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 22 Sep 2026 · empirical percentiles vs each bond's own history · 📖 How to read this › · 📁 Archive (last 130) ›
Basket avg OAS
219 bp
Avg level percentile
67 / 100
Widening — 1w top decile
1 / 10
Stale (no fresh trade)
0 / 10

Investment-Grade average OAS 71 bp (+2 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 HY5.0213.0081596+7.361+60.287+273.6*451–915114
CoreWeave 9.0 Feb-31 HY4.3612.2874391+20.783+34.374-7.0416–856294
Oracle 2.875 Mar-31 IG4.506.3314989+9.397-4.226+11.766–182432
SpaceX 5.35 Jul-31 HY4.816.1913421+3.575-9.4+29.2*104–17763
Micron 2.703 Apr-32 IG5.565.678052+22.3100+17.599+8.229–160432
Equinix 2.15 Jul-30 IG3.815.607768+1.876-4.515+4.843–115432
Digital Realty 3.6 Jul-29 IG2.775.375617-3.68-6.68-6.447–112432
Meta 4.55 Aug-31 IG4.905.405589-0.149-5.310+15.926–78432
Amazon 2.1 May-31 IG4.645.284376-5.24-10.14+10.327–71432
Alphabet 4.1 Feb-31 IG4.405.254068+0.356-6.911-1.4*-9–51155
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

Reuters / Bloomberg · 2026-09-17
CoreWeave Launches $3 Billion Convertible Debt Sale (Up to $3.5B with Option) to Fund AI Infrastructure
CoreWeave's second convertible-note offering of 2026 — priced at a 2.375–2.875% coupon with a 22.5–27.5% conversion premium and maturing 2033 — brings its total convertible issuance since December 2025 to as much as $10.1B. The deal follows a $4B April 2026 convertible upsizing and accompanies a 35-million-share ATM equity program aimed at migrating the company's credit profile toward investment grade. With $35B of total debt, $640M of quarterly net interest expense consuming ~25% of revenue, and $14.9B of H1 2026 cash used for investing, this issuance is a direct stress-test of capital-market appetite for sub-investment-grade AI infrastructure paper. NOTE: Dated Sep 17, 2026 — 5 days before today; closest reputable item found within search results to the 48h window.
Bloomberg · 2026-09-17
CleanSpark Raises ~$2.23 Billion in Senior Secured Notes Due 2031 to Complete Meta-Leased Data Center in Georgia
Bloomberg reported (cited Sep 17) that CleanSpark is raising ~$2.23B in senior secured notes — led by Morgan Stanley — to finish a Meta-leased data center in Sandersville, Georgia. The deal is noteworthy because it was priced 'at levels normally associated with junk debt' despite investment-grade structural protections, illustrating accelerating spread widening in AI data-center bond financing. It sits in the same ecosystem as CoreWeave-linked deals where investors are demanding materially higher yields after a flood of AI infrastructure supply. NOTE: Dated Sep 17, 2026 — closest reputable Bloomberg-sourced item to the 48h window.
Reuters (via MLQ News aggregation) · 2026-07-28
Hyperscaler Bond Issuance Hits ~$220B YTD as Secondary Spreads Widen: 78 of 91 Bonds Now Trading Above Issue Yield, Median +22 bps (Reuters)
Reuters data showed that of 91 hyperscaler bonds issued in 2026, 78 were trading at higher yields than at issuance as of late July, with median spread widening of ~22 bps. Short-dated (2–4yr) spreads for Amazon, Alphabet, Meta and Oracle rose to 40 bps over Treasuries (from 30 bps in 2025); 20yr+ spreads hit 118 bps. S&P estimates the group will spend ~$750B on capex in 2026, equal to 38% of combined revenue. Oracle, rated BBB- with a negative S&P outlook (downgraded July 2026), faces the sharpest credit-market scrutiny. NOTE: This is the most recent reputable Reuters-sourced credit-market data point on the cohort found; dated late July 2026, beyond the strict 48h window — no items from Sep 20–22 2026 were available in search results.
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 2026-09-22T06:01:14.