Timeline
CPIDEC 12, 2023

CPI Inflation at 5.48%

CPI for Nov 2023

0.6σ
NIFTY 50-0.34%vs T-60 baseline
USD / INR-0.04%vs T-60 baseline
INDIA VIX-5.41%vs T-60 baseline
10Y G-SEC-0.19%vs T-60 baseline
Cross-Asset Reaction Window
Surprise Analysis
Surprise DeviationHistorical volatility metric
0.0σ

Actual Print5.48%
Consensus5.70%

Macroeconomic Assessment

CPI below expectations (0.6σ surprise).

Cross-Asset Reaction Matrix
Asset ClassT−60T+30T+2HT+1D
Nifty 50NIFTY--0.43%-0.43%-0.34%
USD / INRUSDINR--0.10%-0.10%-0.04%
India VIXVIX--0.39%-0.39%-5.41%
10Y G-SecGSEC-+0.29%+0.29%-0.19%