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 20 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
212 bp
Avg level percentile
76 / 100
Widening — 1w top decile
1 / 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 HY5.1111.8374688+17.086+25.562+204.7*451–91594
CoreWeave 9.0 Feb-31 HY4.4511.3169783+28.890+31.073-53.7416–856274
Oracle 2.875 Mar-31 IG4.595.9516197-3.413+6.678+23.366–182412
SpaceX 5.35 Jul-31 HY 4.905.83147+2.6+1.9+42.9*104–17743
Equinix 2.15 Jul-30 IG3.905.097878+3.291-1.042+6.653–115412
Meta 4.55 Aug-31 IG4.995.016599+1.372-13.31+26.326–78412
Micron 2.703 Apr-32 IG5.655.076429-0.349+3.676-7.229–160412
Amazon 2.1 May-31 IG4.734.976298+6.998+6.090+29.027–71412
Digital Realty 3.6 Jul-29 IG2.864.805512-4.45-1.336-7.549–112412
Alphabet 4.1 Feb-31 IG4.494.844997+1.775-0.846+8.3*-5–51135
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

Commercial Observer / Bisnow (citing AtriumData.ai research) · 2026-08-19
Atrium Maps $1.3T of U.S. Data Center Debt: CoreWeave Leads Syndicated Market at $23B; Equinix Largest Public REIT Facility at $16.2B
First comprehensive map of $1.3T in identifiable U.S. data-center debt across 4,296 facilities reveals CoreWeave as the single largest syndicated borrower ($23B, 38 lenders) and Equinix as the largest public-REIT borrower ($16.2B, 31 lenders). Atrium warns that most legacy debt was originated at sub-4.5% SOFR and is now refinancing above 6–8%, creating cascade refinancing risk if AI demand disappoints — directly relevant to both issuers' credit profiles.
TradingKey · 2026-08-18
SpaceX Q2 AI Capex of $15.83B Exceeds AI Revenue Sixfold; Negative FCF of ~$25B for H1 2026 Raises Debt-Service Concerns
SpaceX completed a $25B multi-tranche senior unsecured bond offering (maturities 2031–2056) and is now burning ~$25B in free cash flow in H1 2026, with AI capex outpacing AI revenue by more than 6x. This combination of heavy new bond obligations and deeply negative FCF is a material credit-stress signal for the company's first public debt cycle, with an insider share unlock of ~319M shares due August 20 adding further market pressure.
N/A · N/A
NOTE: No third qualifying item with a verifiable ≤48h publication date and primary-source attribution (Reuters, Bloomberg, FT, WSJ, S&P, Moody's, Fitch, or company IR) could be confirmed for the August 18–20, 2026 window.
Returning a fabricated or mis-dated third item would violate the brief's accuracy requirements. The most recent near-miss items — S&P's BBB- downgrade of Oracle (July 16), Moody's AI capex credit-quality warning covering Amazon/Alphabet/Meta/CoreWeave (July 24), and the Equinix Moody's upgrade to Baa1 (March 5) — all fall outside the 48-hour window and are therefore excluded per instructions.
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 2026-08-20T06:01:06.