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 04 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
219 bp
Avg level percentile
71 / 100
Widening — 1w top decile
0 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 74 bp (+5 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 9.75 Oct-31 HY5.1612.2177698+11.475+21.255+234.4*451–91582
CoreWeave 9.0 Feb-31 HY4.5011.8674492-33.35+36.174-6.6416–856262
Oracle 2.875 Mar-31 IG4.646.23181100+11.498+8.182+44.066–182400
SpaceX 5.35 Jul-31 HY 4.945.98154-8.9-15.0+50.2*104–17731
Equinix 2.15 Jul-30 IG3.955.157671-3.211+3.680+4.653–115400
Meta 4.55 Aug-31 IG5.035.096499-3.76+1.969+25.726–71400
Micron 2.703 Apr-32 IG5.705.055510-11.01-2.438-16.629–160400
Digital Realty 3.6 Jul-29 IG2.914.87549-1.135-4.515-8.549–112400
Amazon 2.1 May-31 IG4.774.945195-7.71-11.42+17.527–71400
Alphabet 4.1 Feb-31 IG4.534.793663-2.123-8.85-4.7*-5–49123
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; Direct Debt Hits ~$460 Billion
Moody's formal sector-wide credit warning — covering Amazon, Alphabet, Meta, Oracle, Microsoft and CoreWeave — projects $785 billion in AI capex in 2026 rising toward $1 trillion in 2027, with aggregate on-balance-sheet debt at ~$460 billion and off-balance-sheet data-centre lease commitments of ~$1.2 trillion. It signals that even fortress balance sheets are being strained and that Oracle (Baa2, negative outlook) and Ba3-rated CoreWeave face the greatest vulnerability. NOTE: Dated July 24, 2026 — 11 days outside the strict 48-hour window; no confirmed August 3–4 item found.
S&P Global Ratings / Bloomberg · 2026-07-09
S&P Global Ratings Downgrades Oracle to 'BBB-/A-3', One Notch Above Junk, on $250 Billion AI Data-Centre Spending Binge and OpenAI Concentration Risk
S&P cut Oracle to BBB- (lowest IG tier) on July 9, 2026, citing $167 billion in total debt, negative free cash flow of ~$42 billion over the prior four quarters, and extreme single-customer concentration (OpenAI ~50% of $638 billion RPO backlog). Moody's retained a negative outlook, making a further cut to junk a live risk. Oracle's 10-year bonds yield ~6.4% vs. the BBB curve at 5.7%, and its CDS is trading at multi-year highs — the most acute credit-stress story in the AI-capex cohort. NOTE: Dated July 9, 2026 — outside 48-hour window; no confirmed August 3–4 update found.
Yahoo Finance / Goldman Sachs research (strategist Amanda Lynam) · 2026-07-28
Goldman Sachs: $489 Billion of AI-Related Debt Issued in 2026 YTD, Already 52% Above Full-Year 2025; Amazon Alone Raises $53 Billion
Goldman's latest tally shows $489 billion in AI-related debt issued through late July 2026 — already 52% above the $322 billion issued in all of 2025 — with Amazon as the single largest borrower at ~$53 billion (including a $37 billion 11-part US bond and >$16 billion in euro-denominated notes). Tech now holds 18% of total US IG corporate debt issuance. The pace is stress-testing investor absorption capacity, with Amazon's July deal 2.5x oversubscribed but below the 3.2x cover on its March issue. NOTE: Dated ~July 28, 2026 — approximately 7 days outside the strict 48-hour window; no confirmed August 3–4 item found from a qualifying source.
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 2026-08-04T06:01:08.