Timeline
CPIAPR 12, 2023

CPI Inflation at 5.66%

CPI for Mar 2023

0.8σ
NIFTY 50+0.60%vs T-60 baseline
USD / INR-0.03%vs T-60 baseline
INDIA VIX-0.58%vs T-60 baseline
10Y G-SEC-0.51%vs T-60 baseline
Cross-Asset Reaction Window
Surprise Analysis
Surprise DeviationHistorical volatility metric
0.0σ

Actual Print5.66%
Consensus5.80%

Macroeconomic Assessment

CPI below expectations (0.8σ surprise).

Cross-Asset Reaction Matrix
Asset ClassT−60T+30T+2HT+1D
Nifty 50NIFTY-+0.51%+0.51%+0.60%
USD / INRUSDINR-+0.11%+0.11%-0.03%
India VIXVIX-+2.42%+2.42%-0.58%
10Y G-SecGSEC--0.41%-0.41%-0.51%