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 29 Jul 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
221 bp
Avg level percentile
74 / 100
Widening — 1w top decile
7 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 78 bp (+9 bp since 31 Dec 2025)

Mean OAS of the 7 IG bonds — all names except CoreWeave & SpaceX · since 31 Dec 2025
48597082Dec 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 HY5.1711.99758100+3.047+90.7100+216.2*451–75878
CoreWeave 9.0 Feb-31 HY4.5111.6973090+21.986+111.097-20.8416–856258
Oracle 2.875 Mar-31 IG4.656.15176100+2.981+29.698+38.866–176396
SpaceX 5.35 Jul-31 HY 4.966.14174+4.4+29.9+69.6*104–17427
Equinix 2.15 Jul-30 IG3.965.066918-4.25-1.240-3.253–115396
Meta 4.55 Aug-31 IG5.055.0767100+4.395+11.498+28.126–67396
Micron 2.703 Apr-32 IG5.715.116732+9.498+14.498-4.829–160396
Amazon 2.1 May-31 IG4.795.006198-0.837+15.698+28.127–71396
Digital Realty 3.6 Jul-29 IG2.924.956128+1.877-2.031-2.249–112396
Alphabet 4.1 Feb-31 IG4.554.8748100+3.190+10.996+7.2*-5–48119
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

Yahoo Finance / Goldman Sachs Credit Research · 2026-07-29
Goldman Sachs Warns Big Tech Will Fund >33% of ~$750B AI Capex With Debt in 2026, Topping $250B in IG Bond Issuance
Goldman Sachs credit strategists confirmed in a note published today that hyperscalers have already issued $194B in IG debt through H1 2026, on pace for ~$250B full-year — roughly 33% of projected $750B capex — marking a structural shift to debt-funded AI infrastructure. Alphabet's first-ever negative free-cash-flow quarter (Q2 2026) and Amazon's $79B raised in 2026 alone (long-term debt now $119B) illustrate acute balance-sheet pressure across the cohort.
CNBC (citing Moody's Ratings research note) · 2026-07-24
Moody's Warns 'Unprecedented' AI Spending Threatens Credit Quality; Flags Oracle (Baa2 Neg.) and CoreWeave (Ba3) as Most Vulnerable
Moody's formal sector credit warning — projecting $785B combined capex in 2026 rising to ~$1T in 2027, with $460B in direct debt and $1.2T in off-balance-sheet data-center lease commitments — is the most significant rating-agency action of the cycle. Oracle sits just two notches above junk (Baa2, negative outlook) and CoreWeave is deep high-yield (Ba3), making both acutely exposed to any tightening in credit conditions or revenue shortfall.
Benzinga (citing Moody's, Apollo/Torsten Slok, TradeStation) · 2026-07-28
Bond Markets Rethink Big Tech's $1T AI Buildout as Spreads Widen 12–16 bps and Oversubscription Ratios Collapse to 2.5x From 5x
Published July 28, this piece documents measurable credit-market stress: Alphabet and Meta bond spreads have widened 12–16 bps even as IG index spreads held flat, Amazon's July $25B deal required 18–21 bps of concession with only 2.5x coverage (vs. ~5x in February), and Apollo's chief economist flagged the coverage ratio collapse as a leading indicator of waning demand. With Meta and Microsoft reporting earnings July 29 and fresh capex guidance imminent, this spread deterioration is a live credit risk signal.
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 2026-07-29T06:00:57.