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 13 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
207 bp
Avg level percentile
75 / 100
Widening — 1w top decile
3 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 76 bp (+7 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 HY5.1311.6072185-52.81-3.340+179.2*451–91589
CoreWeave 9.0 Feb-31 HY4.4711.0266679-56.11-4.245-84.7416–856269
Oracle 2.875 Mar-31 IG4.615.9015497-1.629+0.853+16.766–182407
SpaceX 5.35 Jul-31 HY 4.925.83145+0.4-3.7+41.0*104–17738
Equinix 2.15 Jul-30 IG3.925.117981+23.4100-1.340+7.653–115407
Meta 4.55 Aug-31 IG5.005.1778100+15.8100+17.399+39.626–78407
Micron 2.703 Apr-32 IG5.675.056119-0.445-2.339-10.829–160407
Digital Realty 3.6 Jul-29 IG2.884.825717+2.280+4.588-6.249–112407
Amazon 2.1 May-31 IG4.744.935697+1.064+7.693+23.027–71407
Alphabet 4.1 Feb-31 IG4.514.865099-0.837+10.594+9.1*-5–51130
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

S&P Global Ratings / Computing.co.uk / Yahoo Finance / CryptoBriefing · 2026-07-09
S&P Global Ratings Cuts Oracle to BBB-, One Notch Above Junk, Citing AI Capex Burn and OpenAI Concentration Risk
S&P cut Oracle's long-term issuer credit rating from BBB to BBB- (stable outlook), also lowering its short-term rating from A-2 to A-3. Oracle spent >$55B in capex in FY2026, producing negative free cash flow of ~$24B — a deficit S&P warns could widen to ~$42B. With ~$117B in bonds outstanding (second-largest non-financial issuer in the Bloomberg US IG index), a further downgrade to junk would trigger forced selling by investment-mandate-constrained holders. Oracle's 5-year CDS subsequently hit ~203bp, an 18-year high. Moody's separately holds a negative outlook, making a second-agency downgrade a live risk.
Moody's Ratings / CNBC · 2026-07-24
Moody's Warns 'Unprecedented' AI Spending Threatens Credit Quality Across Six Hyperscalers; Aggregate Debt Hits $460B, Lease Commitments $1.2T
Moody's published a sector-wide credit warning covering Microsoft, Amazon, Alphabet, Meta, Oracle, and CoreWeave, projecting combined capex of $785B in 2026 rising to ~$1T in 2027. Direct debt across the six has reached $460B; off-balance-sheet lease commitments total $1.2T, of which $820B+ is tied to data centers not yet built. Moody's flagged a structural shift from 'asset-light to asset-heavy' models and noted structural circularity (AI-lab customers like OpenAI and Anthropic are themselves pre-revenue). CoreWeave (Ba3) and Oracle (Baa2 negative) face the sharpest near-term pressure; credit spreads on Amazon, Alphabet, and Meta bonds widened following the report.
Financial Times / Bloomberg / AI Weekly / Benzinga · 2026-07-28
Big Tech Issues Record $182B in Investment-Grade Bonds YTD 2026 as AI Capex Tops $690B; CDS on Oracle, Alphabet, and SpaceX Hit Record Highs
Hyperscalers have issued a record $182B in investment-grade bonds year-to-date 2026, a 47%+ jump over full-year 2025, as aggregate AI capex guidance exceeds $690B. Credit default swap prices on Oracle, Alphabet, and SpaceX all reached record levels per LSEG data cited by the FT: Oracle's 5-year CDS hit 203bp (18-year high), Alphabet's CDS set a record after its free cash flow turned negative in Q2 for the first time since listing, and SpaceX's CDS climbed to 164bp from 137bp at bond launch. Total net notional CDS on major tech names surged to a record $12.5B, up ~500% since Q2 2025, signalling that the credit market is pricing real default anxiety into the AI infrastructure build-out — not merely hedging equity positions.
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 2026-08-13T06:01:53.