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CPIMAR 14, 2022

CPI Inflation at 6.06%

CPI for Feb 2022; consensus unavailable

NIFTY 50+0.20%vs T-60 baseline
USD / INR+0.24%vs T-60 baseline
INDIA VIX+5.44%vs T-60 baseline
Gilt Fund (10Y proxy)+22.74%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 DeviationNo consensus baseline
—

Actual Print6.06%
Consensus—

Macroeconomic Assessment

No consensus estimate was published for this release, so there is no baseline to measure a surprise against.

Source: MOSPI — CPI ↗
Cross-Asset Reaction MatrixExport CSV
Asset ClassT−60T+30T+2HT+1D
Nifty 50NIFTY · 1d-+1.45%+1.45%+0.20%
USD / INRUSDINR · 1d-+0.58%+0.58%+0.24%
India VIXVIX · 1d-+1.30%+1.30%+5.44%
Gilt Fund (10Y proxy)GSEC · 1d-+3.56%+3.56%+22.74%