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 28 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
63 / 100
Widening — 1w top decile
0 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 71 bp (+1 bp since 31 Dec 2025)

Mean OAS of the 7 IG bonds — all names except CoreWeave & SpaceX · since 31 Dec 2025
48607386Dec 2025May 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 HY5.0912.1277694-9.422+9.348+234.3*451–915100
CoreWeave 9.0 Feb-31 HY4.4311.5972487+6.260+12.757-25.9416–856280
Oracle 2.875 Mar-31 IG4.575.9816397-7.82+5.575+26.166–182418
SpaceX 5.35 Jul-31 HY 4.885.84148+1.1+8.1+43.9*104–17749
Equinix 2.15 Jul-30 IG3.885.087667+2.181-1.538+4.353–115418
Meta 4.55 Aug-31 IG4.965.036698-0.441+0.352+27.626–78418
Micron 2.703 Apr-32 IG5.635.005917-4.29-4.328-12.629–160418
Digital Realty 3.6 Jul-29 IG2.844.835616-0.444-1.435-6.549–112418
Amazon 2.1 May-31 IG4.704.895494+0.355+0.653+20.527–71418
Alphabet 4.1 Feb-31 IG4.474.55201-28.81-27.31-21.3*-9–51141
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) · 2026-08-22
Hyperscaler Bond Issuance Hits ~$220 Billion YTD as Spreads Widen and 78 of 91 Bonds Trade Below Issue Price
Reuters/LSEG data confirm that Amazon, Alphabet, Meta and Oracle's median 2–4yr spread has risen to 40 bps (from 30 bps in 2025), 5–7yr to 60 bps, and 20yr+ to 118 bps — with 78 of 91 hyperscaler bonds issued in 2026 now trading at higher yields than at issuance (median +22 bps). The 10-yr Treasury at 4.69% as of Aug 20 is compounding refi risk on ~$460 bn of direct debt across the cohort, signalling a structural cooling in demand even as supply accelerates toward a projected $250 bn by year-end.
247 Wall St. / Yahoo Finance · 2026-08-25
CoreWeave Carries $35 Billion in Debt and $640 Million Quarterly Interest Burden While Free Cash Flow Remains Negative
With $35 bn in gross debt, $640 mn in quarterly interest expense, and FCF still negative (per H1 2026 10-Q showing $14.0 bn in financing-activity inflows vs $14.1 bn capex cash outflow in just six months), CoreWeave remains the most leveraged pure-play AI infrastructure issuer. Fitch rates its unsecured HY notes BB-/RR4 at 7.0x EBITDA leverage; FCF is not projected positive until 2028. Its debt-funded GPU-collateral template is being replicated across the sector (e.g. Galaxy Digital's $3.5 bn junk-bond sale for a CoreWeave-anchored campus), amplifying systemic credit risk in AI capex financing.
S&P Global Ratings / Market Briefs · 2026-08-14
S&P Downgrades Oracle to BBB- (One Notch Above Junk) on $250 Billion Data-Center Buildout and $20+ Billion Annual FCF Burn
S&P cut Oracle to BBB- — the lowest investment-grade rung — after the company burned through more than $20 bn in FCF over four quarters, a deficit that could widen to $42 bn in FY2027. Oracle raised $43 bn in debt and $5 bn in equity in FY2026 and plans ~$40 bn more in FY2027. The downgrade, combined with Moody's existing Baa2/negative outlook, puts Oracle one notch from high-yield across two agencies; a further cut would trigger forced selling by IG-only mandates and materially raise funding costs on its $638 bn remaining-performance-obligations backlog.
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 2026-08-28T06:02:07.