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 18 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
74 / 100
Widening — 1w top decile
1 / 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 HY5.1211.6272788+14.481-24.619+184.9*451–91592
CoreWeave 9.0 Feb-31 HY4.4611.1568282+32.093-21.727-68.5416–856272
Oracle 2.875 Mar-31 IG4.605.8615396+4.388+1.958+15.966–182410
SpaceX 5.35 Jul-31 HY 4.915.75140+4.4-2.7+36.0*104–17741
Equinix 2.15 Jul-30 IG3.915.087980+0.050+1.465+7.153–115410
Amazon 2.1 May-31 IG4.734.976399+8.199+10.296+30.027–71410
Meta 4.55 Aug-31 IG4.994.986398+2.282+1.363+24.226–78410
Micron 2.703 Apr-32 IG5.664.985714-1.529-4.129-14.529–160410
Digital Realty 3.6 Jul-29 IG2.874.785511-2.613-0.942-7.749–112410
Alphabet 4.1 Feb-31 IG4.504.835199+9.095+2.566+9.5*-5–51133
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

TechTimes / WSJ analysis cited therein · 2026-08-17
Meta's Balance Sheet Hides $420B in Off-Balance-Sheet AI Debt; EY Flags $27B Beignet Data-Center Bond Structure
A WSJ analysis published Aug 17 found that Meta's true AI-related obligations reach ~$420B — nearly 5x its reported $83.7B in on-balance-sheet debt — once future lease commitments, a $35B CoreWeave take-or-pay contract through 2032, chip purchase obligations, and the $27.3B Beignet SPV bond (tied to the Hyperion campus in Louisiana) are included. Meta's own auditor EY designated the Beignet structure a 'critical audit matter,' a rare flag that signals the accounting conclusion required significant judgment. This is the clearest illustration yet of how AI-capex issuers are systematically moving leverage off-balance-sheet, creating hidden systemic credit risk invisible to headline debt metrics.
The Tech Capital / S&P Global Ratings · 2026-08-13
Equinix Market Cap Tops $105B After Guidance Upgrade and Fresh Debt Issue; S&P Rates Proposed Notes 'BBB+'
Equinix raised its 2026 revenue and capex guidance while simultaneously tapping the investment-grade bond market — with S&P assigning a 'BBB+' rating to the proposed notes — pushing its market cap to a record ~$105.5B. The concurrent guidance upgrade and debt issuance underscore that data-center REITs are financing AI-driven capacity expansion directly via the public bond market. With $21B+ in outstanding debt and a 3.7x interest coverage ratio already under scrutiny, any further capex acceleration or rate repricing could pressure Equinix's credit metrics and its position as a key landlord to hyperscalers.
CoreWeave IR / SEC Form 8-K · 2026-08-10
CoreWeave Closes $2.6B Delayed-Draw Term Loan Facility to Fund AI Infrastructure Expansion
CoreWeave closed its DDTL 5.5 Facility — a $2.6B delayed-draw term loan backed by a diverse customer group — with an approximately five-year maturity that deliberately extends beyond the average three-year length of its underlying GPU contracts, requiring lenders to price in GPU depreciation and counterparty risk. The structure is significant because it follows a period (late July 2026) when CoreWeave's CDS implied a ~50% five-year default probability; the successful close signals some restoration of lender confidence, but the continued reliance on complex collateralized debt at a Ba3-rated issuer highlights the fragility of AI infrastructure credit at the speculative-grade end of the market.
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 2026-08-18T06:01:01.