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CPIAUG 12, 2022

CPI Inflation at 6.66%

CPI for Jul 2022

0.1σ
NIFTY 50-vs T-60 baseline
USD / INR+0.67%vs T-60 baseline
INDIA VIX-vs T-60 baseline
Gilt Fund (10Y proxy)+0.92%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 Print6.66%
Consensus6.78%

Macroeconomic Assessment

Inflation print aligned with consensus.

Source: MOSPI — CPI
Cross-Asset Reaction MatrixExport CSV
Asset ClassT−60T+30T+2HT+1D
Nifty 50NIFTY · 1d-+0.22%+0.22%-
USD / INRUSDINR · 1d-+0.65%+0.65%+0.67%
India VIXVIX · 1d--4.08%-4.08%-
Gilt Fund (10Y proxy)GSEC · 1d-+0.40%+0.40%+0.92%