Timeline
CPIJAN 12, 2023

CPI Inflation at 5.71%

CPI for Dec 2022

1.0σ
NIFTY 50+0.34%vs T-60 baseline
USD / INR-0.64%vs T-60 baseline
INDIA VIX-6.35%vs T-60 baseline
10Y G-SEC-1.47%vs T-60 baseline
Cross-Asset Reaction Window
Surprise Analysis
Surprise DeviationHistorical volatility metric
0.0σ

Actual Print5.71%
Consensus5.90%

Macroeconomic Assessment

CPI below expectations (1.0σ surprise).

Cross-Asset Reaction Matrix
Asset ClassT−60T+30T+2HT+1D
Nifty 50NIFTY--0.21%-0.21%+0.34%
USD / INRUSDINR--0.01%-0.01%-0.64%
India VIXVIX--1.04%-1.04%-6.35%
10Y G-SecGSEC--1.76%-1.76%-1.47%