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 17 Jul 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
181 bp
Avg level percentile
68 / 100
Widening — 1w top decile
0 / 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 HY5.2110.5061999-0.242+39.079+77.7*451–62069
CoreWeave 9.0 Feb-31 HY4.5410.0157256+1.552+31.075-178.8416–856249
Oracle 2.875 Mar-31 IG4.695.7214898-8.71+10.289+10.766–157387
SpaceX 5.35 Jul-31 HY 4.995.68142-5.2+5.4+38.0*104–15218
Equinix 2.15 Jul-30 IG3.994.947348-0.736+2.371+1.062–115387
Digital Realty 3.6 Jul-29 IG2.964.776024+1.978+3.381-2.849–112387
Micron 2.703 Apr-32 IG5.754.905914-1.924+2.670-12.629–6000387
Meta 4.55 Aug-31 IG5.084.795398-1.132+3.580+14.029–64387
Amazon 2.1 May-31 IG4.824.724793-4.15-3.317+14.227–71387
Alphabet 4.1 Feb-31 IG4.584.644083+14.999+2.977-1.6*-5–48110
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 / ZeroHedge (citing Bloomberg 'Before the Bell') / Goldman Sachs · 2026-07-15
Goldman Sachs Hyperscaler Bond Basket Hits Record-Wide Spreads; Bloomberg Flags Peak Credit-Market Stress Since Basket Launch
Goldman Sachs's proprietary hyperscaler bond-spread basket hit its widest level since its February 2026 launch, with Bloomberg reporting that credit stress across Alphabet, Amazon, Meta, CoreWeave, and SpaceX bonds has reached a structural tipping point. Goldman analysts warn the IG market can no longer easily absorb the remaining ~$360bn in projected 2H26 supply, with cover ratios falling sharply and the threshold at which new supply stresses the market having collapsed from $75bn to just $25bn — a direct read-across to financing costs and capex execution risk for every issuer on this list.
Morningstar / Yahoo Finance (citing Bloomberg/Reuters underlying data) · 2026-07-09
Amazon Prices $25 Billion Eight-Part Investment-Grade Bond Package to Fund AI Data-Center Capex
Amazon's $25bn eight-tranche IG bond deal — its second mega-issuance of 2026 after a $31.5bn raise in March — is the largest single AI-capex financing event in July and has become a market-structure bellwether. The deal has since seen secondary-market spread widening alongside CoreWeave and SpaceX bonds, illustrating that even AAA-adjacent hyperscaler paper is beginning to cheapen as investor absorption capacity erodes. Amazon has stated it plans ~$200bn in data-center and AI capex in 2026, making continued bond-market access existential to its buildout timeline.
Seeking Alpha (published 2026-07-14) · 2026-07-14
Meta Platforms AA3-Rated 2066 Bonds Yield Near 7% — Abnormally Wide for High-Grade Credit, Flagging Market Indigestion
Meta's 40-year bonds, rated AA3 by Moody's, are trading at ~7% yield — a level historically associated with BBB/BB-rated issuers, not AA-tier credits. This yield anomaly, published two days ago, is a concrete secondary-market signal of hyperscaler spread stress and mirrors Goldman's basket-wide warning. It matters because Meta still has the bulk of its $125bn 2026 capex program to fund, meaning any further spread widening will raise its cost of future debt financing and could force a pivot to equity or asset-backed structures.
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 2026-07-17T06:00:55.