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Structural Risk · Digital Dollar

Private dollars, public plumbing.

A $280-320bn synthetic dollar now lives inside the US Treasury-bill market — a private analogue of a central bank's reserves, where the issuer accumulates T-bills to back its token the way a sovereign accumulates them as FX reserves. The GENIUS Act mechanically turns its growth into a structural bid for bills; for hundreds of millions in emerging markets it has quietly become the savings account the local currency never was; and the IMF's 2026 Global Financial Stability Report finds it has overtaken unbacked crypto as the primary vehicle for cross-border crypto activity. Read the supply level as a slow structural variable and the weekly mint-and-burn as the fast one.

The structural finding

Dollar-pegged stablecoins have crossed from crypto-trading instrument to durable monetary plumbing. Two demand channels now matter: private dollarization (emerging-market households holding synthetic dollars outside the correspondent-banking system, overwhelmingly USDT on Tron) and a captive, front-end bid for US Treasury bills — because GENIUS-compliant reserves must sit in government paper maturing in 93 days or less. It is still less than three cents of every dollar of bills outstanding; but it is a non-trivial marginal buyer of the new ones — a small ocean next to the money funds, but a large river flowing into T-bills.

The snapshot — mid-June 2026
$280-320bn
Stablecoin supply, mid-June 2026
About 3 cents of every dollar of T-bills; ~4% of the $7.87tn money-fund complex. The ~$30-40bn spread across trackers (DeFiLlama, StablecoinBeat, the live API) is a methodology gap — circulating vs total vs in-custody — not an error.
~$180-200bn
Stablecoin US Treasury exposure
Tether + Circle attestations, pieced; there is no single TIC line. The sector bought roughly $35bn of bills in 2025 alone (BIS WP 1270).
~61% / ~24%
USDT / USDC share of supply
A duopoly above 82% of the market; the remaining ~15-17% is a fragmented tail.
Jul 1, 2026
MiCA grandfathering cliff
an estimated ~$184bn USDT EU-hosted liquidity at risk of delisting

Two numbers describe the regime, and they move at different speeds — a slow-compounding stock and a live, week-to-week flow.

Reading the two speeds
The stock — $280-320bn outstanding — A structural variable that compounds with adoption and crawls week to week.
The flow — weekly issuance vs redemptions — The live read on whether the digital dollar is being minted or unwound (Circle alone posted seven-day issuance of $8.5bn against $9.2bn of redemptions, net -$0.7bn, at 11 June 2026).
The volume trap — Transaction volume cleared an estimated $27-33tn in 2025, more than Visa and Mastercard combined, and the IMF independently mapped $2.019tn of stablecoin volume in 2024 — but the IMF figure is the audited one (Tier-1) and the turnover estimates are Tier-2.
The takeaway — Volume is not use: it is heavily inflated by trading and arbitrage round-trips, so we treat the supply level, not the headline turnover, as the structural gauge and watch the flow for the turn.
I
The market — structure & issuers
Who issues the digital dollar, on which rails, and the long tail beneath the duopoly.
Structure — a dollar duopoly, onshore and off

Two issuers run the market: Tether's USDT (offshore, El Salvador) and Circle's USDC (onshore, NYSE-listed) together hold above 82% of supply. They diverge most on disclosure — and that gap is the single most important thing to understand about reserve risk.

MetricUSDT · TetherUSDC · CircleNote
Supply (mid-Jun 2026)~$186.5bn~$74.8bnUSDT ~61% share, USDC ~24% (Tether & Circle transparency pages, 11-13 June 2026). A duopoly above 82% of supply; the remaining ~15-17% is a fragmented tail.
Issuer / domicileTether · El Salvador (offshore)Circle · US (NYSE: CRCL)Offshore vs onshore. Circle is MiCA-authorised and on a GENIUS-compliant path; Tether is not a GENIUS permitted issuer and faces the tighter foreign-issuer regime.
Reserve disclosureQuarterly BDO attestationMonthly Deloitte exam + daily SEC N-MFPNeither is a full financial-statement audit. Circle names its cash banks and files CUSIP-level holdings; Tether discloses category totals only.
Direct T-bills$117.0bn$19.1bnTether Q1 2026 (BDO, 31 Mar) / Circle Apr 2026 (Deloitte, 30 Apr) reports.
Treasury repo~$24bn~$47bnOvernight + term, Treasury-collateralised. Adding repo lifts Tether to ~$141bn and Circle to ~$66bn of total Treasury exposure.
Dominant chainTron (retail / P2P)Ethereum (DeFi / institutional)Tron carries the majority of USDT by transaction count; Solana is the fastest-growing rail for USDC. See the chain note below.
Use-case centreEM savings & cross-border P2PUS enterprise, DeFi pricing, regulated B2BThe two franchises barely compete for the same user: offshore retail cash versus onshore institutional rail.

The chain split is the cleanest proxy for who uses a stablecoin and why. Tron carries the majority of USDT by transaction count — the day-to-day digital cash of the Global South, where low fees matter more than composability. Ethereum hosts roughly $160bn of stablecoin value (DeFiLlama chain table) and is the institutional and DeFi settlement layer. Solana is the fastest-growing rail for USDC, capturing low-cost retail and high-frequency flow. Same dollar token, three different economies.

The long tail — below the duopoly
PYUSDPaxos · PayPal

Regulated US payments token; PayPal distribution is its distinctive moat.

FDUSDFirst Digital

Offshore exchange-liquidity token; concentrated on large centralized-exchange trading pairs.

USDGGlobal Dollar Network

Consortium model (Paxos-issued) designed to share reserve yield with network partners.

RLUSDRipple

Payments and settlement positioning, leaning on Ripple's institutional corridors.

USDS / DAISky (ex-MakerDAO)

The largest decentralised, over-collateralised model; USDS is the rebranded successor to DAI.

None individually exceeds a few billion dollars, and together they split the ~15-17% the duopoly leaves. The distinction that matters is not size but lane: the regulated subset (PYUSD via Paxos, USDG, RLUSD) is where institutional Treasury allocators look first for compliant exposure, while the decentralised names (USDS/DAI) answer a different demand. One caution for the T-bill thesis: synthetic dollars such as Ethena's USDe sit outside this list entirely — they are crypto-collateralised, not Treasury-backed, and are not a bill buyer at all.

II
Reserves & their quality
What backs the tokens, how it is disclosed, and why attestation is not audit.
Tether reserve composition · Q1 2026 (BDO ISAE 3000R attestation, 31 Mar)
Direct T-billsTreasury repoNon-HQLA

The attestation reconciles to a clean balance-sheet identity: total assets of $191.768bn against $183.536bn of liabilities, leaving an $8.232bn excess-reserve buffer (Tether Q1 2026 ISAE 3000R assurance, BDO Italia, 31 Mar).

What backs the book
High-quality, short Treasury core — $117.036bn of direct T-bills at a weighted-average maturity under 90 days, $19.335bn of overnight reverse repo and $4.746bn of term repo, all Treasury-collateralised — roughly $141bn of total Treasury exposure.
The pressure point — $50.543bn — about a quarter of the book — is not cash-like at all (itemised below): it carries genuine mark-to-market and counterparty risk and would not survive inside a GENIUS-compliant reserve, which admits only cash, Treasuries maturing in 93 days or less, Treasury repo and government money funds.
Buffer, not substitute — The buffer absorbs the sleeve today; it is not a substitute for a reserve that never held it.
Attestation is not audit

On the sector's largest issuer, that distinction is the whole story. An attestation, as accounting commentators put it, confirms only that the numbers reported on a given date match the books; an audit asks whether the system producing those numbers is reliable enough to trust over time.

Attestation vs audit
Tether — a point-in-time snapshot — Its BDO report is expressly limited to the figures as at 31 March 2026, 11:59pm UTC, and says nothing about the days before or after.
Circle — the opposite pole — A monthly Deloitte examination plus a daily SEC Form N-MFP filing that discloses the reserve at individual-CUSIP level.
Grades follow the evidence — Not the brand: USDC is the transparency benchmark; USDT is adequate-but-unaudited.
KPMG audit reported — A first full audit was reported in March 2026, with KPMG engaged (per the FT) — a genuine upgrade if it is completed and signed, but until then it changes nothing and the grade holds.
The domicile arc — It underlines the verifiability question rather than the solvency one: Tether redomiciled from the British Virgin Islands to El Salvador, an offshore-to-offshore move that does not place it inside the GENIUS permitted-issuer perimeter.
Circle / USDC reserve · Apr 2026 (Deloitte examination, 30 Apr) — the transparency benchmark
Direct billsTreasury repoCash
Reserve legAmountDetail
Direct US Treasuries$19.111bnHeld inside the Circle Reserve Fund; disclosed at CUSIP level, filed daily on SEC Form N-MFP.
Treasury repo (overnight)$46.998bnTreasury-collateralised repo inside the Circle Reserve Fund.
Cash in the Reserve Fund$1.003bnCash leg of the SEC Rule 2a-7 government money fund.
Cash at regulated banks$10.567bnHeld at named, regulated institutions including BNY Mellon.

Total reserves of $77.124bn back $77.048bn of USDC in circulation (Circle April 2026 examination, Deloitte, 30 Apr) — a $0.076bn cushion.

The design contrast
Circle — Runs near 1:1 with a thin, fully transparent buffer.
Tether — Runs an $8.232bn buffer that exists in part to absorb its ~$50.5bn non-HQLA sleeve.

The bulk of the reserve sits in the Circle Reserve Fund — an SEC Rule 2a-7 government money-market fund managed by BlackRock and custodied at BNY Mellon.

The GENIUS archetype
Its mandate — The regulatory archetype the GENIUS Act points toward: assets in Treasuries maturing in 93 days or less, Treasury-backed overnight repo and cash, under a 60-day weighted-average-maturity cap and a 120-day weighted-average-life cap (BlackRock Circle Reserve Fund prospectus).
Inspectable daily — Where Tether's book must be read as a category-level snapshot, Circle's can be inspected security by security, daily, from EDGAR.
III
The rulebook & the demand
GENIUS, the OCC and MiCA — and the emerging-market households driving adoption.
The regime clock — GENIUS, the OCC, and the MiCA cliff
Jul 18, 2025
GENIUS Act signed
Public Law 119-27 builds an asset-composition regime, not just a disclosure one — it dictates what a reserve may hold, not only what must be reported.
  • Reserves back tokens at least 1:1, confined to cash, Federal Reserve balances, insured deposits, Treasuries maturing in 93 days or less, overnight Treasury repo and government money funds holding only those — crypto and the stablecoins themselves are excluded.
  • Holders may be paid no yield; disclosure is monthly, with a registered-firm examination and CEO/CFO certification.
  • Issuers above $50bn add annual audited financial statements; any issuer at or above $25bn holds at least 0.5% of reserves (capped at $500m) in insured deposits.
  • A state-qualified issuer up to $10bn may stay on a substantially similar state regime; above $10bn it moves to federal OCC oversight within 360 days or stops issuing.
Mar 2026
OCC proposed rule
The OCC proposed rule supplies the operational arithmetic GENIUS left open — the numbers that make the reserve behave like a cash drawer, not a bond portfolio.
  • Liquidity: at least 10% of reserves liquid daily, 30% weekly; a weighted-average maturity no longer than 20 days — tighter than the 93-day statutory ceiling.
  • Concentration: no more than 40% of reserves at any single eligible institution.
  • Redemption: T+2 business days, stretching to T+7 if redemptions hit 10% of supply within 24 hours — a circuit-breaker for a run.
  • Plus a 12-month operating-expense liquidity backstop, weekly confidential reporting, and monthly public composition.
Jul 1, 2026
MiCA cliff
EU transitional grandfathering ends and non-authorised tokens can no longer be hosted by EU-regulated venues, putting an estimated ~$184bn of USDT EU-hosted liquidity at risk of delisting — a single-model directional estimate, not a hard figure. MiCA has already reshaped the euro side:
  • Circle's EURC holds above 50% of the euro-stablecoin market.
  • MiCA-compliant euro tokens command roughly 91% of euro-stablecoin share.
  • Euro stablecoins have grown about 1,200% year on year.
  • Article 50 bars interest on e-money tokens, walling EU stablecoins off from yield the same way GENIUS does in the US.
by Jul 18, 2026
OCC final rule due
The final rule is due no later than 18 July 2026, and the Act takes effect the earlier of 18 January 2027 or 120 days after it — the single most important upcoming event for the T-bill channel, because it fixes how tightly compliant reserves are pinned to the front of the curve. One marker sits beyond the frame: the foreign-issuer regime, already requiring a Treasury comparability determination, OCC registration and US-held reserves, tightens further after July 2028 — the lever that could push an offshore issuer toward a compliant US entity.

Two of these dates are mechanisms, not just milestones — one converts stablecoin growth into Treasury-bill demand, the other could force a reallocation of existing float.

Why these dates bite
The 93-day reserve ceiling — PL 119-27's reserve ceiling is the transmission that turns stablecoin growth into a Treasury-bill bid: by confining eligible reserves to the very front of the curve — bills maturing inside a quarter, overnight Treasury repo and government money funds that hold the same — every compliant dollar minted lands as short-end demand, concentrated where the Treasury has tilted issuance toward bills (per Morgan Stanley, bills have run near 82% of recent issuance against about 65% in 2010).
The OCC 20-day safe harbour — The OCC's proposed 20-day weighted-average-maturity safe harbour pins the reserve book shorter still.
The OCC final-rule date — Due by 18 July 2026, effective the earlier of 18 January 2027 or 120 days after — it matters more for the front end of the curve than any single supply number, because it fixes how rigidly the reserve book must sit in bills.
The MiCA cliff — The mirror image on the demand side — the one near-dated event that could force a reallocation of existing float in 2026 rather than channel new float into bills.
Demand — digital stealth dollarization
WhereSignalWhat it means
Argentina71%of crypto purchases are stablecoins versus a ~40% regional average — a daily hedge against peso depreciation, and the clearest case of the IMF's point that adoption tracks the classic dollarization drivers (FX volatility, inflation, weak institutions).
Turkey4.3% of GDPthe world's highest stablecoin purchases relative to the size of the economy — lira weakness and capital controls turning a synthetic dollar into a household savings instrument.
Sub-Saharan Africa43%of crypto transaction volume is in stablecoins; Nigeria alone runs an estimated ~$22bn a year in stablecoin remittances, the region's low-cost alternative to correspondent-bank transfer.
Brazil~$82bnof stablecoin flow routed through a single large exchange (Bitso) — Latin America's busiest regulated corridor, and a marker that the demand is settlement, not speculation.
Asia (settlement hub)~60% of flowof the roughly $390bn annual stablecoin payment volume originates in Asia, with Singapore and Hong Kong the dominant settlement hubs — so most of the rail's traffic is not US even though the liability is dollar (Chainalysis-aggregated, Tier-2).

The IMF links stablecoin adoption to the very drivers of classical dollarization — currency volatility, inflation and weak institutions — and finds the same telling asymmetry that haunts the textbook version: dollarization is sticky. Once households move savings into a harder currency they rarely move back, so demand persists even after local inflation cools — a structural floor under the float, not a cyclical spike.

An emerging-market story
"Digital stealth dollarisation" — BIS Papers 170 calls the on-chain form exactly that.
Intensity is highest in EM regions — Usage relative to GDP is highest in Latin America and the Caribbean (about 7.7%) and in Africa and the Middle East (about 6.7%), while North America is a net stablecoin outflow region.
The FX regime ties to the EM bid — The IMF finds those outflows rise precisely in strong-dollar episodes — the mechanism that links the dollar's strength to the emerging-market bid.
Flows are mapped, not guessed — The IMF independently traced about $2.019tn of stablecoin volume in 2024, though it cautions its end-user attribution rests on classifiers accurate to roughly 65% in general and about 79% for China-specific flows — reason to read the geographic splits as directional.
The payments rail

Payments are the fastest-growing use of stablecoins, and increasingly a business one — evidence the rail is a real flow, not a marketing slogan.

Scale — roughly $390bn a year — Stablecoins cleared roughly $390bn in annual payment volume on Chainalysis-aggregated estimates (Tier-2), with business-to-business settlement growing about 65% year on year and now running near 40% of bilateral volume in the corridors where it is active.
Why it is structural — A Federal Reserve FEDS Note (March 2026) observes that stablecoins can cut cross-border intermediation cost by shortening the chain of correspondent banks a payment must hop through, collapsing a multi-day, multi-fee process toward near-instant settlement.
The honest caveat — These payment figures are Chainalysis-aggregated rather than drawn from a primary IMF or BIS paper, and headline volume is inflated by trading and arbitrage round-trips — so we treat the IMF's $2.019tn mapped figure as the audited anchor and the business-to-business growth as a credible Tier-2 read on direction.
IV
Stress & the Treasury-bill loop
How a peg breaks, and how reserve growth transmits to the front end of the curve.
The canonical stress event — USDC and Silicon Valley Bank, March 2023

In calm conditions the peg is held not by faith but by arbitrage: a token trading at $0.99 is a free dollar to anyone who can buy it and redeem it with the issuer at par, so authorised redeemers close the gap almost as fast as it opens. March 2023 is the canonical illustration of what happens when that pipe is blocked.

The SVB episode, step by step
The pipe froze — When the FDIC seized Silicon Valley Bank on Friday 10 March 2023, $3.3bn of USDC reserves — about 8% of the book — sat trapped in a failed bank, and the redemption rail that normally arbitrages the peg was frozen across a weekend in which the banking system was closed.
The peg broke — With par redemption suspended and only the secondary market open, USDC fell to $0.86-0.87 on decentralised exchanges.
The recovery — It recovered to par by Monday and Tuesday, 13-14 March, once the federal authorities guaranteed SVB's depositors and Circle restored redemptions; by 15 March the firm had redeemed $3.8bn and minted $0.8bn since Monday's open and cleared substantially all of its backlog. The reserves were never gone — merely unreachable for forty-eight hours, and that was enough.
The Fed's lesson — Its December 2025 FEDS Note reads a payment stablecoin as a classic bank run without a classic backstop: reserve solvency is necessary but not sufficient, because redemption hours, banking rails, queued burns and secondary-market depth all decide the outcome.
What Circle changed — Circle wrote the lesson onto its balance sheet — moving the bulk of its reserve cash out of single-bank deposits into the BlackRock-managed government money fund that now holds the reserve, trading concentrated bank-failure risk for the most liquid sovereign collateral there is.
A stablecoin can be solvent on Monday and still wobble on Saturday.
Why the Treasury transmission is asymmetric

The transmission to the Treasury market is not symmetric, and the asymmetry is where the tail risk lives.

Why outflows bite harder
The measured asymmetry — BIS Working Paper 1270 (Ahmed and Aldasoro, 2025) measures it: a $3.5bn inflow — two standard deviations — moves three-month bill yields about 0.71bp on impact and roughly 4bp within ten days, while outflows hit two to three times as hard.
The mechanical reason — Inflows are patient, since an issuer can buy bills at its own pace, but redemptions force the reverse trade into a one-sided market, selling front-end paper precisely when buyers are scarce.
In a bill-scarcity regime — In a debt-ceiling standoff, or a drain of the Fed's reverse-repo facility, the effect widens to 5-8bp or more — the redemption-to-fire-sale loop the BIS and the New York Fed both flag.
What the 93-day cap does — This is exactly the loop the GENIUS Act's 93-day reserve cap is built to blunt: front-end bills are the most liquid, least price-sensitive assets a forced seller can hold, so a reserve confined to paper maturing inside a quarter can be turned into cash in a stress at the smallest possible discount.
The caveat — The cap does not remove run risk — only a public backstop does that — but it shrinks the fire-sale channel by mandating that the assets being sold are the ones the market can always absorb.
Why a solvent stablecoin can still break — the four stress conditions

Solvency is about the assets. A run is about the plumbing. The March 2023 episode broke the peg even though the reserves were money-good — four conditions stacked at once.

ConditionWhy it breaks the peg
A frozen railPar redemption with the issuer is the mechanism that arbitrages the peg back to $1.00. When the banking rail that processes redemptions is shut, that mechanism is offline and only the secondary market sets the price.
A banking-hours gapStablecoins trade 24/7; the banks behind their reserves do not. A failure that lands on a Friday leaves a weekend with no way to move reserve cash — the gap SVB fell into.
ConcentrationThe $3.3bn stranded at SVB was about 8% of the reserve in a single institution. Diversifying the cash leg is now the first-order defence, and the reason Circle moved its cash into a government money fund.
A confidence shockOnce holders cannot see and reach the cash, some will sell a $1.00 token for less than $1.00 rather than wait, even when final recovery is near-certain. The secondary-market discount is the price of the doubt, not of the assets.
GENIUS reserves as a T-bill bid — supply times ~80% HQLA = bill-equivalent demand
Demand EM + trading Mint issuer creates token Reserve buys 93-day bills T-bill bid front-end Treasuries
The GENIUS Act's 93-day reserve cap is the transmission: every compliant dollar minted lands as short-end demand, exactly where the Treasury has tilted issuance.
Stablecoin supplyBill-equivalent demandShare of bill stockShare of new issuance
$230bn$184bn2.7% of the bill stockbaseline (start-2026)
$400bn$320bn4.7% of the bill stock30.9% of CY26 net bill increase
$750bn$600bn8.8% of the bill stock94.5% of CY26 net bill increase

The arithmetic is deliberately transparent: assume full 1:1 reserves and an ~80% allocation to bill-like instruments — direct bills, Treasury-backed repo and government money funds that themselves hold bills — so the bill-equivalent bid is simply supply times 80%, and the incremental bid is (supply minus the $230bn baseline) times 80%.

Reading the bill bid honestly
The denominator is where commentary goes wrong — The right one for a marginal-buyer argument is net new issuance — the Treasury Borrowing Advisory Committee projects a +$440bn rise in the bill stock across CY26, from $6.547tn to $6.987tn — not the $6.82tn stock.
+$440bn is net, not gross — It is a net change in bills outstanding, not gross issuance, which is far larger because bills roll over weekly.
Small in stock, meaningful in net new bills — On that net measure the channel is small in stock but a meaningful share of the year's net new bills — and the $750bn case absorbing ~95% of net issuance does not mean stablecoins buy 95% of every new bill, only that the incremental bid is the same order of magnitude as the year's net growth in the stock.
Caution — competing demand — The Treasury's own SOMA also projects ~$540bn of CY26 bill demand, competing for the same paper.
Caution — reallocation, not net-new — BNP Paribas and the TBAC warn the net effect is smaller still, because part of US institutional growth reallocates from existing money-fund and bill holders rather than creating net-new demand — a split no free holder-residency feed can yet resolve.
Stablecoins' share of the $6.82tn bill stock~3%
Incremental bid vs the +$440bn of net new bills (CY26), at $400bn supply~31%
...the same, at the $750bn bull-case supply~95%
Small in the stock, large in the flow: a few cents of every dollar of bills outstanding, but up to ~95% of the year's net new bills in the high-supply scenario.
Interest-rate risk

Duration risk is modest by design.

What DV01 measures — The dollar gain or loss per one-basis-point move in yields — just maturity-weighted notional.
The numbers are small — A $600bn reserve book works out near $3.3m per basis point at the OCC's proposed 20-day weighted-average-maturity, rising to about $15.3m at the full 93-day GENIUS limit — both trivial against a $6.82tn bill market, where even a 10bp move is a low-tens-of-millions mark on holdings that mature, in the safe-harbour case, in under three weeks.
The real exposure — Not duration mark-to-market but liquidity and short-collateral demand — exactly what the 93-day cap, and the OCC's tighter 20-day safe harbour, are built to ensure.
For the Rates desk — Stablecoin reserves belong in front-end models as a flow line item priced off the bill/OIS spread, not as a duration exposure.
Cross-desk hand-off → Rates

Hand-off to the Rates desk: read the on-chain front-end bid as one consolidated line, not a stablecoin-only one.

The consolidated bid — Payment stablecoins plus tokenized money-market funds plus Treasury-backed yield tokens together demand roughly $200-230bn of short Treasuries today, plausibly $300-400bn by end-2026.
Why consolidate — When policy rates are high, idle stablecoin balances migrate toward yield-bearing substitutes — but those substitutes also buy bills, so demand moves between on-chain vehicles without leaving the front end.
The net effect — A structural, somewhat rate-resilient front-end buyer that reinforces an activist, bill-tilted Treasury — asymmetric on the tail, since per BIS Working Paper 1270 a redemption transmits two-to-three times as hard as the equivalent inflow.
Rate elasticity of the float — and why the bill bid is stickier than it looks

Stablecoin demand is not uniformly rate-sensitive. The cleanest split is roughly two-thirds transactional balances — payment and trading collateral, held for use, with low sensitivity to the level of rates — and roughly one-third idle store-of-value balances, where a non-yielding token's opportunity cost bites. The GENIUS Act bars issuers from paying holders any yield, so when policy rates are high that idle sleeve has somewhere to go: tokenized money funds and Treasury-backed yield tokens. The migration is regime-dependent. On a $400bn market, at a ~5% policy rate about 30% of the idle sleeve migrates; at ~2% only about 10% does. Today's effective fed funds rate of 3.62%, with a 3.75% target ceiling, sits between the two.

Rate regimeFloat split$400bn market splits intoIssuer income
~5% policy rate~65% transactional / ~35% idle; ~30% of the idle sleeve migrates~$358bn payment + ~$42bn yield-token~$16bn issuer income (supply x ~80% x rate)
~2% policy rate~65% transactional / ~35% idle; only ~10% migrates~$386bn payment + ~$14bn yield-token~$6.4bn issuer income

The non-obvious conclusion is the one that matters for the front end: payment-stablecoin float is rate-sensitive, but total on-chain short-Treasury demand is less so, because the substitute the idle balances flee to is itself a bill buyer. High rates shrink the no-yield token and lift issuer carry; low rates do the reverse. Either way the consolidated bill bid largely stays put. These are scenario figures on transparent assumptions, not forecasts — read them as market structure, order of magnitude.

V
Catalysts, caveats & integrity
What moves the channel, what most analyses get wrong, and what we cannot yet show live.
Catalyst transmission
Strong dollar / EM stress

The cleanest demand amplifier, and the one most aligned with the rest of the cross-asset book. A strong-dollar, EM-stress regime pushes the slow structural variable — the supply level — structurally higher.

Dollar squeeze goes digital — The IMF's flow mapping finds stronger-dollar episodes coincide with larger stablecoin outflows from North America into the rest of the world — the digital-dollar analogue of a classic dollar squeeze.
Heaviest where dollars are scarcest — GDP-relative usage is heaviest in Latin America (about 7.7% of mapped flow) and Africa and the Middle East (about 6.7%).
The demand is sticky — The BIS reading is that, like the dollarization that followed historic inflations, it does not unwind the moment local inflation cools.
Sanctions / geopolitics

Genuinely two-sided, which is why the net effect is mixed rather than directional.

Freezable but permissionless — USDT's offshore rails can be frozen — Tether has frozen well over $2.5bn of wallets over its life in response to enforcement requests — yet peer-to-peer and self-custody flows are hard to interdict fully, so the same rail is at once a sanctions-evasion concern and a working settlement tool in restricted economies.
GENIUS pushes the other way — It bars issuers domiciled in sanctioned or primary-money-laundering-concern jurisdictions and requires lawful freeze-and-seize capability of any permitted issuer.
The unresolved variable is enforcement — Coordination across issuers, exchanges, chain-analytics firms and regulators decides the outcome; how much net settlement survives it is not observable from any free feed.
CBDC competition

A marginal near-term threat, not a structural one. A US retail central-bank digital currency is politically disfavoured, which leaves regulated private stablecoins as the de-facto digital dollar by default rather than by design.

Rivals compete only at the edges — Foreign retail CBDCs such as the e-CNY, wholesale CBDC projects and MiCA-compliant euro tokens compete at the edges, but as of 2026 the network effects — liquidity, exchange listings, collateral use and dollar invoicing — favour the incumbent private dollar by a wide margin.
The near-term pressure is elsewhere — What matters in the near term comes from tokenized money funds and yield tokens, not from a sovereign digital currency.
Rate regime

Cuts two ways at once, and the second cut is the non-obvious one.

For issuers, pure short-end carry — On an 80%-bill reserve, gross income runs roughly supply times 80% times the policy rate — about $16bn a year on a $400bn float at 5%, about $6.4bn at 2%.
For holders, the sign flips — A non-yield token forgoes the safe yield it could earn elsewhere, an opportunity cost of roughly $11.5bn a year across a $230bn non-yield float at 5% versus about $4.6bn at 2%.
High rates accelerate substitution — So high rates make idle balances expensive and accelerate substitution into yield-bearing tokenized money funds (the rate-elasticity table above traces where that leaves the consolidated bill bid).
Open floor — the caveats most analyses get wrong
01Tokenized money-market fundsParallel channelhigh

The second on-chain bid for T-bills, and the regulated answer to the GENIUS no-yield rule. BlackRock's BUIDL (about $2.2-2.5bn) holds 100% cash, Treasury bills and Treasury repo, pays a roughly 3.4% seven-day yield and carries an Aaa-mf rating; Franklin Templeton's BENJI (about $1.98bn at 29 April 2026) is the first US-registered tokenized money-market fund. Unlike a payment stablecoin these are securities that pay their holders — but their reserves buy the same front-end paper. The right way to size the channel is a consolidated line: payment stablecoins plus tokenized money funds plus Treasury-backed yield tokens, roughly $200-230bn of on-chain bill demand today and plausibly $300-400bn by end-2026. That consolidated figure, not the payment float alone, is what the Rates desk should carry.

02The Ethena carve-out — what counts as a bill buyerTaxonomyhigh

The most common error in stablecoin commentary is to lump every dollar token into "stablecoin Treasury demand." It does not all belong there, and the distinction is mechanical. Ethena's USDe is a synthetic dollar held to its peg by delta-neutral perpetual-futures basis trades — collateralised by crypto and a hedge, not by Treasuries, so it buys no bills at all (BaFin forced an EU wind-down). Ondo's USDY, by contrast, is a Treasury-backed regulated security yielding about 3.55% on roughly $2.1bn of assets — it is a bill buyer. The working taxonomy: payment stablecoins, tokenized money funds and Treasury-backed yield tokens such as USDY all transmit to the bill market; synthetic yield tokens such as USDe do not. Counting USDe in the aggregate overstates the channel.

03Rate-sensitivity of demandCross-refmedium

Covered in full in the rate-elasticity table above. The one point worth carrying away: because the yield products that idle balances migrate into are themselves bill buyers, the consolidated on-chain Treasury bid is far more rate-resilient than the payment float alone would suggest.

04Net versus gross demand — we will not smooth itOpen questionmedium

When new stablecoins are minted and their reserves buy bills, is that net-new demand for Treasuries, or money reshuffled out of existing money-fund and bill holdings? The honest answer is both, in proportions no free data set can yet separate. Emerging-market and retail dollarization flows are predominantly net-new — a saver leaving local currency was not previously a bill holder. US institutional flows are partly reallocation — a treasurer rotating from a money fund into a tokenized equivalent adds no new buyer. A clean split needs holder-residency data that has no free public feed, and BNP Paribas and the TBAC have both cautioned the net effect is smaller than the headline. We flag the ambiguity rather than resolve it, because resolving it on the available evidence would be false precision.

05Bank disintermediationStructuralmedium

The Fed's Senior Financial Officer Survey (September 2025) found roughly half of large banks prioritising tokenized-deposit issuance and about 40% prioritising reserve services for stablecoin issuers — banks are restructuring around stablecoins, not simply losing to them. Where the reserve cash ultimately sits decides how disruptive the shift is:

  • Reserves stay as bank deposits — aggregate deposits little changed, only more concentrated.
  • Reserves move into bills and repo — pulled out of banks, but recycled to the market through dealers.
  • Issuers win remunerated access to central-bank balances — the largest disintermediation risk, draining deposits out of the banking system, and the open question for bank funding models.
06Forward demand — the bull case and its disputeScenario onlylow

The figures that dominate headlines belong in a clearly fenced box, because every one is a projection rather than a current fact. Standard Chartered has put potential new T-bill demand at $0.8-1.0tn by 2028; Citi has modelled roughly $1tn of net-new bill purchases by 2030; and a Bessent/TBAC supply trajectory has been read as pointing toward about $2tn of stablecoins outstanding by 2028. These are scenario estimates, not the live state — today's supply is the $280-320bn band — and they collide with the net-versus-gross question above: BNP Paribas and the TBAC caution the genuinely additive bid is smaller once reallocation is netted out. Useful as an upper-bound sketch of where a structural front-end buyer could go; not a forecast we endorse.

What to watch next

Three near-dated events will move the channel:

For the high-frequency read, watch the weekly mint-and-burn for the turn and the cross-tracker supply spread for data quality.

What we can show you live — and what we can't, yet
Live
Total supply across independent trackers (DeFiLlama on-chain feed and API, StablecoinBeat); USDT and USDC circulation from each issuer's own transparency page; USDC's weekly issuance, redemption and net flow; the aggregate peg (DeFiLlama, CoinGecko); the chain split (DeFiLlama chain table, Etherscan, Tronscan); and the policy rate — effective fed funds and the target ceiling — from FRED. The ~$30-40bn spread between supply trackers is shown, not smoothed: a circulating-versus-total-versus-in-custody methodology gap, not an error.
Latest published
Tether's reserve composition (a quarterly BDO attestation, point-in-time and category-level; the Q1 print is dated 31 March, Q2 expected around July 2026); Circle's reserve (a monthly Deloitte examination plus a daily SEC Form N-MFP filing); the bill stock and net-issuance path (Treasury TBAC, quarterly); money-fund assets (ICI, weekly); the foreign-holder comparator (Treasury TIC Table 5, monthly, on roughly a six-week lag, so December 2025 is current); and the OCC implementing rule (proposed March 2026, final due on or before 18 July 2026).
Source-ready
The aggregate stablecoin Treasury figure — there is no single TIC line for it, so it is pieced from the Tether and Circle attestations and reported as a band (~$180-200bn) with the direct-bills-only and direct-plus-repo decompositions shown rather than a false single number; wiring pending. The same applies to the parallel bid: BlackRock's BUIDL and Franklin's BENJI fund AUM are published but not yet wired in.
No free feed
The honest gaps — real sources that are paid, proprietary, or simply not published:
  • Intra-quarter reserve composition — both issuers disclose only at a reporting date (quarterly for Tether).
  • Intraday peg by venue — aggregate prices mask venue-level stress, and the order-book depth that decides a run is not free.
  • Tether security-level holdings — category totals only, never the CUSIP detail Circle files.
  • Holder residency and end-user attribution — the proprietary chain-analytics that would split net-new EM demand from US reallocation (published classifiers self-report 65-79% accuracy).
  • Issuer repo counterparties, intraday redemption queues, exchange-internal netting, and foreign-issuer US-customer segmentation (awaiting Treasury comparability determinations).
Data quality

HIGH — Anything traceable to a primary, free source: the GENIUS Act text (GovInfo) and the OCC proposed rule (occ.gov); the issuer attestations (Tether/BDO, Circle/Deloitte) and Circle's daily SEC N-MFP filings via EDGAR; Treasury TBAC and TIC Table 5; the BIS transmission work (Working Paper 1270, Bulletin 108); the IMF working paper on stablecoins and cross-border flows; the Fed FEDS Note on the SVB de-peg; and the live macro series — FRED for the policy rate, ICI for money-fund assets.

MODERATE — Figures that are credible but second-hand or single-model.

Quarantined — Any single-tracker point-in-time supply figure — use the $280-320bn band; the ~$30-40bn cross-tracker spread is a methodology difference (circulating versus total versus in-custody), not an error. We do not publish a single "stablecoins as the Nth-largest Treasury holder" ordinal: the TIC comparison reads only as rivalling the smaller foreign-holder lines, because Tether is a private issuer, its repo is not identical to direct holdings, and TIC country lines cover all maturities, not just bills.

Sources: [1] GENIUS Act (PL 119-27), full text — GovInfo[2] OCC stablecoin proposed rule (March 2026)[3] Tether transparency & Q1 2026 BDO attestation[4] Circle transparency & USDC reserve report (Deloitte)[5] SEC EDGAR — Circle Reserve Fund N-MFP filings[6] BIS Working Paper 1270 (stablecoins & T-bill yields)[7] BIS Bulletin 108 (flow asymmetry)[8] IMF Working Paper 25/141 (stablecoins & cross-border flows)[9] Federal Reserve FEDS Note (Dec 2025) — USDC/SVB de-peg[10] Treasury TBAC quarterly refunding presentations[11] Treasury TIC — foreign holders of US Treasuries[12] ICI money-market fund assets (weekly)[13] DeFiLlama stablecoins tracker & API[14] FRED — effective fed funds (DFF) & target ceiling (DFEDTARU)[15] ESMA — MiCA regulation & registers

Related desks: Rates (the front-end T-bill bid) · Dollar, FX & Gold (private dollarization) · Crypto (plumbing & de-peg mechanics).

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