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 12 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
67 / 100
Widening — 1w top decile
1 / 10
Stale (no fresh trade)
1 / 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 HY5.1412.1477497+22.588+7.045+232.0*451–91588
CoreWeave 9.0 Feb-31 HY4.4711.6072287+18.281+24.468-28.6416–856268
Oracle 2.875 Mar-31 IG4.625.9415697+4.388-5.818+18.366–182406
SpaceX 5.35 Jul-31 HY 4.925.85145+1.9-8.8+40.6*104–17737
Meta 4.55 Aug-31 IG5.015.036298+0.966-0.742+23.826–71406
Micron 2.703 Apr-32 IG no trade 1d5.685.016120+0.054-5.423-10.429–160406
Equinix 2.15 Jul-30 IG3.924.91560-21.50-24.00-15.853–115406
Amazon 2.1 May-31 IG4.754.945597+2.280+5.588+22.027–71406
Digital Realty 3.6 Jul-29 IG2.894.84549-1.625+0.356-8.449–112406
Alphabet 4.1 Feb-31 IG4.514.8951100+2.987+10.594+9.9*-5–51129
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

Bloomberg · 2026-08-06
Alphabet Sells $25 Billion Bond Package as AI Capex Costs Rise, Drawing ~$115 Billion in Orders
Alphabet's $25 billion multi-tranche IG offering — the third-largest order book for AI-related debt in 2026 behind Oracle ($129B demand) and Amazon ($126B) — signals continued hyperscaler reliance on bond markets to debt-finance a fraction of its stated $180 billion 2026 capex plan. The deal's clearing size and pricing will set a benchmark spread for peers yet to return to market, including Amazon and Meta.
SEC (Equinix Form 8-K / 424B2, filed Aug 6 2026) · 2026-08-06
Equinix Closes $3.0 Billion Four-Tranche Senior Note Offering Dated August 6, 2026
Equinix (rated Baa1/BBB+/BBB+) priced $850M 5.00% 2029s, $850M 5.25% 2031s (via Europe 2 Finco, swapped to euros at ~3.95%), $650M 5.50% 2033s, and $650M 5.80% 2036s — all settling Aug 6, within the 48-hour window. The deal funds continued AI-driven data-center expansion and tests investor appetite for REIT-structure infrastructure credit at the critical Baa1/BBB+ crossover; coupons above 5% on short paper reflect wider spreads versus pre-AI-capex norms.
Global Data Center Hub / Bloomberg (cited therein) · 2026-07-08
Investors Demand Higher Yields on $14B+ of Oracle Data-Center Debt; PIMCO Sells Holdings as Secondary Market Volatility Grows
Active repricing of Oracle-backed data-center debt — with PIMCO reducing exposure and 5-year CDS trading near multi-year highs — marks the emergence of a live secondary market for AI infrastructure paper. Combined with S&P's downgrade of Oracle to BBB- (one notch above junk) and Moody's Baa2 negative outlook, Oracle's cost of capital is rising precisely as it needs ~$25–50B more in financing to complete its stated AI capex program, raising fallen-angel risk for a large volume of IG-mandated holders.
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 2026-08-12T06:01:08.