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 06 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
204 bp
Avg level percentile
73 / 100
Widening — 1w top decile
1 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 71 bp (+2 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 HY5.1511.5872492-42.51-60.13+182.5*451–91584
CoreWeave 9.0 Feb-31 HY4.4911.0167082-27.58-111.72-80.5416–856264
Oracle 2.875 Mar-31 IG4.635.8415397-8.22-19.11+15.966–182402
SpaceX 5.35 Jul-31 HY 4.945.81149-4.7-28.3+44.7*104–17733
Equinix 2.15 Jul-30 IG3.945.098185+0.760+6.791+8.953–115402
Micron 2.703 Apr-32 IG5.695.016325-3.512-7.813-8.529–160402
Meta 4.55 Aug-31 IG5.024.946197-2.215-10.12+22.326–71402
Digital Realty 3.6 Jul-29 IG2.904.76523-2.018-8.74-10.749–112402
Amazon 2.1 May-31 IG4.764.804893-1.131-11.43+15.427–71402
Alphabet 4.1 Feb-31 IG4.534.714081-0.837-5.017-1.4*-5–49125
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

Benzinga / Yahoo Finance (citing Q2 earnings call) · 2026-08-02
Amazon Hikes 2026 CapEx to $220 Billion After $25B Bond Sale; CEO Refuses to Reveal Next Funding Move
Just weeks after a $25B multi-tranche bond sale — Amazon's largest-ever debt raise — CEO Andy Jassy disclosed a further $20B capex increase (to $220B) driven by soaring memory-chip costs, while explicitly declining to say how it will be financed. Amazon had told underwriters it would issue no more debt in 2026, creating immediate tension: credit spreads on major hyperscaler bonds have already widened ~28 bps in two months, and any additional supply would further stress IG credit markets where tech now accounts for ~18% of total US corporate issuance.
Bloomberg · 2026-07-30
Equinix Prices $3 Billion Investment-Grade Bond Sale Into Weakening Data-Center Debt Market
Equinix sold at least $3B in up-to-four-tranche IG notes (3–10yr) with initial price talk on the longest tenor at ~+140 bps over Treasuries — unusually wide for an IG data-center REIT — as buyers demanded higher yields to hold AI infrastructure debt. Capital expenditures surged 60% YoY to $1.58B, and a BlackRock-linked data-center IG deal the prior week saw tepid demand at a 7.53% yield matching HY levels. The deal is a live stress test of whether IG investors will continue absorbing the AI capex financing wave at reasonable spreads.
TechTimes / Moody's (July 2026 credit warning) · 2026-07-30
CoreWeave CDS Prices 50% Five-Year Default Probability as GPU Debt Load Draws Moody's Warning
CoreWeave's 5-year CDS priced a 50% default probability on July 29 as stock fell 9%, reflecting market anxiety over $31–35B in 2026 capex against only ~$6.2B in trailing revenue. A separate Moody's July 2026 report warned that AI spending threatens credit quality across six companies — Amazon, Alphabet, Meta, Oracle, Microsoft, and CoreWeave — carrying combined direct debt of ~$460B and $1.2T in lease commitments. Rising CDS spreads directly raise CoreWeave's future borrowing costs, threatening the viability of its GPU-debt-funded expansion model.
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 2026-08-06T06:01:11.