Timeline
CPIJUL 12, 2023

CPI Inflation at 4.84%

CPI for Jun 2023

1.7σ
NIFTY 50-0.13%vs T-60 baseline
USD / INR-0.63%vs T-60 baseline
INDIA VIX-0.64%vs T-60 baseline
10Y G-SEC-0.38%vs T-60 baseline
Cross-Asset Reaction Window
Surprise Analysis
Surprise DeviationHistorical volatility metric
0.0σ

Actual Print4.84%
Consensus4.58%

Macroeconomic Assessment

Major CPI surprise of 1.7σ — expect volatility.

Cross-Asset Reaction Matrix
Asset ClassT−60T+30T+2HT+1D
Nifty 50NIFTY--0.28%-0.28%-0.13%
USD / INRUSDINR--0.15%-0.15%-0.63%
India VIXVIX--0.64%-0.64%-0.64%
10Y G-SecGSEC--0.25%-0.25%-0.38%