The above data shows the interest rate on 10 year Treasury notes (through July 6th, 2011). I wanted to look at it to see if bond markets were showing any kind of stress over the negotiations about raising the debt limit. It appears not (there is no spike upward at the end). Whether this means that investors are confident a deal will be struck, or confident that even if a deal is not struck, their interest payments will be honored, I am not sure.
Update: Commenter rjs suggests looking at CDS data instead. I found this data for 5 year CDS at Bloomberg:
Little sign of panic here either.