| Classification | Variable name | Calculation | Symbol |
| Monetary policy | Money supply M0 | year-on-year growth rate | M0 |
| Money supply M1 | year-on-year growth rate | M1 | |
| Money supply M2 | year-on-year growth rate | M2 | |
| Deposit reserve ratio (large commercial banks) | current period rate | DRR1 | |
| Deposit reserve ratio (other banks) | current period rate | DRR2 | |
| Rediscount rate | current period rate | DIR | |
| Loan rate: 1 year or less | current period rate | LPR1 | |
| Loan rate: 1 to 5 years | current period rate | LPR1_5 | |
| Loan rate: more than 5 years | current period rate | LPR5 | |
| Deposit rate: demand deposit | current period rate | DR | |
| Deposit rate: 3-month savings deposit | current period rate | DR3M | |
| Deposit rate: 6-month savings deposit | current period rate | DR6M | |
| Deposit rate: 1-year savings deposit | current period rate | DR1Y | |
| Deposit rate: 2-year savings deposit | current period rate | DR2Y | |
| Deposit rate: 3-year savings deposit | current period rate | DR3Y | |
| Shibor: 7 days | current period rate | ILR7D | |
| Shibor: 1 month | current period rate | ILR1M | |
| Shibor: 3 months | current period rate | ILR3M | |
| Bond market | 6-month treasury bond spread | 6-month Treasury yield minus 3-month Treasury yield | TS6M |
| 1-year treasury bond spread | 1-year Treasury yield minus 3-month Treasury yield | TS1Y | |
| 3-year treasury bond spread | 3-year Treasury yield minus 3-month Treasury yield | TS3Y | |
| 5-year treasury bond spread | 5-year Treasury yield minus 3-month Treasury yield | TS5Y | |
| 7-year treasury bond spread | 7-year Treasury yield minus 3-month Treasury yield | TS7Y | |
| 10-year treasury bond spread | 10-year Treasury yield minus 3-month Treasury yield | TS10Y | |
| 30-year treasury bond spread | 30-year Treasury yield minus 3-month Treasury yield | TS30Y | |
| 1-year 3A corporate bond spread | 1-year 3A corporate bond yield minus 3-month Treasury yield | CS1Y | |
| 2-year 3A corporate bond spread | 2-year 3A corporate bond yield minus 3-month Treasury yield | CS2Y | |
| 3-year 3A corporate bond spread | 3-year 3A corporate bond yield minus 3-month Treasury yield | CS3Y | |
| 5-year 3A corporate bond spread | 5-year 3A corporate bond yield minus 3-month Treasury yield | CS5Y | |
| 7-year 3A corporate bond spread | 7-year 3A corporate bond yield minus 3-month Treasury yield | CS7Y | |
| 10-year 3A corporate bond spread | 10-year 3A corporate bond yield minus 3-month Treasury yield | CS10Y | |
|
| 15-year 3A corporate bond spread | 15-year 3A corporate bond yield minus 3-month Treasury yield | CS15Y |
| 20-year 3A corporate bond spread | 20-year 3A corporate bond yield minus 3-month Treasury yield | CS20Y | |
| 30-year 3A corporate bond spread | 30-year 3A corporate bond yield minus 3-month Treasury yield | CS30Y | |
| Securities market | Shanghai Composite Index Return | Monthly yield of Shanghai Composite Index | SHR |
| Shanghai Composite Index Volatility | Conditional standard deviation of composite index yield obtained from GARCH (1, 1) model | SHSVOL | |
| Shanghai Composite Index turnover rate | Monthly turnover rate: the arithmetic average of daily turnover rate | SHTO | |
| Shenzhen Composite Index Return | Monthly yield of Shenzhen Composite Index | SZR | |
| Shenzhen Composite Index Volatility | Conditional standard deviation of composite index yield obtained from GARCH (1, 1) model | SZSVOL | |
| Shenzhen Composite Index turnover rate | Monthly turnover rate: the arithmetic average of daily turnover rate | SZTO | |
| Macro economy | Above-scale industries realized added value | year-on-year growth rate | VAI |
| Macroeconomic boom index: leading indicator | year-on-year growth rate | MI1 | |
| Macroeconomic boom index: consistent indicator | year-on-year growth rate | MI2 | |
| Macroeconomic boom index: lagging indicator | year-on-year growth rate | MI3 | |
| PMI: manufacturing | year-on-year growth rate | PMI | |
| Total retail sales of consumer goods | year-on-year growth rate | SCR | |
| Fixed asset investment: cumulative | year-on-year growth rate | FI | |
| Price level | CPI | year-on-year growth rate | CPI |
| Commodity retail price index | year-on-year growth rate | RPI | |
| Enterprise commodity price index | year-on-year growth rate | FPI | |
| Producer Price Index | year-on-year growth rate | IPI | |
| Exchange market | RMB to USD | year-on-year growth rate | USDCNY |
| RMB to Euro | year-on-year growth rate | EUROCNY | |
| RMB to JPY | year-on-year growth rate | JPYCNY | |
| RMB to HKD | year-on-year growth rate | HKCNY | |
| Real effective exchange rate: BIS | year-on-year growth rate | BIS | |
| Government expenses | National general public budget revenue | year-on-year growth rate | GI |
| National general public budget expenditure | year-on-year growth rate | GS | |
| Tax revenue | year-on-year growth rate | TI | |
| Import and Export | Net exports | year-on-year growth rate | EI |