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 24 Jul 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
192 bp
Avg level percentile
59 / 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 HY5.1911.1166796-6.333+18.958+125.3*451–67975
CoreWeave 9.0 Feb-31 HY4.5310.6362274+7.665+18.063-128.7416–856255
Oracle 2.875 Mar-31 IG4.676.02163100-4.98+15.494+25.466–168393
SpaceX 5.35 Jul-31 HY 4.975.92151+1.2+12.4+46.9*104–15224
Equinix 2.15 Jul-30 IG3.985.056816+15.1100-3.721-3.553–115393
Digital Realty 3.6 Jul-29 IG2.944.925821-1.625+0.659-4.449–112393
Micron 2.703 Apr-32 IG5.735.025612-0.642+1.463-15.529–6000393
Meta 4.55 Aug-31 IG5.064.965599+3.593+3.078+16.726–64393
Amazon 2.1 May-31 IG4.804.864691-3.96+3.076+13.327–71393
Alphabet 4.1 Feb-31 IG4.564.692922-7.82-6.310-11.8*-5–48116
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

Nikkei Asia (primary); Seeking Alpha news relay, 247 Wall St., TechSpot, The Next Web (corroborating coverage) · 2026-07-21
Five US Tech Giants' Hidden Debts Soar to $1.65tn on Opaque AI Funding — Off-Balance-Sheet Obligations Now Exceed On-Balance-Sheet Debt
A Nikkei Asia investigation found Alphabet, Microsoft, Amazon, Meta, and Oracle have accumulated ~$1.65 trillion in off-balance-sheet AI infrastructure obligations — data center leases, GPU supply contracts, and SPV structures — exceeding their $1.35 trillion in reported on-balance-sheet debt and representing an ~8x increase in four years. Meta's hidden debt alone is ~$420bn (~3x its transparent debt), while Oracle's off-balance-sheet obligations grew ~30-fold to ~$273bn. With four of the five issuers reporting earnings within days, credit investors face materially incomplete balance sheets, raising the risk that standard rating-agency models are underestimating leverage across the entire AI-capex cohort. S&P Global was cited as having already acted on Oracle's lease commitments.
BigGo Finance / Dealogic data (published ~July 17, 2026) · 2026-07-17
AI Bond Deluge Tests Market Limits as Six Tech Giants Issue $2.44 Trillion in Debt — Tech Now 20% of US IG Issuance, a Record
Six AI-focused issuers — Alphabet, Amazon, Meta, Oracle, Nvidia, and SpaceX — have collectively issued ~$2.44 trillion in global bonds in 2026, with the technology sector now accounting for a record 20% of US dollar investment-grade issuance per Dealogic. The five major hyperscalers have issued ~$194bn across multiple currencies YTD. Technology bonds carry an average maturity of 15 years (vs. ~11 years for other corporates), amplifying rate sensitivity and credit-duration risk for portfolio managers. The scale and pace test the absorption capacity of global fixed-income markets heading into a heavy Q3 issuance calendar.
Morningstar / Yahoo Finance (citing Bloomberg/Dealogic data; article dated July 9–10, 2026, coverage updated through week of July 14) · 2026-07-09
CoreWeave's High-Yield Notes Slump to 96.50 / 10.42% as Meta Competition Risk and Heavy Markets Weigh on Credit
CoreWeave's par-priced June 11 offering of 9.625% six-year senior notes fell to 96.50 cents on the dollar (implied yield 10.42%) as investors priced in competitive risk from Meta Platforms entering the AI cloud market — a direct threat to CoreWeave's largest revenue concentration. This secondary-market weakness arrives despite CoreWeave's March $8.5bn DDTL 4.0 facility achieving first-ever investment-grade (A3/A-low) GPU-backed financing. The spread widening signals that credit markets are bifurcating between CoreWeave's IG-rated project-finance paper and its HY unsecured notes, a structural tension that will intensify as $30–35bn in 2026 capex draws down.
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 2026-07-24T06:01:49.