Timeline
CPIOCT 12, 2023

CPI Inflation at 5.09%

CPI for Sep 2023

1.2σ
NIFTY 50-0.30%vs T-60 baseline
USD / INR+0.01%vs T-60 baseline
INDIA VIX-3.37%vs T-60 baseline
10Y G-SEC-0.13%vs T-60 baseline
Cross-Asset Reaction Window
Surprise Analysis
Surprise DeviationHistorical volatility metric
0.0σ

Actual Print5.09%
Consensus5.50%

Macroeconomic Assessment

CPI below expectations (1.2σ surprise).

Cross-Asset Reaction Matrix
Asset ClassT−60T+30T+2HT+1D
Nifty 50NIFTY--0.09%-0.09%-0.30%
USD / INRUSDINR--0.04%-0.04%+0.01%
India VIXVIX--3.37%-3.37%-3.37%
10Y G-SecGSEC-0.00%0.00%-0.13%