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BIS Warns of a Second Fault Line: Sovereign Debt Meets Hedge-Fund Leverage

Alongside its warning that the Western economy is being carried by an AI bubble, the Bank for International Settlements used its Annual Economic Report, released June 28, to flag a second, quieter danger: the entanglement of record government debt with highly leveraged hedge funds.

Funds running “basis trades” and similar strategies—buying government bonds while shorting the related futures, financed by short-term repo borrowing—have become major intermediaries in the very markets governments depend on to roll over their debt. The BIS warns that this leverage, piled atop public debt at multi-decade highs, leaves sovereign bond markets prone to “sharp and sudden” price swings: if the funds are forced to unwind in a stress, the selling feeds on itself—precisely where central banks have the least room to act.

It is the disease EIR has long named: a system in which speculation is built upon speculation while the productive economy that should anchor it is starved of credit. The AI bubble is the loud symptom; the leverage knotted into the government-bond market may be the one that seizes first.