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 01 Sep 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
218 bp
Avg level percentile
72 / 100
Widening — 1w top decile
0 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 73 bp (+4 bp since 31 Dec 2025)

Mean OAS of the 7 IG bonds — all names except CoreWeave & SpaceX · since 31 Dec 2025
48607386Dec 2025May 2026Sep 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 HY5.0812.3178495+16.281+10.750+242.6*451–915102
CoreWeave 9.0 Feb-31 HY4.4211.8173590+12.371+2.450-14.9416–856282
Oracle 2.875 Mar-31 IG4.566.1316798+3.484+1.957+30.066–182420
SpaceX 5.35 Jul-31 HY 4.875.91144-0.3-5.8+40.2*104–17751
Equinix 2.15 Jul-30 IG3.875.197564-2.218-4.217+3.653–115420
Meta 4.55 Aug-31 IG4.955.076094-1.919-5.111+21.726–78420
Micron 2.703 Apr-32 IG5.625.116019-3.014+4.380-11.529–160420
Digital Realty 3.6 Jul-29 IG2.834.945511-0.249-2.130-8.049–112420
Amazon 2.1 May-31 IG4.694.975192-4.06-1.929+18.127–71420
Alphabet 4.1 Feb-31 IG4.464.904484-3.810-1.045+2.9*-9–51143
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-Leased Data Center Junk Bond, Expected to Price in September
Signals that CoreWeave-linked junk-bond supply is set to hit markets in September 2026 even as investors demand wider spreads; Galaxy Digital's prior $3.5 bn CoreWeave-backed deal required a 10% yield, illustrating rising cost of AI infrastructure debt and potential credit-market fatigue for speculative-grade AI paper.
S&P Global Ratings / FactSet · 2026-07-09
S&P Downgrades Oracle to BBB− on Surging Capex, Negative Free Cash Flow of −$23.7 bn in FY2026 and Projected −$42 bn FCF Deficit in FY2027
Oracle is now one notch above junk with ~$130 bn in borrowings and $90–95 bn of projected FY27 capex; the downgrade raises borrowing costs and flags concentration risk, making Oracle the weakest credit among the named AI-capex issuers and a bellwether for whether heavy debt-funded buildouts can survive a demand shortfall.
Reuters (via MLQ AI News) · 2026-08-20
Reuters: Hyperscaler Bond Spreads Widen — 78 of 91 Bonds Issued in 2026 Now Trade Above Issue Yield; Median Secondary Widening ~22 bps as 10-yr Treasury Hits 4.69%
With $220 bn issued YTD and spreads on 20yr+ paper rising to 118 bps from 108.5 bps, the secondary market is signalling supply indigestion; rising all-in funding costs directly threaten the economics of debt-financed AI capex and could trigger a pause in new issuance or force issuers toward equity raises instead.
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 2026-09-01T06:01:23.