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 14 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
198 bp
Avg level percentile
74 / 100
Widening — 1w top decile
2 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 74 bp (+5 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 HY5.1311.4070184-19.98-65.94+159.3*451–91590
CoreWeave 9.0 Feb-31 HY4.4710.5762170-44.63-95.45-129.3416–856270
Oracle 2.875 Mar-31 IG4.615.8615195-3.016-17.02+13.766–182408
SpaceX 5.35 Jul-31 HY 4.925.74137-8.0-15.0+33.0*104–17739
Equinix 2.15 Jul-30 IG3.925.108082+0.152+0.455+7.753–115408
Meta 4.55 Aug-31 IG5.005.006298-15.80+6.390+23.826–78408
Micron 2.703 Apr-32 IG5.675.046119+0.054+6.488-10.829–160408
Digital Realty 3.6 Jul-29 IG2.884.846025+3.190+3.080-3.149–112408
Amazon 2.1 May-31 IG4.744.905496-2.316+4.986+20.727–71408
Alphabet 4.1 Feb-31 IG4.514.855099+0.354+12.796+9.4*-5–51131
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

CNBC / CoreWeave IR (Q2 2026 Earnings Release & Transcript) · 2026-08-12
CoreWeave Q2 2026: $35B in Balance-Sheet Debt, Full-Year CapEx Guidance Raised to $35–$39B, Interest Expense Surges to $640M in Quarter
CoreWeave now carries $35B of on-balance-sheet debt — overwhelmingly GPU-collateralised high-yield obligations — while full-year capex guidance of $35–39B runs at ~2.9x projected revenue of $12.8B. Quarterly interest expense of $640M is compressing free cash flow to deeply negative territory. The raised capex range signals continued heavy debt-market reliance and is a direct credit-quality read-across for the entire neocloud sector.
FXStreet · 2026-08-13
SpaceX Bond Markets Flash Warning: H1 2026 CapEx at $28.5B vs. $12.5B Revenue; Interest Consumes ~48% of Operating Cash Flow
Analysis of SpaceX's H1 2026 filing shows capex running at 2.28x revenue and having quadrupled year-on-year. Interest paid of $1.667B consumed roughly half of $3.466B in H1 operating cash flow, and 'other financings' off the headline $25B bond figure have ballooned to $13.4B. Bond-market pricing has drifted lower every month since June's $25B debut deal, signalling that credit investors are increasingly sceptical of the return timeline on debt-funded AI/space infrastructure.
Yahoo Finance / CoreWeave IR (Q2 2026 Earnings Call Transcript) · 2026-08-12
CoreWeave Q2 Earnings Call: $104B Revenue Backlog, $9.4B Q2 CapEx, Q3 Interest Expense Guided to $860M–$940M
The Q2 earnings call (August 11 after close, reported August 12) revealed Q3 interest-expense guidance of $860M–$940M — annualising above $3.5B — on a debt stack rated BB- (Fitch IDR) and B+ (S&P ICR). The $104B backlog supports the bull case but the $11.5–13.5B Q3 capex range implies ongoing negative free cash flow and further debt issuance, keeping refinancing risk and covenant scrutiny elevated across the AI-capex credit complex.
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 2026-08-14T06:01:44.