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 18 Jul 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
185 bp
Avg level percentile
65 / 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 HY5.2010.80648100+28.799+42.883+106.4*451–64870
CoreWeave 9.0 Feb-31 HY4.5410.3360469+32.195+37.580-146.7416–856250
Oracle 2.875 Mar-31 IG4.685.7314797-0.739-3.032+10.066–157388
SpaceX 5.35 Jul-31 HY 4.995.67139-3.5-13.5+34.5*104–15219
Equinix 2.15 Jul-30 IG3.994.957242-0.836-5.312+0.262–115388
Digital Realty 3.6 Jul-29 IG2.954.775820-2.216-9.23-5.049–112388
Micron 2.703 Apr-32 IG5.744.88559-4.37-11.75-16.929–6000388
Meta 4.55 Aug-31 IG5.084.815297-0.344-9.52+13.729–64388
Amazon 2.1 May-31 IG4.824.704385-3.96-23.90+10.327–71388
Alphabet 4.1 Feb-31 IG4.584.623664-3.97-12.12-5.5*-5–48111
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

SEC EDGAR (Equinix Inc. Form FWP pricing term sheets) · 2026-07-16
Equinix Prices $1.5 Billion in Two-Tranche Senior Notes via Asia and Europe Financing Subsidiaries (4.400% 2031 & 4.700% 2033)
Equinix tapped debt markets for $1.5B across two tranches (Baa1/BBB+/BBB+ stable across all three agencies) to fund ongoing data-centre capex. The tight BBB+ ratings and stable outlooks confirm investment-grade access remains intact, but the ~$18.6B existing debt load means incremental borrowing is credit-relevant for the AI infrastructure REIT sector.
Bloomberg / Reuters · 2026-07-07
Amazon Raises $25 Billion in Eight-Part Bond Sale to Fund AI Capex; Demand Peaked at $62 Billion but Faded to 1.6x Cover
Amazon's $25B eight-tranche deal (3–40yr maturities) is the company's largest single bond sale and pushes its 2026 gross issuance past $89B. The cooling of oversubscription from early 2026 deals (demand settled at only 1.6x vs multiples seen in prior deals) signals early signs of investor fatigue in the AI-capex bond wave, a key credit-market stress indicator for hyperscaler debt.
Benzinga (citing Dealogic data) · 2026-07-17
Six AI-Focused Tech Giants Have Issued $182 Billion in Investment-Grade Bonds in 2026, a 1,300% Surge vs. Same Period Last Year, Accounting for ~15% of All US Corporate Bond Issuance
The aggregate credit-market stress framing is the most timely (published July 17): tech now represents a record 20% of US IG issuance per Dealogic, and the simultaneous flood of AI-capex bonds alongside record US Treasury supply is compressing the global pool of available capital. Investors are demanding greater spread compensation, directly raising the cost of future data-centre financing for all issuers on the watchlist.
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 2026-07-18T06:01:03.