Searching the world’s absolutely-complete 57.6 inch thick 29,793 page fine print compendium tomb specifically dedicated to all known wrestling escapes moves, a fast search is made in the back of the massive book’s massive index for ‘pretzel hold escape moves’. Only two tiny words follow: the microscopic print barely visible with a magnifying glass … the first word has only four 4 letters: ‘n-o-n-e’ and the second word but 5 letters: ‘k-n-o-w-n.’

How escape the citizen-consumer-based forward-consumption based global one quadrillion Asset Debt Macroeconomic Saturation Pretzel Hold Area and … gently deflate the Asset-Debt System’s 80 years’ accumulated bad debt, asset oversupply, and asset overvaluation bubble – exponentially leveraged by and profited by the Financial Industry and by its Political legislative writing and passing Associates? How escape all of those pie in the sky entitlements that have won election after election and given the winning Congress members their own 20:1 :: congress to citizen entitlements?

Same answer as found on Index Page 29747 of the Master Wrestling Book of Escapes: ‘None Known’

Same as  ‘Plan B’ (no compromise of any measure acceptable to the system’s dirt ball extraordinaire (DBE) stupidly stupid)

The US Private Central Bank – aware of the naked fact that there isn’t enough surplus wealth even with the moneychanger Financial Industry’s leveraged takeover of the global real economy and its political system – is buying ex nihilo its own debt and producing a new Real Bill Doctrine – real money traded for items that sustain the working citizen, the deserved and undeserved entitled beneficiary, and ultimately the US asset-debt system.

The US Private Central Bank is printing money, creating electronic money, and maintaining its flow to the US military; to  US military and other contractors including the politically connected, well rewarded, prescription drug companies; to the US retiree pensioners; to the US medical care business for retirees(25 % of which goes to administrative cost); to the US poor for rent money and food and medical care, the former of which is transferred immediately to the US Rentier Class deposit holdings and the latter two of which are transferred to food retail chains and again to the wealthy third party medical business providers –  Et. Al.

Without continued private US Central Bank  money creation traded for services – whose value may be questioned but whose benefit to the sustenance of the forward-consumption asset debt is questionable only by those who fail to understand the demultiplier effect on general economic activity and asset-debt system continued (bad) debt servicing- the asset-debt system would implode (more rapidly)

The US private Central Bank and its chairman understand precisely the implosion consequences of an abrupt discontinuation of the system’s evolved hand-outs and entitlements. Some of these entitlements are deserved, paid for, and promised for by 80 years of social contract and established law. Some of the entitlements act as negative incentives and drags on ‘real’ economic growth and on valued added asset-debt macroeconomic  system activity.

For the the US Party representing the US Super Rich, what would have been the current US debt? – Sans the 2000-2008 presidential Iraq and Afghanistan War involvement, Medicare drug entitlement expansion, and support of Financial Industry leveraged US housing bubble activity. What might have happened if the 911events would have ended in Toro Bora without a decade occult relocation to Pakistan, America’s nuclear ally friend and substantial foreign aide recipient.?

Events are causal and deterministic.

What happens are determined to occur based on what has previously transpired.

And so in 1998 the Financial Industry, propelled by the Central Bank’s coordinated salvage of the Global Nobel Prize Winners’ Long Term Capital Derivative Collapse, stepped up their moneychanging financial engineering leveraged activity and created the real estate over valued, over produced market – that is the quintessential determinant leveraged asset force ensuring Asset-System collapse.

US worker domiciles are the primary long term investment unit of the forward consumption working class. Manipulate this element and the asset-debt system is at substantially increased risk.

When the real estate market investments were hyped by the money changer Financial Industry, the forward consumption working class was left holding a mortgage bag that could not be repaid; basic wealth parameters within the Asset-Debt system underwent disequilibrium, and the forward consumption Asset-Debt system was destined to undergo inevitable devolution.

Against the devolution was/is the US central private bank which in addition to price stability and a reasonable level of unemployment, has as a goal, continuation of private debt repayment, and more broadly, continuation of a variant form of the current asset debt system.

The Science of Asset-Debt Saturation Macroeconomics interprets the system’s evolution in terms of the inevitable long term and short term self assembly asset valuation saturation curves of the Asset Debt System’s countervailing elements: hegemonic (US) sovereign debt futures valuation curves verses equity, commodity, and lesser quantitative but more substantive real estate valuation curves.

The Asset Debt system evolves in a self assembly fashion as it causally must. The system sustains itself as is teleologically optimal for continuation. Bad debt that cannot be repaid in the financial and private sector undergoing default from overvalued assets and greed based leverage is counterbalanced by rapid debt accumulation in the public governmental sector, without which, rapid deflation and system implosion would occur.

This is a forward based consumption global US hegemonic macroeconomy where at the base, the citizen consumer, mostly living at the point of nonlinearity, i.e., paycheck to paycheck, trades today’s labor against debt for past, present, and future debt for consumption of real estate, transportation, education, basic necessities, and luxury items.

A debt saturated citizen population, an overproduced asset saturated system, and an overhanging overvalued asset system which is out of kilter with citizen consumer demand and citizen wages are the dry kindling needed for deterministic nonlinear spontaneous combustion.

This system has been deterministically pushed on a string. Europe and the Euro, Japan and it’s governmental-GDP deficit, China and its empty cities and recipient demandless nonconsumer US Citizens, and the US and its accumulated nonrepayable private debt and wages and benefits out of balance with the world citizen’s community …all of these are near the point of collective bad debt liquidation.

In this time period of nonlinear spontaneous combustion, it is the Asset-Debt system’s valued asset that is the driving and observable dependent variable for the system. That dependent variable for the global 21st century Macroeconomic System is US sovereign debt (futures).

The debt ceiling discussions between the representatives of the Haves and Have-Nots are but epiphenomena to the deterministic progression of the quadrillion dollar Asset-Debt system’s countervailing asset valuation curves.

As empirical data from the countervailing evolving curves produces the deterministic valuations pathways, its is now clear that US Ten Year Note Futures will reach about 130 and US Ten year Note interest rates 2.35-2.45 percent before nonlinearity occurs and rates of less than one percent transpire.

US hegemonic sovereign debt is denominated in the world reserve currency US dollar and is the countervailing quality asset
in the Asset-Debt macroeconomic at the time of Macroeconomic Saturation of Bad Debt, Asset Overproduction, and
Asset overvaluation. US sovereign debt will be repaid.

Since 2008 Most of the growth in US debt has occurred in US notes ranging from 2 to 7 years.
Public holdings have increased by over 4 trillion in US Notes which represents nearly 80 percent of new total debt.

This preponderance of US Note sovereign debt is important to appreciate in the quantitative fractal analysis of the Asset-Debt
Macroeconomic system’s countervailing asset valuation saturation curves. It is in the intermediate year US Notes whose underlying slope lines defining fractal units are less likely to be caricatured than the smaller percentage of US Debt longer term US Bonds.