date (YYYYMMDD)	time (HH)	MPD dummy	PC dummy	chg (3m yield)	chg (2y yield)	chg (10y yield)	target surprise	path surprise	long-rate surprise
20031209	20.25	1	0	0	9.111031532	8.681326866	0	9.111031532	-0.429704666
20040128	20.25	1	0	0	21.63869858	15.48710251	0	21.63869858	-6.151596069
20040316	20.25	1	0	-2.099996805	40.92077255	-5.426423073	-2.099996805	43.02076936	-46.34719563
20040504	20.25	1	0	0	-1.915108562	-0.181151003	0	-1.915108562	1.733957559
20040630	20.25	1	0	-2.199995518	0	0.919340014	-2.199995518	2.199995518	0.919340014
20040810	20.25	1	0	0.870001316	5.384969234	2.315703392	0.870001316	4.514967918	-3.069265842
20040921	20.25	1	0	-0.400006771	-2.686406612	0	-0.400006771	-2.286399841	2.686406612
20041110	20.25	1	0	-0.500011444	-4.253921032	-3.210373163	-0.500011444	-3.753909588	1.043547869
20041214	20.25	1	0	0.100016594	-0.388117492	-0.885652304	0.100016594	-0.488134086	-0.497534811
20050202	20.25	1	0	-0.400018692	-0.778804183	-0.8909536	-0.400018692	-0.378785491	-0.112149417
20050322	20.25	1	0	0	6.670095444	8.674062729	0	6.670095444	2.003967285
20050503	20.25	1	0	0.199985504	3.533786058	1.796411037	0.199985504	3.333800554	-1.737375021
20050630	20.25	1	0	0.800013542	0	2.113861322	0.800013542	-0.800013542	2.113861322
20050809	20.25	1	0	-0.300002098	-1.582985878	-1.458631277	-0.300002098	-1.28298378	0.124354601
20050920	20.25	1	0	-0.699996948	3.54659915	1.080732226	-0.699996948	4.246596098	-2.465866923
20051101	20.25	1	0	0.199985504	1.192404032	0.185367793	0.199985504	0.992418528	-1.007036239
20051213	20.25	1	0	-0.600004196	-2.384808064	-2.037713289	-0.600004196	-1.784803867	0.347094774
20060131	20.23333333	1	0	0.900030136	3.186382532	3.152728558	0.900030136	2.286352396	-0.033653975
20060328	21.25	1	0	1.10001564	5.999987125	4.338575363	1.10001564	4.899971485	-1.661411762
20060510	20.25	1	0	1.10001564	5.617172241	4.036726475	1.10001564	4.517156601	-1.580445766
20060808	20.25	1	0	-4.100036621	-2.803459883	-0.568872631	-4.100036621	1.296576738	2.234587252
20060920	20.25	1	0	0.099992752	1.199997425	0	0.099992752	1.100004673	-1.199997425
20061025	20.25	1	0	-0.199985504	-0.400849938	-1.131036043	-0.199985504	-0.200864434	-0.730186105
20061212	20.25	1	0	0.30002594	-3.592148304	-2.214011669	0.30002594	-3.892174244	1.378136635
20070131	20.25	1	0	-0.800037384	-1.202549815	-1.513133883	-0.800037384	-0.402512431	-0.310584068
20070321	19.25	1	0	-0.15001297	-7.178943157	0	-0.15001297	-7.028930187	7.178943157
20070509	20.25	1	0	0	3.993352413	2.047088623	0	3.993352413	-1.94626379
20070628	20.25	1	0	0	0	1.151703119	0	0	1.151703119
20070807	20.25	1	0	1.649999619	-5.966999054	-1.683279991	1.649999619	-7.616998672	4.283719063
20071031	19.25	1	0	0.600004196	7.082873344	3.81986475	0.600004196	6.482869148	-3.263008595
20071211	20.25	1	0	2.999973297	-11.64789295	-6.838496685	2.999973297	-14.64786625	4.809396267
20080122	14.33333333	1	0	-20.79999542	7.249297619	6.417494297	-20.79999542	28.04929304	-0.831803322
20080130	20.25	1	0	-9.000015259	-1.149005175	2.568966866	-9.000015259	7.851010084	3.71797204
20080318	19.25	1	0	9.650003433	-13.24561501	-0.490992486	9.650003433	-22.89561844	12.75462252
20080430	20.25	1	0	-5.249989033	-0.768530548	0.862814665	-5.249989033	4.481458485	1.631345212
20080625	20.25	1	0	-2.499985695	-3.863557816	-0.354892999	-2.499985695	-1.363572121	3.508664817
20080805	20.25	1	0	-0.999999046	-0.771057963	0.867794871	-0.999999046	0.228941083	1.638852835
20080916	20.25	1	0	0.499999523	10.99398708	5.312120438	0.499999523	10.49398756	-5.681866646
20081008	13	1	0	-4.750001431	5.293770313	5.253676891	-4.750001431	10.04377174	-0.040093422
20081029	19.28333333	1	0	-5.000000954	-6.42728138	-6.947953224	-5.000000954	-1.427280426	-0.520671844
20081216	20.25	1	0	-0.999999046	-10.02742577	-8.435419083	-0.999999046	-9.02742672	1.592006683
20090128	20.25	1	0	0	-1.493844509	1.428408265	0	-1.493844509	2.922252774
20090318	19.25	1	0	1.700000525	-4.113879681	-33.40955353	1.700000525	-5.813880205	-29.29567385
20090429	20.25	1	0	0	2.997787714	6.348543167	0	2.997787714	3.350755453
20090624	20.25	1	0	-0.55000037	-0.750846326	7.764769077	-0.55000037	-0.200845957	8.515615404
20090812	20.25	1	0	-0.200000405	0	2.058586836	-0.200000405	0.200000405	2.058586836
20090923	20.25	1	0	-1.000000477	-7.847851753	-5.595058918	-1.000000477	-6.847851276	2.252792835
20091104	20.25	1	0	0	-4.118850708	0.50501889	0	-4.118850708	4.623869598
20091216	20.25	1	0	-0.399999321	-0.372878611	1.671369195	-0.399999321	0.027120709	2.044247806
20100127	20.25	1	0	0	4.113879681	2.861822367	0	4.113879681	-1.252057314
20100316	19.25	1	0	0.55000037	-2.988000631	-2.512156725	0.55000037	-3.538001001	0.475843906
20100428	20.25	1	0	-0.499999523	-0.750728905	0.339480788	-0.499999523	-0.250729382	1.090209693
20100623	20.25	1	0	1.000000477	-0.743155122	-0.651607931	1.000000477	-1.743155599	0.091547191
20100810	20.25	1	0	0.100000203	-1.858936787	-5.673317909	0.100000203	-1.958936989	-3.814381123
20100921	20.25	1	0	-0.300000608	-1.113373876	0	-0.300000608	-0.813373268	1.113373876
20101103	19.25	1	0	1.000000477	-0.740553856	0.464198977	1.000000477	-1.740554333	1.204752833
20101214	20.25	1	0	-0.250001252	-1.11597538	-1.639097571	-0.250001252	-0.865974128	-0.523122191
20110126	20.25	1	0	0.299999118	-2.604635477	0.164790869	0.299999118	-2.904634595	2.769426346
20110315	19.25	1	0	0.249999762	2.96998024	3.085402727	0.249999762	2.719980478	0.115422487
20110427	20.25	1	1	0	-4.093353391	-2.462278664	0	-4.093353391	1.631074727
20110622	20.25	1	1	-2.049999654	2.22177726	2.702389777	-2.049999654	4.271776915	0.480612516
20110809	20.25	1	0	0.699999928	-7.757611275	-4.862238884	0.699999928	-8.457611203	2.895372391
20110921	20.25	1	0	1.69999969	4.798439503	0	1.69999969	3.098439813	-4.798439503
20111102	19.25	1	1	-0.400000066	1.10828793	0.15149051	-0.400000066	1.508287996	-0.956797421
20111213	20.25	1	0	-0.200000405	0.370257616	-0.595703602	-0.200000405	0.570258021	-0.965961218
20120125	20.25	1	1	-1.499999702	-1.843737245	-0.901323557	-1.499999702	-0.343737543	0.942413688
20120313	19.25	1	0	-0.19999966	0.738068759	1.795581222	-0.19999966	0.93806842	1.057512462
20120425	20.25	1	1	-1.49E-06	-1.10828793	-1.930049419	-1.49E-06	-1.10828644	-0.821761489
20120620	20.25	1	1	0	1.846318245	-1.453644991	0	1.846318245	-3.299963236
20120801	20.25	1	0	3.750000954	2.214090824	2.89422369	3.750000954	-1.53591013	0.680132866
20120913	20.25	1	1	1.000000566	2.216575861	4.675877571	1.000000566	1.216575295	2.45930171
20121024	20.25	1	0	-0.100000203	0	-0.294556975	-0.100000203	0.100000203	-0.294556975
20121212	20.25	1	1	0.499999523	0	2.185848057	0.499999523	-0.499999523	2.185848057
20130130	20.25	1	0	0.250000507	-0.370257616	-1.191675782	0.250000507	-0.620258123	-0.821418166
20130320	19.5	1	1	-0.499999523	0	0.892364442	-0.499999523	0.499999523	0.892364442
20130501	20	1	0	0	0.367753506	0.727991104	0	0.367753506	0.360237598
20130619	20.5	1	1	-0.600000441	2.957091093	0	-0.600000441	3.557091534	-2.957091093
20130731	20	1	0	0.699999928	-0.738030314	-1.713323712	0.699999928	-1.438030243	-0.975293398
20130918	20.5	1	1	-0.699999928	-2.589453459	-15.14957619	-0.699999928	-1.88945353	-12.56012273
20131030	19	1	0	0.200000405	0.740515232	4.143314362	0.200000405	0.540514827	3.402799129
20131218	20.5	1	1	0.299999863	-1.478622615	1.411400452	0.299999863	-1.778622478	2.890023068
20140129	20	1	0	0.299999863	0.740553856	1.253840446	0.299999863	0.440553993	0.513286591
20140319	19.5	1	1	0.200000435	5.919769228	7.697787285	0.200000435	5.719768792	1.778018057
20140430	20	1	0	0.100000203	0	0.474999607	0.100000203	-0.100000203	0.474999607
20140618	20.5	1	1	0.099999428	-1.481184959	-2.673488379	0.099999428	-1.581184387	-1.192303419
20140730	20	1	0	0	-0.37029621	-1.104609609	0	-0.37029621	-0.734313399
20140917	20.5	1	1	-0.599999726	2.967494965	5.053140044	-0.599999726	3.56749469	2.08564508
20141029	19	1	0	0.299999863	3.335151196	2.949156284	0.299999863	3.035151333	-0.385994911
20141217	20.5	1	1	-0.400000066	0.372820377	2.920474216	-0.400000066	0.772820443	2.547653839
20150128	20	1	0	0.100000203	-1.856451511	-2.103202343	0.100000203	-1.956451714	-0.246750832
20150318	19.5	1	1	-1.299999684	-10.76400375	-11.25267076	-1.299999684	-9.46400407	-0.488667011
20150429	20	1	0	-0.600000501	-0.372781426	-0.152393788	-0.600000501	0.227219075	0.220387638
20150617	20.5	1	1	-1.999999583	-7.058731019	-7.14248997	-1.999999583	-5.058731437	-0.08375895
20150729	20	1	0	-0.300000608	-1.488718152	-1.083829641	-0.300000608	-1.188717544	0.404888511
20150917	20.5	1	1	-6.79999876	-7.811828136	-6.754250765	-6.79999876	-1.011829376	1.057577372
20151028	19	1	0	0.399999321	6.322702885	3.356871367	0.399999321	5.922703564	-2.965831518
20151216	20.5	1	1	1.89999938	2.990330637	0	1.89999938	1.090331256	-2.990330637
20160127	20	1	0	-1.499998569	-2.985047817	-2.283226728	-1.499998569	-1.485049248	0.701821089
20160316	19.5	1	1	0.499999523	-11.57791662	-8.496899009	0.499999523	-12.07791615	3.081017613
20160427	20	1	0	1.100000739	2.61222744	1.510424972	1.100000739	1.512226701	-1.101802468
20160615	20.5	1	1	-2.300000072	-4.09335354	-2.809616446	-2.300000072	-1.793353468	1.283737093
20160727	20	1	0	0.200000405	0.745601714	-0.442050248	0.200000405	0.545601308	-1.187651962
20160921	20.5	1	1	0.400000811	-2.237038493	0	0.400000811	-2.637039304	2.237038493
20161102	19	1	0	0.099998713	0	-0.450437367	0.099998713	-0.099998713	-0.450437367
20161214	20.5	1	1	0.199997425	10.13341093	12.03997612	0.199997425	9.933413506	1.906565189
20170201	20	1	0	-0.600004196	-2.632660151	-0.951308072	-0.600004196	-2.032655954	1.681352079
20170315	19.5	1	1	-0.400000811	-7.147585154	-7.463276863	-0.400000811	-6.747584343	-0.31569171
20170503	20	1	0	0.199997425	1.504022121	1.564609766	0.199997425	1.304024696	0.060587645
20170614	20.5	1	1	1.300001144	3.761494279	2.313476324	1.300001144	2.461493134	-1.448017955
20170726	20	1	0	-0.699996948	-1.884476304	-1.093242526	-0.699996948	-1.184479356	0.791233778
20170920	20.5	1	1	0	4.52248168	0	0	4.52248168	-4.52248168
20171101	19	1	0	-0.099992752	0	0.62896508	-0.099992752	0.099992752	0.62896508
20171213	20.5	1	1	0	-3.794605255	-2.998843789	0	-3.794605255	0.795761466
20180926	20.5	1	1	0.70002079	-1.159255624	-2.003756329	0.70002079	-1.859276414	-0.844500706
20181108	20	1	0	0.70002079	0.385609418	0.336700648	0.70002079	-0.314411372	-0.04890877
20181219	20.5	1	1	2.500009537	0.385549098	0	2.500009537	-2.114460438	-0.385549098
20190130	20	1	0	-0.099992752	-4.03686142	-2.432068348	-0.099992752	-3.936868668	1.604793072
20190320	19.5	1	1	0	-4.414698064	0	0	-4.414698064	4.414698064
20190501	20.5	1	1	-0.999999046	4.974048138	2.866132259	-0.999999046	5.974047184	-2.107915878
20190619	20.5	1	1	-2.300000191	-11.39754677	0	-2.300000191	-9.097546577	11.39754677
