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Macroeconomic surprises and short-term behaviour <strong>in</strong> bond futures 289<br />

Table A6 Producer price <strong>in</strong>dex<br />

• ✓<br />

10 m<strong>in</strong> ▪ □ ▪ ▪ □ □ ▪ ▪ ▪ ▪<br />

20 m<strong>in</strong> ▪ ▪ ▪ ▪ ▪ □ □ □ □<br />

30 m<strong>in</strong> ▪ □ ▪ □ □ □<br />

40 m<strong>in</strong> □<br />

50 m<strong>in</strong><br />

60 m<strong>in</strong><br />

70 m<strong>in</strong> □ □ ▪ ▪<br />

80 m<strong>in</strong> ▪ ▪ ▪ ▪ ▪<br />

90 m<strong>in</strong> ▪ ▪ □ ▪<br />

100 m<strong>in</strong> ▪ □<br />

110 m<strong>in</strong> ▪ □<br />

120 m<strong>in</strong> □<br />

See legend Table A1. Black (white) squares stand for significant effect at 5% (10%)<br />

Table A7 Consumer price <strong>in</strong>dex<br />

• ✓<br />

10 m<strong>in</strong> ▪ ▪ ▪ ▪ ▪ □ ▪ ▪<br />

20 m<strong>in</strong> ▪ ▪ ▪ ▪ ▪ ▪ ▪ ▪ ▪<br />

30 m<strong>in</strong> ▪ ▪ □ □ ▪ ▪ ▪ □<br />

40 m<strong>in</strong> ▪ ▪ ▪ ▪ ▪<br />

50 m<strong>in</strong> ▪ ▪ □ ▪<br />

60 m<strong>in</strong> ▪ ▪<br />

70 m<strong>in</strong> ▪ ▪ □<br />

80 m<strong>in</strong> ▪ ▪ ▪ ▪ ▪<br />

90 m<strong>in</strong> ▪ ▪ ▪ ▪ ▪<br />

100 m<strong>in</strong> ▪ ▪ ▪ ▪<br />

110 m<strong>in</strong> □ ▪<br />

120 m<strong>in</strong><br />

See legend <strong>in</strong> Tables A1 and A6

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