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CPIOCT 12, 2022

CPI Inflation at 7.33%

CPI for Sep 2022

0.3σ
NIFTY 50+0.18%vs T-60 baseline
USD / INR-0.27%vs T-60 baseline
INDIA VIX-0.98%vs T-60 baseline
Gilt Fund (10Y proxy)+7.28%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 Print7.33%
Consensus7.30%

Macroeconomic Assessment

Inflation print aligned with consensus.

Source: MOSPI — CPI
Cross-Asset Reaction MatrixExport CSV
Asset ClassT−60T+30T+2HT+1D
Nifty 50NIFTY · 1d-+0.82%+0.82%+0.18%
USD / INRUSDINR · 1d--0.18%-0.18%-0.27%
India VIXVIX · 1d--1.51%-1.51%-0.98%
Gilt Fund (10Y proxy)GSEC · 1d-+5.78%+5.78%+7.28%