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 22 Jul 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
190 bp
Avg level percentile
66 / 100
Widening — 1w top decile
2 / 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 HY5.1911.0366799-11.715+47.693+125.5*451–67973
CoreWeave 9.0 Feb-31 HY4.5310.5261873+0.347+48.586-131.8416–856253
Oracle 2.875 Mar-31 IG4.675.7814696-3.015-10.27+9.266–157391
SpaceX 5.35 Jul-31 HY 4.985.77144+4.1-3.5+39.7*104–15222
Equinix 2.15 Jul-30 IG3.984.987027+0.557-3.721-2.062–115391
Digital Realty 3.6 Jul-29 IG2.944.876333+3.290+4.588-0.249–112391
Meta 4.55 Aug-31 IG5.074.885599+29.5100+1.668+16.726–64391
Micron 2.703 Apr-32 IG5.734.90526-5.55-8.512-19.229–6000391
Amazon 2.1 May-31 IG4.804.784691-1.526-5.89+12.527–71391
Alphabet 4.1 Feb-31 IG4.574.693773-0.146+12.897-3.7*-5–48114
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

Cryptonomist (citing Cryptobriefing / public filings) · 2026-07-21
Oracle AI Data Center Faces $7 Billion Collateral Challenge After Credit Rating Downgrade
A credit rating downgrade is forcing Oracle's flagship Wisconsin AI data center project to post ~$7B in collateral under utility-sector regulations, directly threatening its ability to execute a capex plan that surged to $55.7B in FY2026 and is projected to reach $90–95B in FY2027. The collateral call crystallises the balance-sheet stress that ratings agencies and bond investors have been warning about since Oracle's aggressive debt-funded buildout began.
Seeking Alpha · 2026-07-21
Hyperscalers Amass $1.65 Trillion in Off-Balance-Sheet AI Commitments; Oracle and Alphabet CDS Spreads Widen
A detailed credit-market analysis published July 21 documents that Meta, Oracle, Amazon, Microsoft, and Alphabet have shifted $1.65 trillion of AI-capex obligations into SPVs and private credit vehicles — largely off public balance sheets. Oracle and Nvidia CDS spreads are widening, and Alphabet's 100-year sterling bond has declined 7% since February issuance, signalling that the credit market is beginning to reprice AI infrastructure risk across the issuer cohort.
Forbes / Morgan Stanley (as cited) · 2026-07-17
Hyperscaler Bond Coverage Ratios Collapse from ~5x to Below 2x as AI Debt Approaches $570 Billion
Morgan Stanley forecasts $570B in global AI-related bond issuance for full-year 2026 ($236B had priced by May 31, 4× the prior-year pace). Critically, order-book coverage for new hyperscaler deals has fallen from nearly 5× in February to below 2× by July — a sharp demand signal that issuers including Amazon, Alphabet, and Meta may need to pay meaningfully wider spreads on future transactions to clear the market, raising the cost of the AI capex financing wave.
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 2026-07-22T06:01:03.