Credit Spread Monitor for US AI Capex ecosystem

Option-adjusted spreads (OAS — BDT lattice for callable HY, Z-spread for the rest) · 10 bonds · as of 12 Jul 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
176 bp
Avg level percentile
71 / 100
Widening — 1w top decile
7 / 10
Stale (no fresh trade)
5 / 10
← swipe the table sideways for changes, trend & history →
CURRENTLEVEL1-DAY Δ1-WEEK ΔYTDHISTORY
Issuer / coupon / maturityYrsYield %OAS bp%ileΔbp%ileΔbp%ileΔbprange bptrend (last 90)n
CoreWeave 9.75 Oct-31 HY5.2210.2058497-1.341+12.063+42.0*450–58865
CoreWeave 9.0 Feb-31 HY no trade 2d4.569.7454248+0.048+11.960-208.3418–856245
Oracle 2.875 Mar-31 IG4.705.7314798+4.692+24.698+9.766–154383
SpaceX 5.35 Jul-31 HY no trade 2d5.015.69141-0.6+25.1+29.8*111–14213
Equinix 2.15 Jul-30 IG4.014.977460+0.255+8.195+2.662–115383
Micron 2.703 Apr-32 IG no trade 2d5.764.966425+0.259+12.698-8.046–160383
Digital Realty 3.6 Jul-29 IG2.974.796126-0.444+7.294-1.950–112383
Meta 4.55 Aug-31 IG no trade 2d5.094.845699+0.152+15.499+17.629–64383
Amazon 2.1 May-31 IG no trade 2d4.834.775098+0.354+13.399+17.227–71383
Alphabet 4.1 Feb-31 IG4.604.664087-2.118+11.299-1.3*27–45106
Level %ile tight wide (stress) Δ %ile widening tightening no trade Nd carried forward — no FINRA trade in N days ⚠ short history (n<60)* YTD since issue

Newsworthy — last 48h

S&P Global Ratings / Reuters / Bloomberg · 2026-07-10
S&P Global Ratings Downgrades Oracle to 'BBB-', One Notch Above Junk, on Exploding AI Capex and $42B Free-Cash-Flow Deficit
S&P cut Oracle's long-term issuer credit rating from BBB to BBB- (stable outlook) and its short-term rating from A-2 to A-3, citing 'rising business risk and weaker cash flow' from its AI infrastructure buildout. FY2026 capex hit $55.7B (+162% YoY), generating negative FCF of $23.7B; S&P now projects FY2027 FCF deficit widening to ~negative $42B and adjusted debt/EBITDA climbing to the mid-4x range. With $167B in total debt and OpenAI representing roughly half of remaining performance obligations, a further one-notch cut would push Oracle to sub-investment-grade — a potentially forced-selling event for IG-only funds. Oracle plans to raise ~$40B more in debt and equity in FY2027, including a $20B ATM equity offering, to defend the rating.
Bloomberg / Reuters · 2026-07-07
Amazon Prices $25 Billion Eight-Tranche Bond Sale for AI Infrastructure; Demand Falls Sharply to 1.6x Cover vs. 14.8x in March
Amazon priced an eight-part senior unsecured deal (maturities 2029–2066, including 40-year paper at T+145bp) raising at least $25B to fund its ~$200B 2026 AI capex plan. Peak demand reached $62B but was pared to ~$41B after banks tightened spreads — a 1.6x cover ratio that compares starkly to the $370B demand on its March $37B offering. The cooling of orderbook appetite is the clearest market signal yet of potential investor fatigue in hyperscaler paper, even from the highest-rated borrowers. Amazon has now raised ~$89B in bonds in 2026 alone and told underwriters this will be its last dollar bond of the year.
Bloomberg / Yahoo Finance (bond-market coverage) · 2026-07-09
CoreWeave's June 9.625% Senior Notes Slump to 96.50 (10.42% Yield) as Meta Competition Risk and Heavy AI High-Yield Supply Weigh
CoreWeave's par-priced June 11 offering of 9.625% six-year senior notes fell to 96.50 cents on the dollar (implying a 10.42% yield) within weeks of pricing — a significant move below par that reflects two converging pressures: (1) Meta's announced plans to build its own GPU compute capacity, threatening CoreWeave's largest customer relationship, and (2) a glut of AI high-yield supply ($31.9B YTD through July 8). CoreWeave also trades north of 500bps over benchmarks, ~110bps wider than the next data-center credit below it, underscoring how the bond market prices merchant-compute risk far more harshly than contracted-infrastructure REITs like Digital Realty or Equinix. The broken-deal dynamic raises refinancing risk given CoreWeave's large near-term debt maturities.
Method. OAS = option-adjusted spread over the bootstrapped US Treasury zero curve (from FRED CMT par yields) that reprices each bond's cash flows to its FINRA clean price. For the callable high-yield names (CoreWeave, SpaceX) the embedded call is valued on a Black-Derman-Toy short-rate lattice (CMT curve, lognormal vol per name) and its cost subtracted; the remaining bonds' calls are out-of-the-money (par-call near maturity) so their OAS equals the Z-spread to within a fraction of a bp. Illiquid bonds without a fresh TRACE print carry their last price forward, flagged no trade Nd. Level %ile = today's OAS within the bond's own history; Δ %ile = today's 1d/1w change within all historical same-horizon changes (100 = most extreme widening); PERCENTRANK.INC, suppressed below n=60. The trend sparkline spans each bond's last 90 sessions (shorter if its history is shorter) so all names cover a common window. Watch HY (CoreWeave, SpaceX) blowing out while IG (Meta, Oracle) holds — that divergence is the funding-stress tell.
Generated 2026-07-12T22:09:22.