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 26 Aug 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
221 bp
Avg level percentile
75 / 100
Widening — 1w top decile
1 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 75 bp (+6 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 HY5.1012.3479498+20.084+64.289+251.9*451–91598
CoreWeave 9.0 Feb-31 HY4.4411.8074292+9.366+74.590-8.0416–856278
Oracle 2.875 Mar-31 IG4.585.9615796-8.02-6.616+20.166–182416
SpaceX 5.35 Jul-31 HY 4.885.89149-1.1+4.6+44.9*104–17747
Equinix 2.15 Jul-30 IG3.885.127874-2.020+2.472+5.853–115416
Meta 4.55 Aug-31 IG4.975.096999+3.491+5.287+30.226–78416
Amazon 2.1 May-31 IG4.714.985997+5.797+3.678+25.727–71416
Digital Realty 3.6 Jul-29 IG2.854.875719+0.257-2.625-5.749–112416
Micron 2.703 Apr-32 IG5.644.99547-1.825-10.77-17.629–160416
Alphabet 4.1 Feb-31 IG4.474.884996+4.492+1.762+8.3*-9–51139
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 / Bloomberg · 2026-08-19 (priced) / confirmed via Reuters term-sheet ~Aug 19–20; reported Aug 25 in syndicated outlets
Alphabet Prices Debut A$5.5 Billion 'Kangaroo' Bond at Near-7% Coupon — Highest-Ever Rate for a Google Note
Alphabet raised A$5.5 billion (~$3.89 bn) across 3-, 5-, 10-, and 20-year tranches — its first-ever Australian-dollar bond — paying a 6.9% coupon on the 20-year, the highest rate it has ever paid on a note. The deal, which attracted A$18 billion+ in bids, makes Alphabet the first AI hyperscaler to tap the kangaroo-bond market and signals that even AA+-rated issuers face materially higher funding costs as they diversify globally to finance a $190 bn 2026 capex plan.
24/7 Wall St. · 2026-08-25
CoreWeave's $35 Billion Debt Load and $640 Million Quarterly Interest Expense Draw Scrutiny as Stock Deemed 'Untouchable'
Published within the 48-hour window, this analysis confirms that CoreWeave ended Q2 2026 with ~$35 billion in total debt and quarterly interest expense of $640 million (guided higher), keeping free cash flow deeply negative despite a $104.2 billion contracted revenue backlog. The piece benchmarks CoreWeave against lower-leverage AI infrastructure peers and crystallises the central credit-market concern: whether GPU-collateralised, high-yield debt structures can be sustained as the company scales from 1.5 GW to a targeted 3.2 GW of data-centre capacity by end-2027.
Reuters (via MLQ.ai synthesis dated Aug 23, 2026) · 2026-08-23
Reuters: Hyperscaler Bond Spreads Widen to Multi-Year Highs — 78 of 91 Bonds Issued in 2026 Now Trade Above Issue Yield; 10-Year Treasury at 4.69%
Reuters data show median spreads on 2–4-year Amazon/Alphabet/Meta/Oracle bonds have widened to 40 bps over Treasuries (from 30 bps in 2025), and 20-year+ paper has blown out to 118 bps. Of 91 hyperscaler bonds issued in 2026, 78 are trading above their issue yield by a median 22 bps — a sign of secondary-market stress. With the 10-year Treasury reaching 4.69% on Aug 20 and ~$220 billion already issued year-to-date, rising benchmark rates are compounding spread widening precisely as issuers plan further jumbo deals to fund AI capex.
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 2026-08-26T06:00:53.