Timeline
CPIJUN 12, 2023

CPI Inflation at 4.31%

CPI for May 2023

0.6σ
NIFTY 50+0.82%vs T-60 baseline
USD / INR-0.18%vs T-60 baseline
INDIA VIX-0.09%vs T-60 baseline
10Y G-SEC+0.10%vs T-60 baseline
Cross-Asset Reaction Window
Surprise Analysis
Surprise DeviationHistorical volatility metric
0.0σ

Actual Print4.31%
Consensus4.40%

Macroeconomic Assessment

CPI below expectations (0.6σ surprise).

Cross-Asset Reaction Matrix
Asset ClassT−60T+30T+2HT+1D
Nifty 50NIFTY-+0.21%+0.21%+0.82%
USD / INRUSDINR--0.05%-0.05%-0.18%
India VIXVIX-+1.17%+1.17%-0.09%
10Y G-SecGSEC-0.00%0.00%+0.10%