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 21 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
214 bp
Avg level percentile
76 / 100
Widening — 1w top decile
2 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 75 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 HY5.1112.0176794+20.386+65.791+225.0*451–91595
CoreWeave 9.0 Feb-31 HY4.4511.4471286+15.175+90.794-38.6416–856275
Oracle 2.875 Mar-31 IG4.595.9015897-2.721+6.979+20.666–182413
SpaceX 5.35 Jul-31 HY 4.905.74140-7.1+2.8+35.8*104–17744
Equinix 2.15 Jul-30 IG3.905.077875-0.835-1.933+5.853–115413
Meta 4.55 Aug-31 IG4.985.006699+1.068+3.579+27.326–78413
Micron 2.703 Apr-32 IG5.655.026327-1.135+2.569-8.329–160413
Digital Realty 3.6 Jul-29 IG2.864.815821+2.483-2.031-5.149–112413
Amazon 2.1 May-31 IG4.724.865395-9.10-0.841+19.927–71413
Alphabet 4.1 Feb-31 IG4.494.804791-2.321-3.427+6.0*-5–51136
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

BizPacReview / Financial Times (cited within) · 2026-08-18
Big Tech Throws Wrench Into Uncle Sam's Plans to Fund Debt Deluge: AI Borrowing Costs Rise Across Hyperscalers
Documents broad, concurrent spread-widening across AI-capex issuers: Amazon paid 18–21 bps of concession on its July $25B deal's longest tranche, and a $12B BlackRock/Meta Texas data-center bond priced at ~7.53% yield — ~40 bps wider than Meta's October 2025 Hyperion deal — signalling that investor appetite for AI infrastructure debt is materially deteriorating across the entire issuer cohort.
Seeking Alpha · 2026-08-17
Seeking Alpha Downgrades CoreWeave to Hold as Mounting Debt and Q3 Interest Expense Guidance of $860–$940M Flag Credit-Stress Inflection
Q3 interest-expense guidance of $860–$940M — up sharply from prior quarters — combined with asset-level debt-funded CapEx and negative FCF projected through 2028 prompted a Hold downgrade. This is the clearest current-period signal that CoreWeave's debt-service burden is reaching a structural inflection point, directly relevant to holders of its BB-/B+ rated high-yield notes.
Commercial Observer · 2026-08-19
Atrium Platform Tracking $1.3 Trillion of U.S. Data-Center Development Credit Launches, Revealing Equinix's $16.2B Syndicated Facility as Largest Public-REIT Deal
The first comprehensive aggregation of AI data-center credit exposure — $1.3 trillion across syndicated loans, SPVs, and private credit — quantifies systemic concentration risk. Headline individual facilities: CoreWeave $23B (38 lenders), Equinix $16.2B (31 lenders, largest REIT deal), QTS/Blackstone $18.5B. PIMCO alone holds $23B of data-center originations, including $18B from the Meta/Blue Owl Beignet bond. The platform's launch signals that lenders and regulators are beginning to treat AI-capex credit as a distinct, monitorable asset class.
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 2026-08-21T06:01:04.