Timeline
IIPAUG 12, 2022

Industrial Production Growth at 2.40%

IIP for Jun 2022

13.6σ
NIFTY 50-vs T-60 baseline
USD / INR+0.67%vs T-60 baseline
INDIA VIX-vs T-60 baseline
10Y G-SEC+0.92%vs T-60 baseline
Cross-Asset Reaction Window
Surprise Analysis
Surprise DeviationHistorical volatility metric
0.0σ

Actual Print2.40%
Consensus15.95%

Macroeconomic Assessment

Major IIP surprise of -13.6σ — contraction in activity.

Cross-Asset Reaction Matrix
Asset ClassT−60T+30T+2HT+1D
Nifty 50NIFTY-+0.22%+0.22%-
USD / INRUSDINR-+0.65%+0.65%+0.67%
India VIXVIX--4.08%-4.08%-
10Y G-SecGSEC-+0.40%+0.40%+0.92%