金融票据

由1987年至今的金融票据数据，包括已发行票据量、发行金额、月底结余毛额、加权平均收益率及平均日数。其中，已发行票据量、发行金额及月底结余毛额可再细分为一日、一星期、一个月、二个月、三个月、六个月及一年。加权平均收益率可按月计及年计来划分。另外，金融票据的平均日数可分为当月发行金融票据的平均到期日数、从年初开始所发行金融票据的平均到期日数，以及所有未到期金融票据的平均到期日数。

This dataset covers financial instrument data from 1987 to the present, comprising the issued volume, total issuance amount, gross month-end outstanding balance, weighted average yield, and average days to maturity. Specifically, the issued volume, total issuance amount, and gross month-end outstanding balance can be further segmented by tenors: one-day, one-week, one-month, two-month, three-month, six-month, and one-year tenors. The weighted average yield can be classified into two categories based on calculation frequency: monthly and annual metrics. Additionally, the average days to maturity of financial instruments are divided into three types: the average days to maturity of instruments issued in the current month, the average days to maturity of instruments issued since the start of the year, and the average days to maturity of all outstanding financial instruments.

搜集汇总

背景与挑战

背景概述

该数据集是澳门金融管理局提供的1987年至今的金融票据统计数据，包含按不同期限分类的票据发行量、金额、收益率和到期日数等详细信息，每月更新一次，数据格式为Excel。