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 21 Jul 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
188 bp
Avg level percentile
55 / 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 HY5.2011.10679100+30.899+80.8100+137.2*451–67972
CoreWeave 9.0 Feb-31 HY4.5310.4761873+13.575+59.588-132.1416–856252
Oracle 2.875 Mar-31 IG4.685.7615098+1.973+6.178+12.266–157390
SpaceX 5.35 Jul-31 HY 4.985.68140+1.1-5.3+35.6*104–15221
Equinix 2.15 Jul-30 IG3.984.936922-3.110-0.942-2.562–115390
Digital Realty 3.6 Jul-29 IG2.954.805923+1.472+0.153-3.449–112390
Micron 2.703 Apr-32 IG5.744.905814+3.087-2.141-13.729–6000390
Amazon 2.1 May-31 IG4.814.744792+3.493-13.42+14.027–71390
Alphabet 4.1 Feb-31 IG4.574.643875+1.979-3.127-3.6*-5–48113
Meta 4.55 Aug-31 IG5.074.54260-26.50-29.10-12.826–64390
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

Benzinga / Yahoo Finance · 2026-07-19
Big Tech's $182 Billion AI Debt Spree Reshapes Credit Markets, Accounting for ~15% of Total US Corporate Bond Issuance YTD
Amazon, Alphabet, Meta, Oracle, and SpaceX have collectively issued a record $182B in investment-grade bonds in 2026 — up ~1,300% YoY — now representing ~15% of all US corporate bond issuance YTD. Morgan Stanley projects total AI-related bond issuance will hit $570B by year-end, double 2025 levels, signalling a structural shift in how AI-capex issuers finance infrastructure and raising absorption risk for credit markets.
S&P Global Ratings / Reuters / Yahoo Finance · 2026-07-09
S&P Global Cuts Oracle to BBB-, One Notch Above Junk, Citing $55.7B Capex Surge and OpenAI Concentration Risk
S&P downgraded Oracle from BBB to BBB- on July 9, citing FY2026 capex of $55.7B (up 162% YoY), a projected FY2027 free operating cash flow deficit of ~$42B, and extreme customer concentration — OpenAI accounts for roughly half of Oracle's remaining performance obligations. S&P now projects FY2027 capex at $90B–$95B and adjusted debt-to-EBITDA in the mid-4x range. One further notch would render Oracle's ~$167B debt load speculative-grade ('junk'), triggering potential forced selling by investment-grade-only funds.
Financial Times (via MarketAxess data) / Seoul Economic Daily · 2026-07-14
SpaceX's 30-Year Bond Spread Breaches 200bps — Wider Than BB-Rated Average — as Investors Shun Long-Duration AI Debt
SpaceX's 30-year bonds, issued as part of its $25B June 2026 debt program, have seen yields rise from 6.7% to 7.3% in under two weeks, with spreads now exceeding both the BBB and BB averages — an anomaly for an investment-grade issuer. BofA data shows top-5 hyperscaler bonds yield ~60bps more than same-rated non-tech peers. This market repricing signals that bond investors are applying a structural 'AI-capex risk premium' to long-duration debt from infrastructure-heavy issuers, with negative FCF of ~$14B in 2025 for SpaceX raising questions about long-term debt serviceability.
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 2026-07-21T06:00:55.