667	1	0	0	0.099998713	0.347729355	0	0.099998713	0.247730643
20100907	5.65	1	0	0	-0.099998713	-0.524839342	0	-0.099998713	-0.424840629
20101005	6.633333333	1	0	-1.499938965	-0.989999652	-2.320079088	-1.499938965	0.509939313	-1.330079436
20101028	6.516666667	1	0	0	-0.099998713	-0.860963345	0	-0.099998713	-0.760964632
20101105	3.6	1	0	0	0	0	0	0	0
20101221	4.916666667	1	0	0	0.290000439	0.443616152	0	0.290000439	0.153615713
20110125	4.483333333	1	0	0	0.020000339	0.710780144	0	0.020000339	0.690779805
20110215	4.616666667	1	0	0	0.13999939	0.624765277	0	0.13999939	0.484765887
20110314	6.8	1	0	0	-0.339999795	-0.885787547	0	-0.339999795	-0.545787752
20110407	6.166666667	1	0	0	0.029999018	0.536243737	0	0.029999018	0.506244719
20110428	6.516666667	1	0	0	-0.059999526	0.442248493	0	-0.059999526	0.502248019
20110520	5.233333333	1	0	0	0	0	0	0	0
20110614	5.7	1	0	0	0.100000203	0.087914199	0	0.100000203	-0.012086004
20110712	6.333333333	1	0	0	-0.040000677	-0.524197757	0	-0.040000677	-0.48419708
20110804	7	1	0	0.499725342	0.190000236	0.434254318	0.499725342	-0.309725106	0.244254082
20110907	5.35	1	0	0	0.100000203	0.778060079	0	0.100000203	0.678059876
20111007	5.616666667	1	0	0	0.010000169	0.692638934	0	0.010000169	0.682638764
20111027	6.516666667	1	0	0.500488281	-0.100000203	0.259768486	0.500488281	-0.600488484	0.359768689
20111116	4.816666667	1	0	0	-0.010000169	0.17250897	0	-0.010000169	0.182509139
20111130	14	1	0	0	0	0.95965153	0	0	0.95965153
20111221	4.266666667	1	0	0	0.100000203	-0.086604476	0	0.100000203	-0.186604679
20120124	4.516666667	1	0	0	-0.010000169	0.782531023	0	-0.010000169	0.792531192
20120214	4.716666667	1	0	0	-0.190000236	-1.387147665	0	-0.190000236	-1.197147429
20120313	6.116666667	1	0	0	0.010000169	0.432968885	0	0.010000169	0.422968715
20120410	5.15	1	0	0	0	-0.520740807	0	0	-0.520740807
20120427	5.766666667	1	0	0	0.050000101	1.555370927	0	0.050000101	1.505370826
20120523	4.616666667	1	0	0	0	0	0	0	0
20120615	4.866666667	1	0	0	0	0.085916609	0	0	0.085916609
20120712	5.85	1	0	-1.000213623	-0.07000044	-0.427490532	-1.000213623	0.930213183	-0.357490093
20120809	5.316666667	1	0	0	0.090000033	0.342383832	0	0.090000033	0.252383798
20120919	5.733333333	1	0	0	-0.129999965	-0.859144866	0	-0.129999965	-0.729144901
20121005	5.233333333	1	0	0	0	-0.171156019	0	0	-0.171156019
20121030	6.766666667	1	0	0.500488281	0.020000339	0.341626972	0.500488281	-0.480487943	0.321626633
20121120	4.233333333	1	0	0	0	0.170487955	0	0	0.170487955
20121219	4.733333333	1	0	0	0.020000339	0.685944259	0	0.020000339	0.665943921
20121220	5.016666667	1	0	-0.499725342	0.029999763	0.770562708	-0.499725342	0.529725105	0.740562946
20130122	4.783333333	1	0	0.499725342	0.169999897	-0.512715459	0.499725342	-0.329725444	-0.682715356
20130214	4.65	1	0	0	-0.029999763	-0.342333168	0	-0.029999763	-0.312333405
20130307	4.4	1	0	0	-0.060000271	-0.340304106	0	-0.060000271	-0.280303836
20130404	6.666666667	1	0	0	-0.20999983	-3.125800133	0	-0.20999983	-2.915800303
20130426	6.583333333	1	0	0.500488281	0.049999356	-0.170479536	0.500488281	-0.450488925	-0.220478892
20130522	8.5	1	1	0	-0.180000067	1.654428005	0	-0.180000067	1.834428072
20130611	4.8	1	0	0	0	0	0	0	0
20130711	4.783333333	1	0	0	0	0	0	0	0
20130808	4.983333333	1	0	0	0	0.085879512	0	0	0.085879512
20130905	4.7	1	0	0	0	0	0	0	0
20131004	9.416666667	1	1	0	-0.110000372	0.256376714	0	-0.110000372	0.366377085
20131031	5.233333333	1	0	0	0	0	0	0	0
20131121	7.5	1	1	0	-0.090000778	0	0	-0.090000778	0.090000778
20131220	3.95	1	0	0	0	0	0	0	0
20140122	7.5	1	1	0.500488281	-0.120000541	-0.428163022	0.500488281	-0.620488822	-0.308162481
20140218	7.5	1	1	-0.500488281	0.320000947	0.169849813	-0.500488281	0.820489228	-0.150151134
20140311	7.5	1	1	0	-0.030000508	2.976668678	0	-0.030000508	3.006669186
20140408	4.833333333	1	0	0	0	-0.085225061	0	0	-0.085225061
20140430	5.85	1	0	0	-0.039999932	0.169849798	0	-0.039999932	0.20984973
20140521	8.5	1	1	0	-0.099999458	0	0	-0.099999458	0.099999458
20140613	4.683333333	1	0	0	0	0	0	0	0
20140715	4.966666667	1	0	0	0	0	0	0	0
20140808	5.133333333	1	0	0	0	-0.084535189	0	0	-0.084535189
20140904	5.116666667	1	0	0	0	0	0	0	0
20141007	6.9	1	0	0	0.010000169	-0.084543511	0	0.010000169	-0.094543681
20141031	5.733333333	1	0	-0.499725342	-0.190000057	-0.671353638	-0.499725342	0.309725285	-0.481353581
20141119	4.4	1	0	0	0	0.420857787	0	0	0.420857787
20141219	4.466666667	1	0	0	0.150000021	0.16651307	0	0.150000021	0.01651305
20150121	4.483333333	1	0	0	0.050000101	0.331670016	0	0.050000101	0.281669915
20150218	3.816666667	1	0	0	0	0	0	0	0
20150317	4.066666667	1	0	0	0	0.083290331	0	0	0.083290331
20150408	5.6	1	0	0	0.030000042	0.416853637	0	0.030000042	0.386853594
20150430	6.066666667	1	0	0.499725342	-0.109999999	-0.582030535	0.499725342	-0.609725341	-0.472030535
20150522	4.816666667	1	0	0	0	0	0	0	0
20150619	5.066666667	1	0	0	0	-0.167152822	0	0	-0.167152822
20150715	5.3	1	0	0	0.140000001	0.083882041	0	0.140000001	-0.056117959
20150807	5.3	1	0	0	-0.030000007	0.167105556	0	-0.030000007	0.197105562
20150915	5.116666667	1	0	0	0	0.997013032	0	0	0.997013032
20151007	5	1	0	0	0	-0.082617402	0	0	-0.082617402
20151030	4.366666667	1	0	0.499725342	-0.039999977	-0.661932111	0.499725342	-0.539725319	-0.621932134
20151119	7.5	1	1	0	-0.120000076	-0.165779993	0	-0.120000076	-0.045779917
20151218	4.833333333	1	0	0	-0.190000057	-0.741855979	0	-0.190000057	-0.551855922
20160129	7.5	1	1	-6.500244141	-1.180000246	-3.438813984	-6.500244141	5.320243895	-2.258813739
20160315	7.5	1	1	0.499725342	0.959999859	2.192791432	0.499725342	0.460274518	1.232791573
20160428	5.016666667	1	0	0	0	0.80865413	0	0	0.80865413
20160616	4.75	1	0	0	0	0	0	0	0
20160729	5.733333333	1	0	3.000640869	2.149999142	3.030178308	3.000640869	-0.850641727	0.880179167
20160921	8.5	1	1	0.499725342	1.039999723	2.751410663	0.499725342	0.540274382	1.71141094
20161101	7.5	1	1	0	0.250002742	0	0	0.250002742	-0.250002742
20161220	7.5	1	1	0	0.120000541	-0.246362448	0	0.120000541	-0.366362989
20170131	7.5	1	1	0	0.110000372	-0.000585109	0	0.110000372	-0.110585481
20170316	3.9	1	0	0	0	0	0	0	0
20170427	8.5	1	1	0	0.479999185	-0.16250366	0	0.479999185	-0.642502844
20170616	8.5	1	1	0	0.169999897	-0.162581384	0	0.169999897	-0.332581282
20170720	8.5	1	1	0	0.17440021	-0.08131063	0	0.17440021	-0.25571084
20170921	8.5	1	1	0	0.131799281	-0.406908527	0	0.131799281	-0.538707808
20171031	7.5	1	1	0	-0.023899972	0	0	-0.023899972	0.023899972
20171220	3.766666667	1	0	0	0	0	0	0	0
20180123	7.5	1	1	0	0.084700435	-0.652056009	0	0.084700435	-0.736756444
20180309	3.766666667	1	0	0	0	0	0	0	0
20180427	8.5	1	1	0	-0.026600063	-0.65196006	0	-0.026600063	-0.625359997
20180615	8.5	1	1	0	0.011299551	-0.244384959	0	0.011299551	-0.25568451
20180731	8.5	1	1	0.499725342	-0.821799755	-2.689017057	0.499725342	-1.321525097	-1.867217302
20180919	8.5	1	1	0	0.128100067	0.163789198	0	0.128100067	0.03568913
20181031	7.5	1	1	0	0.16309917	0.32569167	0	0.16309917	0.1625925
20181220	7.5	1	1	0	-0.130699575	-0.802697212	0	-0.130699575	-0.671997637
20190123	7.5	1	1	0	0.041900575	-0.080559634	0	0.041900575	-0.122460209
20190315	7.5	1	1	0	0.1504004	0.079959229	0	0.1504004	-0.070441172
20190425	8.5	1	1	0	-0.454699993	-0.881421149	0	-0.454699993	-0.426721156
