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

Investment-Grade average OAS 73 bp (+3 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 HY5.0812.6481699+32.095+22.759+274.6*451–915103
CoreWeave 9.0 Feb-31 HY4.4211.9675094+15.175+8.253+0.2416–856283
Oracle 2.875 Mar-31 IG4.566.0315795-10.31-0.445+19.766–182421
SpaceX 5.35 Jul-31 HY 4.875.89142-2.9-7.6+37.3*104–17752
Equinix 2.15 Jul-30 IG3.875.207772+1.776-0.547+5.353–115421
Meta 4.55 Aug-31 IG4.955.096194+0.458-8.14+22.126–78421
Micron 2.703 Apr-32 IG5.625.136020+0.260+6.388-11.329–160421
Digital Realty 3.6 Jul-29 IG2.834.965822+2.887+0.557-5.249–112421
Amazon 2.1 May-31 IG4.694.985192+0.251-7.47+18.327–71421
Alphabet 4.1 Feb-31 IG4.454.904483-0.444-5.816+2.5*-9–51144
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

247 Wall St. · 2026-09-01
Oracle Falls 4% as Bond Selloff Tests Its Debt-Funded AI Buildout
WITHIN 48H ✅ — Credit markets are repricing AI infrastructure debt; Oracle, the most leveraged investment-grade hyperscaler (Baa2/BBB), is seeing its stock trade with tighter sensitivity to long-end Treasury rates than to cloud peers, signalling that its $25B Feb bond deal and $50B capex plan are now a macro-rate risk as much as a credit story. The 10-year yield hovering near 4.8% directly pressures Oracle's debt-servicing calculus.
S&P Global Ratings · 2026-08-19
S&P Global Upgrades Micron Technology Rating to 'BBB+' on Higher Confidence in Near-Term AI Memory Demand; Outlook Positive
⚠️ DATE NOTE: ~13 days ago, NOT within 48h — S&P lifted Micron two notches in 2026 (BBB- → BBB in Feb, BBB → BBB+ in Aug), citing AI-driven HBM demand locked in through 2028 via Strategic Customer Agreements. A positive outlook signals a potential further upgrade to A-. Directly relevant as Micron is a critical capex-chain supplier to every data-center issuer on the list.
CoreWeave Investor Relations (PR Newswire / SEC Filing) · 2026-08-10
CoreWeave Closes $2.6 Billion DDTL 5.5 Delayed Draw Term Loan Facility Backed by Shorter-Duration Enterprise Contracts
⚠️ DATE NOTE: ~22 days ago, NOT within 48h — Structurally significant: DDTL 5.5 is the first CoreWeave facility backed by contracts averaging ~3 years vs. debt maturity of ~5 years, a maturity-mismatch innovation that broadens the eligible collateral universe and could set a template for shorter-cycle enterprise AI financing across the sector.
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 2026-09-02T06:01:17.