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 27 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
0 / 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 HY5.1012.2078597-8.226+39.069+243.7*451–91599
CoreWeave 9.0 Feb-31 HY4.4311.5071886-24.111+21.665-32.1416–856279
Oracle 2.875 Mar-31 IG4.576.0317199+13.899+10.688+33.966–182417
SpaceX 5.35 Jul-31 HY 4.885.81147-2.1-0.1+42.8*104–17748
Equinix 2.15 Jul-30 IG3.885.037456-3.68-4.415+2.253–115417
Meta 4.55 Aug-31 IG4.975.016799-2.215+1.766+28.026–78417
Micron 2.703 Apr-32 IG5.635.026327+9.298-1.246-8.429–160417
Digital Realty 3.6 Jul-29 IG2.844.805718-0.445+1.467-6.149–112417
Amazon 2.1 May-31 IG4.714.865394-5.53-8.85+20.227–71417
Alphabet 4.1 Feb-31 IG4.474.814995-0.837-0.847+7.5*-9–51140
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 / MLQ News (citing Reuters LSEG data analysis) · 2026-08-22
Hyperscaler bond issuance reaches ~$220 billion as AI financing costs rise; spreads widen across all maturities
Reuters data show median new-issue concessions rose to 12 bps in 2026 from 2.25 bps in 2025, and 78 of 91 hyperscaler bonds issued in 2026 were trading wider than issue price as of late July — a clear signal of investor fatigue absorbing record AI-capex supply. The 10-year Treasury at 4.69% (Aug 20) raises the all-in cost of future issuance for every name on the watchlist.
CoreWeave IR / SEC Form 8-K · 2026-08-10
CoreWeave closes $2.6 billion DDTL 5.5 facility rated BB+/Ba2, priced at SOFR+550 bps, to finance shorter-dated enterprise GPU contracts
The facility — rated sub-investment-grade (Ba2/BB+) and priced 325 bps wider than the March DDTL 4.0 — signals that lenders are pricing incremental GPU-backed risk more conservatively as contract tenors shorten. With free cash flow negative through 2027 and leverage at 7x EBITDA, this issuance benchmarks the floor cost of capital for the neocloud sector and sets a template for rivals.
Financial Times / Bloomberg (LSEG data); summarised by AI Weekly · 2026-08-13
CDS on Oracle, Alphabet and SpaceX hit multi-year highs as Big Tech's $182 billion bond binge drives AI debt anxiety
Oracle's 5-year CDS reached 203 bps — an 18-year high — while net notional CDS across major tech names hit a record $12.5 billion (up 500% since Q2 2025), with Oracle alone accounting for $6.5 billion. SpaceX's 30-year spread breached 200 bps. This is the credit market's clearest signal yet that bond investors are hedging, not just cheering, the AI capex cycle — directly relevant to spread risk for every issuer on the watchlist.
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 2026-08-27T06:01:46.