Timeline
CPISEP 12, 2023

CPI Inflation at 6.86%

CPI for Aug 2023

1.1σ
NIFTY 50+0.37%vs T-60 baseline
USD / INR-0.23%vs T-60 baseline
INDIA VIX+4.23%vs T-60 baseline
10Y G-SEC+0.23%vs T-60 baseline
Cross-Asset Reaction Window
Surprise Analysis
Surprise DeviationHistorical volatility metric
0.0σ

Actual Print6.86%
Consensus6.50%

Macroeconomic Assessment

CPI above expectations (1.1σ surprise).

Cross-Asset Reaction Matrix
Asset ClassT−60T+30T+2HT+1D
Nifty 50NIFTY--0.02%-0.02%+0.37%
USD / INRUSDINR--0.11%-0.11%-0.23%
India VIXVIX-+3.00%+3.00%+4.23%
10Y G-SecGSEC-+0.23%+0.23%+0.23%