NIFTY 50+0.60%vs T-60 baseline
USD / INR+0.44%vs T-60 baseline
INDIA VIX-4.45%vs T-60 baseline
10Y G-SEC+1.80%vs T-60 baseline
Cross-Asset Reaction Window
Surprise Analysis
Surprise DeviationHistorical volatility metric
▼0.0σ
Actual Print5.92%
Consensus6.40%
Macroeconomic Assessment
Major CPI surprise of -5.3σ — expect volatility.
Cross-Asset Reaction Matrix
| Asset Class | T−60 | T+30 | T+2H | T+1D |
|---|---|---|---|---|
| Nifty 50NIFTY | - | +0.00% | +0.00% | +0.60% |
| USD / INRUSDINR | - | +0.16% | +0.16% | +0.44% |
| India VIXVIX | - | -1.19% | -1.19% | -4.45% |
| 10Y G-SecGSEC | - | -0.12% | -0.12% | +1.80% |