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 16 Jul 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
182 bp
Avg level percentile
60 / 100
Widening — 1w top decile
1 / 10
Stale (no fresh trade)
0 / 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 HY5.2110.57620100+21.594+43.887+77.9*451–62068
CoreWeave 9.0 Feb-31 HY4.5510.0457055+11.372+49.486-180.3416–856248
Oracle 2.875 Mar-31 IG4.695.86157100+13.399+23.197+19.466–157386
SpaceX 5.35 Jul-31 HY 5.005.78148+2.3+15.5+43.2*104–15217
Equinix 2.15 Jul-30 IG4.005.007454+3.392+3.881+1.762–115386
Micron 2.703 Apr-32 IG5.754.976117+0.966-0.748-10.729–6000386
Digital Realty 3.6 Jul-29 IG2.964.815821-1.234-3.620-4.749–112386
Meta 4.55 Aug-31 IG5.084.855498-1.228+3.580+15.129–64386
Amazon 2.1 May-31 IG4.824.815197-9.10+4.183+18.327–71386
Alphabet 4.1 Feb-31 IG4.594.54252-16.01-12.31-16.5*-5–48109
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

Bloomberg / Reuters · 2026-07-07
Amazon Fuels AI Debt Boom With $25 Billion Eight-Tranche Bond Sale to Fund AI Infrastructure
Amazon's largest-ever standalone U.S. bond deal — eight tranches, maturities from 2029 to 2066 — raised $25B but drew only ~$41B in final orders (1.6x cover), roughly half the $120B+ demand seen in its March offering. The cooling appetite, concentrated in short-dated paper with 30-year yields above 6.1%, signals investor fatigue with long-duration AI capex debt and sets a key pricing benchmark for the broader hyperscaler bond pipeline. Amazon also signalled this will be its last debt raise of 2026.
Financial Times / Bloomberg Opinion · 2026-07-15
SpaceX BBB-Rated Bonds Trade Wider Than Junk Average; 30-Year Spread Breaches 200bps (FT/Bloomberg)
Despite receiving investment-grade ratings of BBB (S&P), Baa1 (Moody's) and BBB+ (Fitch) on June 18 following its IPO, SpaceX's bonds now trade at an average spread of 162bps over Treasuries — above the 155bps BB junk average. The 30-year (2056) note has widened to nearly 200bps. S&P projects negative free cash flow through 2029 and Moody's flags Elon Musk's concentrated governance as a risk. The rating-vs-spread dislocation is the starkest credit-market stress signal in the AI-capex issuer universe and raises forced-selling risk for mandated IG buyers.
Bloomberg / Simply Wall St · 2026-06-11
CoreWeave Completes First Euro-Denominated Junk Bond Deal, Raising ~$3.5B in Dual-Currency High-Yield Offering
CoreWeave (rated Ba3/B+/BB-) became the first U.S. AI cloud provider to issue a euro-denominated high-yield bond, raising ~$3.5B across dollar and euro tranches with particularly strong demand on the euro leg. The deal extends the U.S. AI data-center debt boom into European HY markets, broadens CoreWeave's capital structure beyond GPU-collateralised loans, and is a critical stress test for speculative-grade AI-capex credits — especially given the company's $30–35B 2026 capex plan, $22.7B in existing long-term debt, and net operating losses.
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 2026-07-16T06:01:07.