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The header of the accompanying .stat file generated by the EnergyPlus Weather Converter gives insight to what these values mean. The heating section of the header looks like so:
Design Stat ColdestMonth DB996 DB990 DP996 HR_DP996 DB_DP996 DP990 HR_DP990 DB_DP990
Units {} {∞C} {∞C} {∞C} {} {∞C} {∞C} {} {∞C} {m/s} {∞C} {m/s} {∞C} {m/s} {deg}
Heating 1 -4.6 -2.6 -12.6 1.3 -0.5 -9.7 1.7 1.9 9.9 10.8 8.9 8.4 2.6 310
Which matches up to the values you would expect in the heating section of the EPW file.
DB = Dry Bulb, DP = Dew Point, HR = Relative Humidity, and the subsequent numbers refer to the percentiles.