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 08 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
211 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 HY5.1512.0076093-6.930-4.738+218.3*451–91586
CoreWeave 9.0 Feb-31 HY4.4811.4771086-6.935-67.510-40.8416–856266
Oracle 2.875 Mar-31 IG4.635.9015296-15.70-17.62+15.066–182404
SpaceX 5.35 Jul-31 HY 4.935.86147-5.4-16.5+42.6*104–17735
Equinix 2.15 Jul-30 IG3.935.117771-2.514-3.025+4.853–115404
Meta 4.55 Aug-31 IG5.024.975897+1.676-10.32+19.126–71404
Micron 2.703 Apr-32 IG5.695.015613+1.878-9.88-15.429–160404
Digital Realty 3.6 Jul-29 IG2.904.84549-2.315-1.040-8.449–112404
Amazon 2.1 May-31 IG4.764.905297+3.189-6.39+18.927–71404
Alphabet 4.1 Feb-31 IG4.524.864898+10.596+9.895+7.2*-5–49127
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

SEC EDGAR (Form 8-K & 424B2, Equinix, Inc.) · 2026-08-06
Equinix Prices $3 Billion Four-Tranche Investment-Grade Bond Offering to Fund AI Data-Center Expansion
Equinix closed a $3B four-tranche senior notes offering (5.00% 2029, 5.25% 2031, 5.50% 2033, 5.80% 2036) dated August 6, 2026, with the 2031 tranche issued via a European subsidiary and swapped into Euros at ~3.95%. As a REIT that cannot retain earnings, Equinix relies structurally on capital markets for capex; this deal directly funds its AI Factory buildout with Cisco and NVIDIA across 76 global markets and is the clearest real-money data-center financing event within the 48-hour window.
S&P Global Ratings / CNBC · 2026-07-24
S&P Global Ratings Downgrades Oracle to BBB- (One Notch Above Junk) Amid $250B AI Data-Center Spending Spree
S&P cut Oracle's long-term issuer rating to BBB- and short-term to A-3, leaving it one notch above speculative grade, as Oracle burned through $20B more cash than it generated over the trailing four quarters and faces a projected $42B free-cash-flow deficit in FY2027. Moody's simultaneously holds a negative outlook (Baa2). Oracle's 5-year CDS spread hit ~2.03%, an 18-year high. This is the most consequential rating action on any issuer in the covered universe in the near-term window, signalling the market's sharpest judgment yet that AI capex is impairing investment-grade status.
Bloomberg / ZeroHedge (citing Bloomberg) / 24-7 Wall St. · 2026-04-09
CoreWeave Issues $4.25B in New Convertible and Junk Debt Alongside $21B Expanded Meta AI-Compute Deal
CoreWeave simultaneously announced a $21B expanded cloud-capacity agreement with Meta (total Meta commitments now $35.2B through 2032) and launched $3B in convertible notes (1.5–2% coupon) plus $1.25B in senior junk notes (~10% coupon), bringing long-term debt to ~$21B against deeply negative free cash flow. Capital intensity stands at $2.60 of capex per $1 of new revenue. The dual-tranche debt structure — investment-grade-adjacent convertibles alongside high-yield paper — illustrates the fragile funding model underpinning AI infrastructure and is the defining credit-stress event for the high-yield AI-capex complex in 2026.
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 2026-08-08T06:01:42.