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 15 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
200 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 HY5.1311.4571284+11.274-47.86+170.5*451–91591
CoreWeave 9.0 Feb-31 HY4.4710.7965076+28.890-59.713-100.5416–856271
Oracle 2.875 Mar-31 IG4.615.7814994-2.125-3.430+11.666–182409
SpaceX 5.35 Jul-31 HY 4.915.67136-1.4-11.0+31.6*104–17740
Equinix 2.15 Jul-30 IG3.925.047980-0.639+2.372+7.153–115409
Meta 4.55 Aug-31 IG5.004.926196-1.821+2.976+22.026–78409
Micron 2.703 Apr-32 IG5.674.965916-2.219+2.469-13.029–160409
Digital Realty 3.6 Jul-29 IG2.884.775821-2.018+3.383-5.149–112409
Amazon 2.1 May-31 IG4.744.855596+1.270+3.075+21.927–71409
Alphabet 4.1 Feb-31 IG4.504.704286-8.92-6.710+0.5*-5–51132
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

CoreWeave IR / SEC Form 8-K (Exhibit 99.1) · 2026-08-10
CoreWeave Closes $2.6 Billion Loan Facility (DDTL 5.5), Expanding Financing Flexibility for AI Infrastructure; Rated Ba2/BB+ by Moody's and Fitch
Closed just 5 days ago, this oversubscribed DDTL adds to CoreWeave's >$30B YTD debt-and-equity capital raise. The ~5-year maturity deliberately exceeds the average 3-year customer contract length, signalling lender willingness to absorb GPU-backed re-leasing risk—a structural precedent for the broader AI infrastructure credit market. Rated Ba2/BB+ (Moody's/Fitch), it is the fifth discrete GPU-collateralised facility CoreWeave has closed in 18 months, at SOFR+550bp.
Bloomberg · 2026-08-06
Alphabet Returns to Bond Market With $25 Billion Investment-Grade Offering as AI Costs Rise
Alphabet's second mega-deal of 2026 (following its ~$31.5B February multi-currency offering) pushes its YTD debt issuance to ~$52B—roughly 29% of its $180B capex plan. Bloomberg noted that generous new-issue concessions were required to clear one of the year's largest order books, signalling the market's rising price sensitivity to hyperscaler supply even at Aa2/AA+ ratings. The deal coincided with Alphabet's upward capex guidance revision, which itself triggered spread-widening across Google, Amazon and Meta bonds.
S&P Global Ratings / Yahoo Finance (citing Bloomberg/LSEG data) · 2026-07-24
S&P Cuts Oracle to BBB- (One Notch Above Junk); 5-Year CDS Hits 18-Year High of 203bps as Free Cash Flow Runs -$23.7B for FY2026
S&P's downgrade to BBB- leaves Oracle one notch from speculative grade while Moody's holds a negative outlook, meaning a junk crossing is a live scenario. The CDS at 203bps—up from 144bps at year-start—has become the bond market's de facto liquid proxy for AI capex risk broadly (per Barclays analyst Andrew Keches). Oracle's $43B debt raise in FY2026 against negative $23.7B FCF is the starkest example of the 'borrow now, hope AI pays back later' dynamic affecting every issuer on this list.
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 2026-08-15T06:01:24.