Scott Bessents actions to suppress YIELD CURVE proves there MAJOR STRUCTURAL ISSUES in debt markets

So basically the US Treasury Department is using short dated T-bills to buy long dated US bonds in order to take the pressure off the 10yr and 30yr bond yields. This signals a STRUCTURAL PROBLEM in the debt markets and is only a BAND-AID to the problem. Also, essentially the US government has now replaced long term debt with more short dated debt that needs to be replaced more often. If short term bond rates rise because of higher inflation expectations then now the US government is payer HIGHER INTEREST on its short term debt. This only buys time in my opinion and delays the inevitable. The timing of this change is starting Sept 9 and lasting until Nov 4. Hmmm, that just so happens to election time. So it seems Bessent is trying to delay a market until AFTER THE ELECTION…