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 01 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
224 bp
Avg level percentile
77 / 100
Widening — 1w top decile
5 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 77 bp (+7 bp since 31 Dec 2025)

Mean OAS of the 7 IG bonds — all names except CoreWeave & SpaceX · since 31 Dec 2025
48607386Dec 2025Apr 2026Aug 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 9.0 Feb-31 HY4.5012.1377795-36.64+119.097+26.7416–856261
CoreWeave 9.75 Oct-31 HY5.1712.0376598-150.60+42.772+223.0*451–91581
Oracle 2.875 Mar-31 IG4.656.0617099-11.80+3.567+32.666–182399
SpaceX 5.35 Jul-31 HY 4.956.00163-13.1+4.1+59.1*104–17730
Equinix 2.15 Jul-30 IG3.955.138082-3.39+9.196+7.853–115399
Meta 4.55 Aug-31 IG5.045.066899-2.314+9.796+29.426–71399
Micron 2.703 Apr-32 IG5.715.096631-0.446+8.493-5.629–160399
Amazon 2.1 May-31 IG4.784.955897-5.92+7.392+25.227–71399
Digital Realty 3.6 Jul-29 IG2.924.845512-4.75-1.932-7.449–112399
Alphabet 4.1 Feb-31 IG4.544.753876-10.32-5.814-2.6*-5–49122
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 (via Yahoo Finance / LSE.co.uk) · 2026-07-29
Hyperscaler Debt Binge Pushes Yields Up as Investor Demand Cools
The most comprehensive credit-market stress signal in the 48h window. Reuters/LSEG data show Amazon, Alphabet, Meta and Oracle issued ~$194bn of bonds YTD through July 7 (+79% vs all of 2025), yet 78 of 91 2026-vintage hyperscaler bonds were trading at wider yields on July 28 than at issuance (median +22bp). Apollo data show cover ratios collapsed from ~5x in February to below 2x in July, flagging demand saturation. JPMorgan strategists noted the widening is the market 'rationally pricing an accelerating pace of issuance,' with Goldman projecting $250bn of hyperscaler supply in 2026 and $400bn in 2027—a structural shift in investment-grade credit.
Benzinga (citing Bloomberg/company earnings) · 2026-07-29
Alphabet Raises 2026 Capex Guidance to $195–$205bn, Amplifying AI Debt-Financing Pressure
Alphabet's Q2 earnings (reported ~July 29) revealed a capex guidance raise to $195–205bn for 2026 with elevated spending flagged for 2027—up from the $180bn figure used to size its February multi-currency bond program (~$28.6bn across USD, GBP and CHF). The upward revision directly enlarges Alphabet's prospective financing gap and signals a probable return to bond markets, adding incremental supply pressure at exactly the moment investor demand is cooling. Moody's/S&P track combined on-balance-sheet debt for the six largest AI-capex issuers (including CoreWeave) at ~$460bn, with off-balance-sheet data-center lease commitments reaching ~$1.2 trillion.
S&P Global Ratings (spglobal.com/ratings) — action dated July 9 2026; widely re-covered July 29-31 · 2026-07-09
S&P Global Downgrades Oracle to BBB- (Lowest Investment-Grade Tier), Citing AI Capex Cash Burn and OpenAI Concentration Risk
S&P cut Oracle's long-term issuer credit rating from BBB to BBB- and short-term from A-2 to A-3 (stable outlook), placing it one notch above junk. S&P projects FY2027 capex of $90–95bn and a free-operating-cash-flow deficit of ~$42bn, driven by a $250bn data-center buildout. Critically, S&P singled out OpenAI—which accounts for roughly half of Oracle's $638bn RPO backlog—as a 'key credit risk' given that customer's lack of profitability. Oracle's 10-year bonds now yield ~6.4% vs. a 5.7% BBB-curve benchmark, and at $117bn outstanding Oracle is the second-largest non-financial issuer in the Bloomberg US Corporate Bond Index after Amazon. Moody's retains a negative outlook, flagging further downgrade risk.
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 2026-08-01T06:01:06.