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 25 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
218 bp
Avg level percentile
75 / 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 HY5.1012.1677495-34.43+47.085+231.9*451–91597
CoreWeave 9.0 Feb-31 HY4.4411.7273390-5.937+51.285-17.3416–856277
Oracle 2.875 Mar-31 IG4.586.0516598+2.276+12.291+28.166–182415
SpaceX 5.35 Jul-31 HY 4.895.92150+0.7+10.0+46.0*104–17746
Equinix 2.15 Jul-30 IG3.895.158082-4.16+0.758+7.853–115415
Meta 4.55 Aug-31 IG4.975.086698+0.051+2.673+26.826–78415
Digital Realty 3.6 Jul-29 IG2.854.865719-0.543+1.870-5.949–112415
Micron 2.703 Apr-32 IG5.645.035612-5.64-1.346-15.829–160415
Amazon 2.1 May-31 IG4.714.945395-2.018-10.04+20.027–71415
Alphabet 4.1 Feb-31 IG4.484.854590+53.9100-5.617+3.9*-9–51138
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

Reuters (via MLQ.ai synthesis, citing LSEG data) · 2026-08-23
Hyperscaler Bond Issuance Reaches ~$220 Billion as Spreads Widen and 78 of 91 Bonds Trade at Higher Yields Than Issue Price
The most current Reuters/LSEG data point confirms systemic spread deterioration across the cohort: median short-end spreads rose to 40 bps (from 30 bps in 2025), long-end (20yr+) spreads hit 118 bps, and 78 of 91 hyperscaler bonds issued in 2026 were trading wider on Aug 20 than at issuance — a median drift of ~22 bps. With the 10-year Treasury at 4.69% as of Aug 20, the rate backdrop is compounding cost-of-capital pressure for every issuer in the group ahead of further planned issuance.
Wall Street Journal (reported by Yahoo Finance / 247WallSt) · 2026-08-23
WSJ Analysis: Nine AI-Capex Issuers Carry ~$3 Trillion in Off-Balance-Sheet Obligations, Nearly Double Prior Nikkei Estimate
A WSJ analysis of filings current through June 2026 found nine companies — including Alphabet, Amazon, Meta, Oracle, and SpaceX — carry ~$3 trillion in off-balance-sheet obligations (data-center leases, chip purchase commitments, power contracts), nearly doubling a July Nikkei estimate of $1.65 trillion for just five issuers. This hidden leverage is not captured in standard debt-to-EBITDA metrics and materially changes credit analysis for all rated issuers in the group, particularly Oracle (BBB−/Baa2 negative) and SpaceX (BBB/Baa1 newly rated).
SEC Form 8-K / Bloomberg · 2026-08-10
Alphabet Closes $25 Billion 10-Tranche Senior Notes Offering — Second Mega-Deal of 2026, Settling Aug 10
Alphabet's SEC-filed $25 billion offering — priced Aug 6, settled Aug 10 — spans maturities from 2028 to 2066 (including a 40-year tranche at 6.25% and a century-adjacent 2066 tranche at 6.50%) and attracted ~$115 billion in peak demand, third only to Oracle's Feb record ($129B) and Amazon's March deal ($126B). It marks Alphabet's second jumbo deal of 2026 (after a $31.5B multi-currency raise in February) and, combined with rising Treasury yields and widening secondary-market spreads, signals the upper bound of investor appetite before concessions must grow further.
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 2026-08-25T06:00:57.