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 03 Sep 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
232 bp
Avg level percentile
77 / 100
Widening — 1w top decile
2 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 75 bp (+5 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 HY5.0813.0485199+35.096+65.991+309.6*451–915104
CoreWeave 9.0 Feb-31 HY4.4112.5079897+48.098+80.392+48.2416–856284
Oracle 2.875 Mar-31 IG4.566.1516396+5.993-8.311+25.666–182422
SpaceX 5.35 Jul-31 HY 4.865.95142+0.5-5.0+37.8*104–17753
Equinix 2.15 Jul-30 IG3.865.287981+2.384+5.488+7.653–115422
Micron 2.703 Apr-32 IG5.625.216327+2.885-0.153-8.529–160422
Meta 4.55 Aug-31 IG4.955.156194+0.662-5.310+22.726–78422
Digital Realty 3.6 Jul-29 IG2.835.015721-0.249+0.761-5.449–112422
Amazon 2.1 May-31 IG4.695.055293+0.252-1.731+18.527–71422
Alphabet 4.1 Feb-31 IG4.454.994789+3.588-1.540+6.0*-9–51145
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

S&P Global Ratings / Yahoo Finance (briefs.co) · 2026-07-21
S&P Downgrades Oracle to BBB-, One Notch Above Junk, as AI Capex Burns $23.7B in Free Cash Flow
S&P cut Oracle's long-term issuer credit rating from BBB to BBB- (one notch above junk) and its short-term rating from A-2 to A-3, citing negative free cash flow of $23.7B in FY2026 as data-center capex outpaced operating cash generation. Moody's concurrently holds a negative outlook, signalling a further downgrade is possible. Oracle's 5-year CDS spread hit an 18-year high, making it the most acute single-name credit stress event in the AI-capex issuer universe.
Reuters (cited by MLQ.ai news aggregator) / S&P Global · 2026-08-20
Hyperscaler Bond Issuance Hits ~$220B YTD as Spreads Widen; 78 of 91 Bonds Issued in 2026 Now Trade at Higher Yields
Reuters data (cited ~2 weeks before 2026-09-03) shows median spreads on 2-to-4-year hyperscaler paper rose to 40 bps over Treasuries from 30 bps in 2025, and 78 of 91 bonds issued in 2026 are now trading at wider yields than at issuance — a clear secondary-market deterioration signal. The 10-year Treasury at 4.69% (Aug 20) is raising the benchmark for all upcoming AI-capex financings across Alphabet, Amazon, Meta, and Oracle.
SEC Filing (Form 424B2 / FWP) — Equinix, Inc. · 2026-08-06
Equinix Prices $3B Four-Tranche Senior Notes Offering (2029–2036) at 5.00%–5.80% to Fund Data-Center Expansion
Equinix (rated Baa1/BBB+/BBB+ stable across all three agencies) priced $3B of senior unsecured notes across four tranches maturing 2029–2036, with coupons ranging from 5.00% to 5.80% — the highest coupons Equinix has printed in this cycle, reflecting the rising-rate and wider-spread environment. As a critical data-center landlord to AI hyperscalers, Equinix's cost of capital directly sets a floor for third-party data-center financing across the AI-capex ecosystem.
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 2026-09-03T06:01:15.