The best indicator of concern over the threatened refusal of the House of Representatives to refuse to raise the debt ceiling was the Treasury bill interest rate.
We can see what happened in the days preceding the collapse of resistance. The rate for 3-month T-bills peaked at 14 one-hundredths of of a percent. This is from the Treasury Department’s website.
As you can see, the rate has fallen to four-tenths of a percent.
Investors did not take seriously the threat. There was some minimal hedging, but not much. Investors would have demanded a hundred times a tenth of a percent if they had really believed that the government would actually default even for a short period.
Treasury bond rates did not move. The investors did not expect a default.