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 30 Jul 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
230 bp
Avg level percentile
79 / 100
Widening — 1w top decile
7 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 79 bp (+10 bp since 31 Dec 2025)

Mean OAS of the 7 IG bonds — all names except CoreWeave & SpaceX · since 31 Dec 2025
48597182Dec 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 HY5.1712.20784100+26.494+111.0100+242.6*451–78479
CoreWeave 9.0 Feb-31 HY4.5112.1678296+52.099+167.5100+31.2416–856259
SpaceX 5.35 Jul-31 HY 4.966.12177+3.4+27.3+73.0*104–17728
Oracle 2.875 Mar-31 IG4.656.0617299-3.811+4.773+35.066–176397
Equinix 2.15 Jul-30 IG3.965.077458+5.498+20.899+2.253–115397
Meta 4.55 Aug-31 IG5.045.0671100+4.395+19.299+32.426–71397
Micron 2.703 Apr-32 IG5.715.107135+4.194+14.297-0.729–160397
Digital Realty 3.6 Jul-29 IG2.924.916128+0.256+0.861-2.049–112397
Amazon 2.1 May-31 IG4.784.946097-1.327+9.696+26.827–71397
Alphabet 4.1 Feb-31 IG4.554.794596-3.610+7.692+3.6*-5–48120
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

Reuters · 2026-07-29
Hyperscaler Debt Binge Pushes Yields Up as Investor Demand Cools — 78 of 91 Bonds Issued in 2026 Now Trade Wide of Issue
Reuters/LSEG data show Amazon, Alphabet, Meta and Oracle have issued ~$194bn of bonds in 2026 through July 7—up 79% vs. all of 2025—yet 78 of 91 deals now trade at higher yields than at pricing (median +22 bps). Apollo data show cover ratios have fallen from ~5x in February to below 2x, signalling the first meaningful buyside indigestion for investment-grade AI-capex paper and a structural spread-widening trend that will raise future borrowing costs across the cohort.
Benzinga (citing Fortune / Moody's data) · 2026-07-28
Bond Markets Are Rethinking Big Tech's $1 Trillion+ AI Spend: Hyperscaler Spreads Widen to 78 bps, Sharpest Move Since April 2025
Published July 28, this piece synthesises the credit-market repricing in real time: average hyperscaler spreads have widened to ~78 bps over Treasuries from 50 bps two months prior—the sharpest move since tariff volatility in April 2025. Amazon's $25bn July deal attracted only 2.5x cover (vs. 3.2x in March) and required 18–21 bps of concession on long maturities, while Oracle (Baa2, negative outlook) and Ba3-rated CoreWeave face the steepest vulnerability as $1.2tn of off-balance-sheet lease commitments are increasingly treated as debt-equivalent by rating agencies.
CNBC (Moody's Ratings primary source) · 2026-07-24
Moody's Warns 'Unprecedented' AI Spending Threatens Credit Quality of Amazon, Meta, Alphabet, Oracle and CoreWeave; Flags $1.2 Trillion Off-Balance-Sheet Lease Wall
Moody's formal sector report (July 24) projects combined capex of $785bn in 2026 rising to ~$1tn in 2027, with direct debt across the six tracked firms already at $460bn and data-center lease liabilities at $1.2tn ($820bn tied to unstarted projects treated as debt-equivalent). Oracle (Baa2, negative outlook) and CoreWeave (Ba3, high-yield, complex GPU-backed private debt) are singled out as the weakest credit links; Alphabet simultaneously reported its first-ever negative free cash flow quarter (-$5.9bn), validating the warning in real time and setting the stage for the spread widening reported through July 28–29.
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 2026-07-30T06:00:56.