"The Looming Crisis: JPMorgan Warns of Non-Trivial Risk of Default on US Treasuries Due to Debt Ceiling Issue"

"The Looming Crisis: JPMorgan Warns of Non-Trivial Risk of Default on US Treasuries Due to Debt Ceiling Issue"

 




According to a recent note published by

JPMorgan to its clients, the U.S. debt ceiling is

expected to become a major issue as early as

next month. The Wall Street bank has ascribed

a "non-trivial risk" of a technical default on

U.S. Treasuries, adding that both the debate

over the debt ceiling as well as the one on the

federal funding bill are expected to run

dangerously close to their final deadlines.


JPMorgan's U.S. rates strategy team has warned

that the Treasury could run out of available

resources by the middle of August, which could

lead to a potential technical default on U.S.

Treasuries. The debt ceiling represents the

maximum amount that the U.S. government can

borrow to meet its financial obligations. Once

the ceiling is reached, the Treasury cannot issue

any more bills, bonds, or notes. It can only pay

Treasury bills (T-bills) through tax revenues.


JPMorgan further added that "Signs of stress

typically start in the T-bill market 2-3 months

before the X-date given money market funds

(MMF), which are large holders of T-bills, will

begin to more actively advertise that they don't

hold any bills that mature over those dates."


U.S. Treasury Secretary Janet Yellen is expected

to revise the X-date in the next few days, which is

currently set for early June. The X-date

represents the date by which the federal

government can no longer meet all its

obligations in full and on time absent actions by

Congress.


As a result of the looming debt ceiling crisis, U.S.

credit default swaps, which are market-based

gauges of the risk of a default, have reached

their highest level since 2012. These contracts

are denominated in euros, as investors look to

lower their exposure to dollar-denominated

assets.


The U.S. government is expected to take steps to

address the looming crisis, but the situation

remains unpredictable, and market participants

are advised to closely monitor developments in

the coming months.