Funding Markets
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The 10-Year Treasury Pattern and the Return of Repo Operations
The 10-Year Treasury has repeatedly stalled near long-cycle resistance while overnight repo operations have quietly returned after QT. This analysis examines how funding markets, balance-sheet capacity, and rate control interact beneath headline narratives.
Published Dec 29, 2025
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The Day QT Died and QE Began: December 1, 2025 — The Quiet Restart of the Liquidity Engine
QT officially ended on December 1, 2025 — but the real story happened in the plumbing. With the RRP buffer nearly gone, SOFR volumes exploding, and the Standing Repo Facility pulling in Treasuries, agencies, and MBS, the Fed quietly shifted from balance-sheet tightening to balance-sheet backfilling. This was the moment the liquidity regime flipped.
Published Dec 2, 2025
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Recessions Aren’t the Crisis — They’re the Trigger
Recessions are not the catastrophe — they’re the mechanical pivot that flips the modern dollar system from contraction back into liquidity expansion. A deep dive into why doom prophets misread the cycle, why 2026 is structurally important, and how the funding plumbing actually drives markets.
Published Nov 27, 2025