I break down the growing signs that the US Treasury is leaning on the bond market while long-term yields keep rising anyway. Then I connect that bond math to real life: mortgage rates, inflation pressure tied to AI spending, and how concentrated the stock market has become.
• how Treasury yields act as the price of money for mortgages, loans, and pensions • why foreign demand is fading and why the Fed is no longer the default buyer • what Treasury buybacks signal and why shifting to short-term bills changes the risk • Morgan Stanley’s R versus G framework and what happens when interest costs outrun growth • how AI investment can push inflation higher through chips, hardware, and software pricing • why AI-driven stock market concentration looks like a classic bubble setup • three practical moves: map what you own, check companies for debt risk, stop assuming long bonds are safe
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