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 05 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
77 / 100
Widening — 1w top decile
0 / 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 HY5.0712.5380395-34.83+34.667+261.0*451–915106
CoreWeave 9.0 Feb-31 HY4.4111.9775092-26.49+26.569-0.7416–856286
Oracle 2.875 Mar-31 IG4.556.0916095+1.467-3.628+23.066–182424
SpaceX 5.35 Jul-31 HY 4.865.92142-1.0-2.6+37.9*104–17755
Equinix 2.15 Jul-30 IG3.865.268084+1.166+2.573+8.353–115424
Micron 2.703 Apr-32 IG5.615.176226+0.765-1.047-9.529–160424
Meta 4.55 Aug-31 IG4.945.136294-0.443-0.644+23.026–78424
Digital Realty 3.6 Jul-29 IG2.824.975825-1.233+3.281-4.649–112424
Amazon 2.1 May-31 IG4.685.015292-3.87-3.717+18.427–71424
Alphabet 4.1 Feb-31 IG4.454.974893+1.167+0.554+7.2*-9–51147
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

Cryptonomist (reporting Goldman Sachs research) · 2026-09-04
Goldman Sachs Raises 2026 U.S. Investment-Grade Credit Supply Forecast to $2.3 Trillion, Citing AI-Driven Bond Issuance
Goldman Sachs lifted its 2026 USD IG credit issuance forecast by $200 billion to $2.3 trillion and net supply to $1.0 trillion, driven almost entirely by AI-capex financing from hyperscalers. AI-related issuers now account for ~24% of year-to-date U.S. IG bond supply. Rising supply risks forcing borrowing costs higher across the entire credit market, directly pressuring Alphabet, Amazon, Meta, Oracle, and CoreWeave spreads.
247 Wall St. · 2026-09-04
Digital Realty Sells 7.3M Shares Under ATM for ~$1.3B, Raises 2026 Net Capex Guidance to $4.25–$4.75B; Equinix Runs 52 Active Expansion Projects Across 33 Markets
Digital Realty's equity ATM issuance and elevated capex guidance signal that data-center REITs are now tapping both equity and debt capital markets at scale to fund AI-lease pipelines. With flat dividends during heavy equity issuance and an AI-capex slowdown risk that would leave unfunded pipeline exposed, the funding structure of the two largest co-location REITs is under direct credit scrutiny.
247 Wall St. · 2026-09-01
Oracle Falls 4% as Global Bond Selloff Tests Its Debt-Funded AI Buildout; Bonds Yield 7–8%, Stock Below 200-Day Moving Average
Oracle funded $56B in FY2026 capex by raising $43B in debt, making it the most leveraged mega-cap AI builder. A rising 10-year Treasury yield is repricing that debt load in real time: Oracle bonds now yield 7–8%, levels normally associated with sub-investment-grade credit, vs. 2.5–3.5% for Alphabet and Amazon. S&P already downgraded Oracle to BBB− (one notch above junk) in July; any Moody's follow-on downgrade would trigger forced selling by IG-only mandates.
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 2026-09-05T06:01:11.