We study if the FX interventions of the Central Bank of Brazil impact other asset prices beyond the exchange rate, e.g., interest rates or stock prices. We do that by classifying the interventions into three types, according to the surprise level, and by using minute-by-minute data. Our results show that, for both USD sales (or swap issuance) and USD purchase (or reverse swap issuance), the BRL/USD reacts in the expected direction, the stock prices increase, and the interest rates increase as well. Noteworthy, the announcement impacts much more than the intervention itself. Furthermore, longer-dated rates yields tend to present greater responses to the interventions than shorter-term yields. Finally, across the interventions types, we find remarkably heterogeneity in terms of moving asset prices within a half-hour window, as in terms of sustaining the movement for a nine hours (trading day) window.