Skip to content
Timeline
CPIJUN 13, 2022

CPI Inflation at 6.98%

CPI for May 2022

0.1σ
NIFTY 50-2.90%vs T-60 baseline
USD / INR+0.44%vs T-60 baseline
INDIA VIX+11.80%vs T-60 baseline
Gilt Fund (10Y proxy)+35.33%vs T-60 baseline
Cross-Asset Reaction Window

The 10-year sovereign is shown as a gilt-fund proxy, whose value moves inversely to yields. Older events use daily closes, so the intraday windows then coincide with the daily close.

Surprise Analysis
Surprise Deviationvs consensus, σ-scaled
0.0σ

Actual Print6.98%
Consensus7.10%

Macroeconomic Assessment

Inflation print aligned with consensus.

Source: MOSPI — CPI
Cross-Asset Reaction MatrixExport CSV
Asset ClassT−60T+30T+2HT+1D
Nifty 50NIFTY · 1d--2.64%-2.64%-2.90%
USD / INRUSDINR · 1d-+0.46%+0.46%+0.44%
India VIXVIX · 1d-+14.25%+14.25%+11.80%
Gilt Fund (10Y proxy)GSEC · 1d-+16.30%+16.30%+35.33%