Task Force on Monetary Policy, Treasury Market Resilience, and Economic Prosperity: Examining Treasury Market Fragilities and Preventative Solutions

Digital Assets and Bank RegulationHouse Financial Services · 2025-05-15 · 119th Congress
The House Financial Services Task Force on Monetary Policy, Treasury Market Resilience, and Economic Prosperity held this hearing to examine the sharp Treasury market volatility that followed the April 2025 tariff ("Liberation Day") announcements, using it as a case study of market fragility and possible regulatory remedies. Begins at 0:12:35
Transcript
Highlights

Title

Treasury market volatility, dealer capacity, and proposed regulatory fixes

Purpose

The House Financial Services Task Force on Monetary Policy, Treasury Market Resilience, and Economic Prosperity held this hearing to examine the sharp Treasury market volatility that followed the April 2025 tariff ("Liberation Day") announcements, using it as a case study of market fragility and possible regulatory remedies. Four expert witnesses testified on central clearing implementation, the supplementary leverage ratio (SLR), all-to-all trading, and the growing size of the national debt relative to dealer intermediation capacity. Members from both parties questioned witnesses on SLR reform, fiscal deficits, and reserve-currency status. Begins at0:12:35

Who spoke

Chairman Frank Lucas (R-OK)0:12:35: Opened by describing rapid liquidity declines in April0:13:32 and urged completion of SEC central clearing and SLR/eSLR exemptions for Treasuries0:14:220:14:44; later questioned Jersey and Wuerffel on April market functioning0:41:28 and pressed Duffie on getting clearing rule implementation right0:44:00.

Ranking Member Juan Vargas (D-CA)0:16:16: Warned that expiring tariff-driven volatility and the "big beautiful bill" could grow the debt from $30 trillion to $52 trillion over 10 years per CBO0:17:41; cited a 50-basis-point 10-year yield jump as the largest 3-day move since 20010:16:53; later pressed witnesses on whether the debt would rise under the pending tax bill and on stagflation risk to banks0:48:070:50:05.

Chairman French Hill (R-AR)0:19:57: Framed the hearing around recent Treasury volatility and potential regulatory changes0:19:57; later questioned witnesses on paying interest on reserves, 24/7 central clearing, capacity expansion, and a Treasury-only Fed balance sheet0:52:40.

Nathaniel Wuerffel, BNY0:21:39: Testified the Treasury market has grown to $29 trillion and trades ~$1 trillion daily with $5.5 trillion in daily repo financing0:43:04; urged timely central clearing implementation, targeted SLR adjustments, and faster cash-Treasury exchange mechanisms0:24:46; said foreign holdings fell from ~50% to ~30% of the market over the last decade1:09:41.

Dr. Darrell Duffie, Stanford0:26:58: Proposed fixing the SLR, encouraging all-to-all trading, separating Fed crisis purchases from other asset purchases, and expanding Treasury buybacks0:27:24; noted all-to-all Treasury futures markets stayed functional through the March 2020 shock0:29:33; said market capacity, not day-to-day depth, is the real constraint0:55:06.

Ira Jersey, Bloomberg Intelligence0:31:51: Said sponsored repo has grown to about $2 trillion but stalled on counterparty limits and delayed clearing0:33:14; argued liquidity can be an "illusion" that vanishes under stress and downplayed basis-trade unwind fears given steady futures open interest0:34:36; said the market is near a tipping point where selloffs may become more pronounced1:14:53.

Jill Cetina, Texas A&M0:36:24: Attributed April volatility to rising inflation expectations (1-year CPI swap from 2.3% to 3.6%)0:36:53, hedge-fund swap-spread unwinds0:37:22, and dollar weakness/foreign outflows including ~$20 billion in Japanese sales0:37:49; opposed SLR exemptions for Treasuries, citing $500 billion in unrealized bank securities losses0:39:16; called stabilizing fiscal policy the real fix0:40:59.

Rep. Brad Sherman (D-CA)0:56:56: Argued current debt dynamics differ from post-WWII because there's no equivalent windfall to pay it down0:57:25; cited a Peterson Institute estimate that Trump policies could add 4–7.5 points to inflation0:57:53; asked Wuerffel about the SOFR transition from LIBOR0:59:36.

Rep. Bill Huizenga (R-MI)1:02:36: Questioned Duffie on all-to-all trading transparency and efficiency gains1:03:22; asked Jersey about the swap-spread trade unwind's role in April's yield spike1:05:55.

Rep. Sean Casten (D-IL)1:08:18: Pressed Wuerffel on whether declining foreign Treasury holdings reflect a structural shift toward foreign investment in US equities instead1:09:41; asked Cetina how much of the capital outflow damage is reversible1:11:24.

Rep. Andy Barr (R-KY)1:13:12: Asked panelists for the debt-to-GDP "tipping point" where bond vigilantes emerge, given the debt is at 127% of GDP1:14:09; asked Wuerffel and Duffie about the importance of bank intermediation and SLR recalibration1:16:291:17:46.

Rep. Victoria Spartz (R-IN)1:18:44: Argued volatility was inevitable given the trade reset and highlighted new US investment announcements1:20:15; asked Jersey and Duffie whether volatility inherently makes trading harder1:22:03.

Rep. Monica De La Cruz (R-TX)1:23:30: Asked all four witnesses what steps best preserve US reserve-currency status1:23:54; noted she introduced the "Bringing the Discount Window into the 21st Century Act" requiring Fed review of discount-window access1:28:07.

Rep. Troy Downing (R-MT)1:28:27: Cited a $131.4 billion January trade deficit and touted a new UK trade agreement1:29:03; asked witnesses whether foreign investors shifted to other safe havens during the volatility1:30:42.

Rep. Scott Fitzgerald (R-WI)1:34:14: Asked Wuerffel to re-explain how the leverage ratio discourages bank Treasury intermediation in stress periods1:34:14; asked Jersey how fiscal discipline could reassure investors1:36:34.

Rep. Mike Flood (R-NE)1:38:18: Walked witnesses through the sequence of April moves — initial yield drop on stock-market flight to safety, then a rise to 40 basis points — asking Wuerffel, Duffie, and Jersey to weigh inflation, leveraged-position unwinds, and foreign selling as explanations1:39:071:41:31.

Key moments

Vargas said extending Trump's tax cuts would add $4.6 trillion to the national debt over ten years, per CBO0:18:11.

Duffie said COVID-era Treasury dysfunction stemmed from dealer balance sheets being unable to absorb a surge of investor sales, and warned a similar dynamic threatened during the April tariff shock0:28:160:28:43.

Jersey said sponsored repo usage has grown to roughly $2 trillion but stalled due to counterparty limits and delayed central-clearing implementation0:33:14.

Cetina disagreed sharply with fellow witnesses on SLR reform, warning that exempting Treasuries from leverage ratios during a period of price volatility is "inconsistent with sound risk management" given banks' $500 billion in unrealized securities losses0:39:160:39:42.

Vargas got witnesses to agree there is near-unanimous support among the panel for completing central clearing, with Cetina, Jersey, and Duffie each endorsing it0:46:47.

Bar asked panelists to identify the debt "tipping point" that triggers bond-vigilante selling; Jersey said Bloomberg Intelligence believes the market is "very close to that level" where selloffs become more pronounced and rallies shallower1:14:531:15:10.

Wuerffel disclosed that BNY Mellon had stated the "haven status of treasury securities is increasingly in question," prompting Casten to press on whether foreign selling reflects a structural trend; Wuerffel cited foreign holdings falling from ~50% to ~30% of the market over a decade1:09:191:09:41.

Duffie estimated that Japanese Ministry of Finance data show about $20 billion in bonds sold by Japanese holders in early April, calling it not "an enormous fraction" of foreign holdings, and predicted final data will show repricing rather than mass selling1:42:381:43:07.

Jersey explained the swap-spread trade unwind: investors had bought Treasuries anticipating SLR exemption and hedged via interest rate swaps, and unwound those positions when the SLR outlook became uncertain, contributing to April's yield spike1:06:501:07:20.

Cetina noted gold-versus-dollar movements over the past two years are "close to meeting the IMF staff's definition of a currency crisis," linking Treasury market fragility to erosion of US dollar status0:38:46.

Metadata

CommitteeHouse Financial Services
Chamber / CongressHouse · 119th Congress
Date2025-05-15
TypeHearing
Witnesses
Mr. Nathaniel Wuerffel — Head of Product & Global Market Structure, BNY
Mr. Darrell Duffie, Ph.D — Adams Distinguished Professor of Management and Professor of Finance at the Graduate School of Business, and professor by courtesy, Department of Economics, Stanford University
Mr. Ira Jersey — Chief U.S. Interest Rate Strategist and Global Rates Team Leader, Bloomberg Intelligence
Ms. Jill Cetina — Excutive Professor of Finance, Mays Business School, Texas A&M Univeristy
Videoyoutube
Transcript207 caption blocks · 15,359 words · 1:44:03 runtime
EventCongress.gov 118256