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CPIJUL 12, 2022

CPI Inflation at 6.94%

CPI for Jun 2022

0.1σ
NIFTY 50-1.54%vs T-60 baseline
USD / INR+0.18%vs T-60 baseline
INDIA VIX+0.82%vs T-60 baseline
Gilt Fund (10Y proxy)+18.95%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 Print6.94%
Consensus7.01%

Macroeconomic Assessment

Inflation print aligned with consensus.

Source: MOSPI — CPI
Cross-Asset Reaction MatrixExport CSV
Asset ClassT−60T+30T+2HT+1D
Nifty 50NIFTY · 1d--0.97%-0.97%-1.54%
USD / INRUSDINR · 1d-+0.18%+0.18%+0.18%
India VIXVIX · 1d-+0.98%+0.98%+0.82%
Gilt Fund (10Y proxy)GSEC · 1d-+8.19%+8.19%+18.95%