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 04 Sep 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
228 bp
Avg level percentile
78 / 100
Widening — 1w top decile
1 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 75 bp (+6 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 HY5.0712.9083898-13.814+61.588+295.8*451–915105
CoreWeave 9.0 Feb-31 HY4.4112.2777695-22.512+51.685+25.7416–856285
Oracle 2.875 Mar-31 IG4.556.1015995-4.011-4.523+21.666–182423
SpaceX 5.35 Jul-31 HY 4.865.95143+1.1-5.0+38.9*104–17754
Equinix 2.15 Jul-30 IG3.865.277980-0.443+2.976+7.253–115423
Meta 4.55 Aug-31 IG4.945.156295+0.765-4.215+23.426–78423
Micron 2.703 Apr-32 IG5.615.196123-1.726+2.468-10.229–160423
Digital Realty 3.6 Jul-29 IG2.825.025927+2.078+3.181-3.449–112423
Amazon 2.1 May-31 IG4.685.075596+3.793+1.766+22.227–71423
Alphabet 4.1 Feb-31 IG4.454.984790+0.151+27.499+6.1*-9–51146
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

24/7 Wall St. (citing company filings and market data) · 2026-09-01
Oracle Falls 4% as Bond Selloff Tests Its Debt-Funded AI Buildout
Oracle funded $55.7B in FY2026 capex by raising $43B in debt, making it the most leveraged mega-cap AI builder. A global bond selloff pushed the 10-year Treasury yield to a recent high, hitting Oracle's stock (-4% to $142.82, -23% YTD) disproportionately hard. With long-term debt now at $122.3B (vs $85.3B prior year) and negative free cash flow, rising borrowing costs directly reprice its AI infrastructure buildout — a live stress test of debt-funded capex at scale.
Bloomberg / Yahoo Finance (GuruFocus) · 2026-09-03
Amazon Targets $37–42 Billion Multi-Tranche Bond Sale to Fund $200B AI Capex Plan
Amazon returned to the US investment-grade bond market with a massive 11-tranche offering ranging from 2 to 50 years in maturity, with the 50-year tranche initially priced at ~155 bps over Treasuries. The deal — arranged by HSBC, Citi, Goldman and JPMorgan — directly finances Amazon's $200B 2026 capex plan for data centers, chips and AI infrastructure, and is one of the largest single corporate bond transactions of the year, adding to an already record-breaking hyperscaler issuance cycle.
CoreWeave IR (SEC filing) / Fitch Ratings · 2026-08-10
Fitch Rates CoreWeave's New $2.6B DDTL 5.5 Facility 'BB+'; Affirms IDR at 'BB-' with Positive Outlook
CoreWeave closed its fifth-generation GPU-backed delayed-draw term loan ($2.6B, rated Ba2/BB+), priced at SOFR +550bps and meaningfully oversubscribed. The facility broadens eligible collateral to shorter-dated enterprise contracts, expanding CoreWeave's borrower base. Fitch affirmed the BB- IDR with a Positive Outlook despite 7x gross leverage, ~$41B capex guidance for 2026, and negative free cash flow through 2027 — a key read on how credit markets are pricing neocloud infrastructure risk as GPU collateral values remain untested through a full depreciation cycle.
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 2026-09-04T06:01:51.