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 05 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
213 bp
Avg level percentile
75 / 100
Widening — 1w top decile
1 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 74 bp (+4 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 HY5.1612.0776796-9.422+8.844+225.0*451–91583
CoreWeave 9.0 Feb-31 HY4.4911.3569784-46.42-32.220-53.0416–856263
Oracle 2.875 Mar-31 IG4.645.9916198-19.90-14.72+24.166–182401
SpaceX 5.35 Jul-31 HY 4.945.92154-0.8-20.2+49.4*104–17732
Equinix 2.15 Jul-30 IG3.945.158083+3.692+11.497+8.253–115401
Micron 2.703 Apr-32 IG5.695.116732+11.699-0.252-5.029–160401
Meta 4.55 Aug-31 IG5.035.036398-1.228-3.618+24.526–71401
Digital Realty 3.6 Jul-29 IG2.904.85548-0.250-6.58-8.749–112401
Amazon 2.1 May-31 IG4.774.885094-1.033-11.62+16.527–71401
Alphabet 4.1 Feb-31 IG4.534.794086+4.193-7.88-0.6*-5–49124
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 / Briefs.co (citing Reuters sourcing) · 2026-08-01
Equinix Seeks to Raise $3 Billion via U.S. Investment-Grade Bond Sale to Fund AI Data-Center Expansion
Equinix (rated investment-grade) is marketing ≥$3 bn across up to four tranches (3-to-10-year maturities) via BNP Paribas, Deutsche Bank, Goldman Sachs, HSBC, and MUFG, with the longest-dated tranche pricing at ~T+140 bps — a notably wide spread that signals buyers are demanding a rising risk premium for data-center paper even at IG quality. Capex rose 60% YoY to $1.58 bn, underscoring accelerating infrastructure spend. Coming just after a BlackRock-linked data-center note encountered tepid demand at a 7.53% yield (matching HY levels), the Equinix deal is a live stress-test of IG investor appetite for AI infrastructure debt.
TechTimes (citing DTCC data and market analysts) · 2026-08-03
AI Loan Investors Demand Covenants After CoreWeave CDS Spread Blows Out 125 Points to ~855 bps, Implying ~50% Five-Year Default Probability
CoreWeave's five-year CDS hit ~855 bps — a level consistent with deep-distress credits — even as Q1 2026 interest expense doubled to $536 mn and free cash flow was –$4.71 bn. Lenders are now demanding covenant protections in new AI loan deals, a structural tightening that raises the cost and constrains the volume of future debt-funded GPU build-outs. Oracle's CDS simultaneously climbed above 215 bps (a post-GFC record), and AI-linked CDS trading volume reached ~$650 mn in Q2 2026, up ~600% YoY per DTCC data — signalling broad credit-market re-pricing of the entire AI-capex complex.
Benzinga / Moody's (citing Moody's July 24 sector report and Alphabet Q2 2026 earnings) · 2026-07-29
Alphabet Posts First-Ever Negative Free Cash Flow Quarter Since 2004 IPO as Q2 Capex of $44.9 Bn Outruns $39.1 Bn Operating Cash Flow; Raises 2026 Capex Guidance to $195–$205 Bn
Alphabet's first negative FCF quarter on record is a watershed credit event: the company has raised >$85 bn of debt across six currencies over the past year, bringing total debt above $100 bn (per its own SEC FWP filing). Moody's concurrent sector note flagged that direct debt across six AI-capex names (Alphabet, Amazon, Meta, Microsoft, Oracle, CoreWeave) has reached ~$460 bn, with $1.2 trillion in off-balance-sheet lease commitments — $820 bn from leases not yet commenced. The combination of negative FCF, an upward-revised $195–$205 bn 2026 capex guide, and Moody's debt-equivalent treatment of lease liabilities is likely to force further bond market issuance and could pressure Alphabet's Aa2/AA+ ratings over the medium term.
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 2026-08-05T06:01:11.