Intelligence Feed event · Macro · 2026-07-28

    Brazilian Selic futures price knife-edge August cut contingent on today’s inflation data

    Question

    Brazilian Selic futures price knife-edge August cut contingent on today’s inflation data

    Direct answer

    Any shift in implied August Copom probabilities following IPCA-15 and the Focus survey will move short-end DI futures, Brazilian bank equities, and BRLUSD as investors recalibrate carry trades and duration exposure.

    Original publisher
    Market Ontology
    Evidence through
    2026-07-28
    Published
    2026-10-20
    Revision
    1 · 2026-10-20

    Cite as: Market Ontology, “Brazilian Selic futures price knife-edge August cut contingent on today’s inflation data”, revision 1, evidence through 2026-07-28. https://marketontology.com/market-events/2026-07-28/brazilian-selic-futures-price-knife-edge-august-cut-contingent-on-today-s-inflat-b83511

    MACRO
    Brazilian Selic futures price knife-edge August cut contingent on today’s inflation data
    Any shift in implied August Copom probabilities following IPCA-15 and the Focus survey will move short-end DI futures, Brazilian bank equities, and BRLUSD as investors recalibrate carry trades and duration exposure.
    BRLUSDDI1F27BBDC4
    Impact
    60
    JUL 28
    SIG
    BRLUSDDI1F27BBDC4
    Brazilian Selic futures price knife-edge August cut contingent on today’s inflation data
    Any shift in implied August Copom probabilities following IPCA-15 and the Focus survey will move short-end DI futures, Brazilian bank equities, and BRLUSD as investors recalibrate carry trades and duration exposure.
    Impact
    Any shift in implied August Copom probabilities following IPCA-15 and the Focus survey will move short-end DI futures, Brazilian bank equities, and BRLUSD as investors recalibrate carry trades and duration exposure.
    Affected
    BRLUSDDI1F27BBDC4

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    What happened next

    Price follow-up pending — no stored daily closes for these assets yet.

    Closing prices from stored daily bars; returns measured from the last close on or before the event date. Not a recommendation.

    Sources

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