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 22 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
217 bp
Avg level percentile
68 / 100
Widening — 1w top decile
3 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 68 bp (-1 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 HY5.1112.4680899+41.397+95.898+266.3*451–91596
CoreWeave 9.0 Feb-31 HY4.4511.7473991+27.288+89.193-11.4416–856276
Oracle 2.875 Mar-31 IG4.595.9916398+5.392+14.393+25.966–182414
SpaceX 5.35 Jul-31 HY 4.905.88150+9.5+13.7+45.3*104–17745
Equinix 2.15 Jul-30 IG3.905.158490+6.198+4.884+11.953–115414
Meta 4.55 Aug-31 IG4.985.046699-0.540+4.887+26.826–78414
Micron 2.703 Apr-32 IG5.655.056123-1.924+2.871-10.229–160414
Digital Realty 3.6 Jul-29 IG2.864.825720-0.346-0.349-5.449–112414
Amazon 2.1 May-31 IG4.724.925596+2.178+0.149+22.027–71414
Alphabet 4.1 Feb-31 IG4.484.27-90-56.00-50.50-50.0*-9–51137
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

Bloomberg · 2026-08-19
Goldman Sachs Gauges Demand for $1.15 Billion CoreWeave-Tied Data Center Junk Bond
Goldman is sounding out investors for a ~$1.15B high-yield bond backed solely by a CoreWeave lease at the Digital Drive campus near Richmond, VA, with pricing expected in September. Because CoreWeave carries a speculative-grade rating, the bond prices at junk spreads even though the underlying collateral is a long-term data-center lease — a widening credit-quality gap that signals rising borrowing costs for neocloud-anchored infrastructure and sets the market tone for the next wave of AI-capex financing.
Commercial Observer · 2026-08-19
Atrium Platform Tracks $1.3 Trillion of U.S. Data-Center Development Credit; Flags CoreWeave's $23B and Equinix's $16.2B as Largest Syndicated Facilities
A new market-intelligence platform has mapped $1.3 trillion of U.S. data-center development credit, revealing CoreWeave's $23B syndicated facility (38 lenders) and Equinix's $16.2B facility (31 lenders, largest ever for a public REIT) as the two biggest single deals. The data crystallises the scale of leverage concentrated in AI-capex names and the systemic lender exposure — directly relevant to credit-spread risk for both issuers.
SpaceX / SEC Form 8-K (IR) · 2026-08-04
SpaceX Discloses Closing of $25 Billion Inaugural Investment-Grade Bond Issuance in Q2 2026 Earnings Filing
SpaceX's SEC 8-K — filed August 4 as part of its first earnings release as a public company — formally confirms the June 26 closing of a $25B five-tranche senior unsecured bond (rates 5.35%–6.65%, weighted avg 5.855%), making SpaceX the largest debut investment-grade issuer of 2026. The filing also discloses a $4.28B Q1 operating loss and S&P's expectation of negative free cash flow through 2029, raising questions about debt serviceability and setting a precedent for how markets price loss-making AI-infrastructure issuers at investment-grade.
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 2026-08-22T06:01:00.