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 07 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
214 bp
Avg level percentile
72 / 100
Widening — 1w top decile
0 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 72 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 HY5.1512.0076796+42.798-148.40+225.2*451–91585
CoreWeave 9.0 Feb-31 HY4.4911.4771686+46.697-97.24-33.9416–856265
Oracle 2.875 Mar-31 IG4.635.9816899+14.899-13.73+30.766–182403
SpaceX 5.35 Jul-31 HY 4.945.84152+3.3-24.2+48.0*104–17734
Equinix 2.15 Jul-30 IG3.945.077981-1.622-3.820+7.353–115403
Digital Realty 3.6 Jul-29 IG2.904.805717+4.695-3.422-6.149–112403
Meta 4.55 Aug-31 IG5.024.895697-4.83-14.21+17.526–71403
Micron 2.703 Apr-32 IG5.694.92548-8.71-12.05-17.229–160403
Amazon 2.1 May-31 IG4.764.804994+0.456-15.31+15.827–71403
Alphabet 4.1 Feb-31 IG4.534.693871-1.923-11.03-3.3*-5–49126
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 (citing Bloomberg News / SEC filing) · 2026-08-06
Alphabet Seeks Up to $25 Billion from Latest U.S. Bond Offering to Fund $195–$205B Capex Plan
Alphabet returned to the dollar bond market with a 10-part offering spanning 2- to 40-year maturities, seeking as much as $25B — its second major U.S. dollar print of 2026 — after raising its full-year capex guidance to $195B–$205B and reporting its first-ever negative quarterly free cash flow. If fully priced, cumulative 2026 debt alone would finance ~40–50% of annual capex, a structural shift for a company that historically self-funded from cash reserves. The deal tests whether investor appetite can absorb yet another mega-print after 78 of 91 hyperscaler bonds issued in 2026 are already trading wider than issue price.
Reuters / Yahoo Finance · 2026-07-28
Reuters Analysis: Hyperscaler Bond Spreads Widen and Cover Ratios Collapse as $194B 2026 Issuance Overwhelms Investor Demand
A Reuters analysis of LSEG data found Amazon, Alphabet, Meta and Oracle had already issued ~$194B in bonds through July 7, up 79% year-on-year, with median spreads on 5–7yr paper rising to 60bps from 50bps and 78 of 91 bonds trading wider than issuance. Apollo Global reported cover ratios fell from nearly 5x in February to below 2x in July — a clear signal of demand fatigue that raises near-term refinancing risk and borrowing costs across all six Moody's-tracked AI-capex issuers.
CNBC (citing Moody's Ratings research note) · 2026-07-24
Moody's Warns 'Unprecedented' AI Capex Threatens Credit Quality of Six Hyperscalers; Direct Debt Hits $460B, Off-Balance-Sheet Leases Top $1.2T
Moody's formal sector report flagged that direct debt across the six tracked hyperscalers (Microsoft, Amazon, Alphabet, Meta, Oracle, CoreWeave) has reached ~$460B, with data-center lease commitments adding another $1.2T — over $820B tied to facilities not yet operating. Moody's projects group capex hits $785B in 2026 en route to ~$1T in 2027, eroding free cash flow and increasing balance-sheet risk. Oracle (Baa2, negative outlook) and CoreWeave (Ba3) are singled out as most vulnerable, and the report explicitly raises the prospect of rating actions if spending continues to outpace revenue generation.
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 2026-08-07T06:01:42.