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 28 Jul 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
216 bp
Avg level percentile
74 / 100
Widening — 1w top decile
6 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 76 bp (+7 bp since 31 Dec 2025)

Mean OAS of the 7 IG bonds — all names except CoreWeave & SpaceX · since 31 Dec 2025
48596980Dec 2025Apr 2026Jul 2026
← 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 HY5.1811.99755100+32.999+76.099+213.2*451–75577
CoreWeave 9.0 Feb-31 HY4.5111.5070888+49.698+89.495-42.7416–856257
Oracle 2.875 Mar-31 IG4.666.14173100+6.895+23.798+35.966–173395
SpaceX 5.35 Jul-31 HY 4.966.12170+10.2+29.6+65.2*104–17026
Equinix 2.15 Jul-30 IG3.965.127349+2.384+3.579+1.053–115395
Meta 4.55 Aug-31 IG5.055.0562100+4.195+36.6100+23.826–64395
Amazon 2.1 May-31 IG4.795.046298+11.099+14.998+28.927–71395
Digital Realty 3.6 Jul-29 IG2.934.945922+1.572-0.647-4.049–112395
Micron 2.703 Apr-32 IG5.725.055714-0.250-0.550-14.229–6000395
Alphabet 4.1 Feb-31 IG4.554.874598+0.966+7.795+4.1*-5–48118
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 Six Hyperscalers; Combined 2026 Capex to Hit $785 Billion
Moody's formally flagged that the transition from asset-light to asset-heavy models 'threatens credit quality' across all six names. Direct debt has hit ~$460 billion and off-balance-sheet data-center lease commitments total $1.2 trillion. Oracle (Baa2/negative outlook) and CoreWeave (Ba3) are identified as the most vulnerable; Moody's projects capex approaching $1 trillion in 2027, raising the spectre of multi-notch downgrades for lower-rated issuers if AI monetisation disappoints.
Benzinga (citing Alphabet IR / earnings call transcript) · 2026-07-27
Alphabet Raises 2026 Capex Guidance to $195–$205 Billion After First-Ever Negative Free Cash Flow Quarter; Shares Fall
Alphabet's Q2 capex of $44.9 billion outpaced operating cash flow of $39.1 billion, producing negative $5.9 billion in free cash flow — the first negative FCF quarter since its 2004 IPO. The guidance raise to $195–205 billion for the full year signals further bond issuance is likely, putting Alphabet's AA+ rating under scrutiny and widening the template of credit risk across the sector.
Cryptopolitan (citing Moody's Ratings note, July 2026) · 2026-07-25
Moody's Flags Oracle and CoreWeave as AI's Weakest Credit Links; Oracle Carries Baa2/Negative, CoreWeave Ba3 Amid Complex GPU-Backed Debt Structures
Moody's singled out Oracle (Baa2/negative, one S&P notch above junk after the July 9 S&P cut to BBB-) and CoreWeave (Ba3, high-yield) as the cohort's two structurally weakest credits. Oracle's $167 billion debt load, negative free cash flow of ~$23.7 billion in FY2026, and $70 billion FY2027 capex plan raise acute refinancing risk. CoreWeave's GPU-backed delayed-draw facilities (Ba2/BB+ on DDTL 5.0) face concentration risk with a handful of large AI clients, making both names the most likely candidates for further rating pressure as the capex cycle peaks.
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 2026-07-28T23:45:04.