In brief

32% in August, the deepest deflation in four years, as the Itaipu bonus pulled down power bills.

22%, below forecasts, and the market is already discussing rate cuts at every meeting through December.

What we know

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  1. Verified fact · material

    The IPCAInflationMacroChange in the price level, tracked in Brazil primarily through the IPCA index.Open in the Market Map ↗ fell 0.32% in August, after a 0.07% rise in July, the deepest monthly deflation in four years, against a median forecast of -0.29%, per IBGE, Agência Brasil, InfoMoney and Bloomberg Línea.

    Data point that defines the event.

  2. Verified fact · material

    Twelve-month inflationInflationMacroChange in the price level, tracked in Brazil primarily through the IPCA index.Open in the Market Map ↗ eased from 4.44% to 4.22%, below the 4.27% median, and 2026 to date stands at 3.11%, per Bloomberg Línea, InfoMoney and Agência Brasil.

    Measures the distance to target before the Copom.

  3. Verified fact

    Housing fell 1.87%, the largest August drop since the Real Plan, with electricity -7.63% on the Itaipu bonus; transport fell 0.86%, with gasoline -0.59% and ethanol -3.95%, and food fell 0.34%, per Agência Brasil.

    Breakdown of the deflation.

    Sources[01]
  4. Verified fact

    After the data, Treasury bond yields fell: the fixed-rate 2029 went from 13.85% to 13.77%, the 2032 from 14.18% to 14.08% and the IPCAInflationMacroChange in the price level, tracked in Brazil primarily through the IPCA index.Open in the Market Map ↗+ 2032 from 7.72% to 7.57%, per InfoMoney; DI futures also fell, per CNN Brasil.

    Curve reaction.

    Sources[02][05]
  5. Verified fact

    BofA cut its end-2026 Selic forecast from 13.75% to 13.25%, now expecting 0.25-point cuts at every remaining Copom meeting, with David Beker citing improving core inflationInflationMacroChange in the price level, tracked in Brazil primarily through the IPCA index.Open in the Market Map ↗, slowing activity and rising delinquency, per CNN Brasil.

    First revision by a major house after the data.

    Sources[04]

Transmission to assets

Market read-through

For the yield curveYield CurveMacroBrazil's market interest rates across maturities, reflected in government bonds, Tesouro Direto and DI futures.Open in the Market Map ↗, the downside surprise removes the risk of a September pause and moves the debate to December; for inflationInflationMacroChange in the price level, tracked in Brazil primarily through the IPCA index.Open in the Market Map ↗-linked bonds, breakevens ease.

25-point cut.

Portfolio impact

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Curva de juros (DI) e NTN-Bpositive

Below-forecast inflationInflationMacroChange in the price level, tracked in Brazil primarily through the IPCA index.Open in the Market Map ↗ lowers expected rates along the curve.

Positive for fixed-rate bonds; breakevens ease.

What would change the view: Effect partly offset by oil above US$ 100.

rates60% confidence
Selic e Copom de 16/9positive

Deflation widens room for sequential 0.25-point cuts.

Reinforces the cut and the cycle through December.

What would change the view: Depends on the fuel shock and the Fed decision.

macro55% confidence

Direction is an explanatory hypothesis, not a forecast or recommendation.

Next signals

What to watch

  • Copom decision and statement on 9/16.
  • September IPCAInflationMacroChange in the price level, tracked in Brazil primarily through the IPCA index.Open in the Market Map ↗-15 and the oil pass-through to fuels.
  • Selic revisions by other houses after BofA.

Limits of the reporting

What remains uncertain

  • The -0.29% median is from the Reuters survey cited by InfoMoney; Agência Brasil cites -0.23% from the 9/8 Focus, a distinct cut.
  • IBGE and Poder360 were not directly accessible; figures come from Agência Brasil, InfoMoney and Bloomberg Línea.

Full sources

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