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 25 Jul 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
204 bp
Avg level percentile
71 / 100
Widening — 1w top decile
5 / 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 HY5.1911.69722100+55.0100+73.999+180.3*451–72276
CoreWeave 9.0 Feb-31 HY4.5211.0465881+36.496+53.387-92.3416–856256
Oracle 2.875 Mar-31 IG4.676.11166100+3.786+18.896+29.166–168394
SpaceX 5.35 Jul-31 HY 4.976.05159+8.1+20.5+55.0*104–15925
Equinix 2.15 Jul-30 IG3.975.137032+2.283-1.934-1.353–115394
Meta 4.55 Aug-31 IG5.065.045899+3.089+6.090+19.726–64394
Micron 2.703 Apr-32 IG5.725.085814+1.573+2.771-14.029–6000394
Digital Realty 3.6 Jul-29 IG2.944.975717-1.135-0.745-5.549–112394
Amazon 2.1 May-31 IG4.804.965197+4.697+7.394+17.927–71394
Alphabet 4.1 Feb-31 IG4.564.894497+15.099+8.796+3.2*-5–48117
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

CNBC (citing Moody's Ratings research note) · 2026-07-24
Moody's Warns 'Unprecedented' AI Spending Threatens Credit Quality of Hyperscalers; Direct Debt Hits ~$460B
Moody's issued a formal research note warning that the AI capex surge — projected at $785B in 2026 and ~$1T in 2027 — is eroding free cash flow and raising balance-sheet risk across Microsoft, Amazon, Alphabet, Meta, Oracle, and CoreWeave. With direct debt across the six hyperscalers reaching approximately $460B, this is a live credit-quality signal from a major rating agency affecting all six issuers simultaneously and could presage negative rating actions or outlook changes.
Yahoo Finance / Bloomberg (citing BofA research) · 2026-07-07
Amazon's 'Surprise' $25B Eight-Tranche Bond Sale Draws Weakest Hyperscaler Demand Since October 2025, Spreads Widen 6–15 bps
Amazon's $25B deal — its largest single bond issuance of 2026, bringing its year-to-date debt issuance to $92B — required 18–21 bps of concession on long bonds and drew only 2.5x oversubscription, the weakest for any hyperscaler since Meta's October 2025 deal. BofA flagged investor pushback and spread contagion across the hyperscaler complex, making this the clearest data point of emerging credit-market indigestion for AI-capex issuers.
Yahoo Finance / Morningstar (Reuters-sourced market data) · 2026-07-09
AI Bond Issuance Tops $250B YTD as Aftermarket Stress Mounts: CoreWeave Notes Slump to 96.50, Meta and SpaceX Bonds Trade to Widest Levels
Investment-grade AI-related bond issuance hit $218B through July 8 — already eclipsing the full-year 2025 total of $80.5B — while secondary-market stress is accumulating. CoreWeave's 9.625% 2031 notes fell to 96.50 (10.42% yield), SpaceX's 6.65% 30-year bonds blew out to T+200 from T+175 at pricing, and Meta's 2056 bonds hit their widest-ever spread of T+145. This convergence of primary-market fatigue and secondary-market weakness signals deteriorating risk appetite for AI-capex credit across the issuer universe.
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 2026-07-25T06:01:38.