US Government deadline looms, affecting Treasury bills and market expectations

Published 23/05/2023, 05:30 pm
© Reuters

Investing.com - As the deadline for the United States government approaches, market trends are compelling us to pay closer attention. In particular, yields on Treasury bills have been trading wide compared to similar repo-based benchmark rates in early June. This observation was noted by JPMorgan Chase & Co (NYSE:JPM) in a recent report.

According to JPMorgan's analysis, short-dated Treasury bills are not only cheap but also undervalued by approximately 40 basis points (bp). Specifically, T-bills set to mature in early June experienced further depreciation as June 6th bills were priced at an additional discount of 40bp relative to matched-maturity SOFR (Secured Overnight Financing Rate). The ongoing debt ceiling negotiations' slow progress has contributed significantly to these concerns.

While there is still much work ahead before reaching the critical date or "x-date," experts believe that this situation may result in a more challenging journey than what markets currently anticipate. As such, they suggest that this uncertainty could potentially have bullish implications for Treasuries and recommend holding long positions on five-year Treasuries.

Although a technical default on Treasuries would likely cause significant problems across various sectors, it might paradoxically prove beneficial for Treasuries themselves. While a US default would undoubtedly be detrimental for American debt holdings, its impact on other financial markets could be even more severe - reaffirming the importance of reserve-currency narratives within global economics.

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