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AI Credit Default Swaps Surge, Nvidia Protection Cost Doubles

  • Demand for credit default swaps (CDS) on mega-cap AI stocks has surged, with NVIDIA‘s annual insurance premium doubling since the start of July to roughly $82,000.
  • Alphabet CDS contracts traded up to 67 basis points after the company reported its first negative quarterly free cash flow since its 2004 listing.
  • AI companies and tech stocks accounted for nearly $650 million of second-quarter corporate CDS trading, a 600% increase year on year, according to DTCC data.

The cost to insure against a default on Nvidia’s debt has skyrocketed, as five-year CDS contracts reached a record 82 basis points on Monday, according to reports. That jump of roughly 14 basis points marked the largest single-day move since those contracts began trading in November 2025, ICE Data Services reported.

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Meanwhile, CDS spreads are deteriorating rapidly across mega-cap AI stocks including Alphabet, Amazon, Meta, Broadcom, and SpaceX, which all hit record spreads this week. Alphabet CDS contracts traded up to 67 basis points days after the company reported its first negative quarterly free cash flow since its 2004 listing.

Oracle carries an even worse premium, with its five-year CDSs trading above 215 basis points this week. S&P Global cut the company’s creditworthiness rating to BBB- earlier this month, the lowest rung of its investment grade band.

Even worse, CoreWeave topped 855 basis points on Tuesday, with a popular CDS pricing model reading that as roughly a 50% chance of default within five years. The spike followed a Bloomberg report that Nvidia is preparing AI commitments potentially worth more than $750 billion.

CDS trader Michael Burry posted, “There is a reason Nvidia’s five-year credit default swaps are going parabolic.” He blamed circular spending, where companies buy services from one another to manufacture higher revenue for fundraising purposes.

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Credit ratings agency Moody’s has already warned that unprecedented AI spending threatens the credit quality of Microsoft, Amazon, Alphabet, Meta, Oracle, and CoreWeave. Direct debt across those six names is worth roughly $460 billion, with land, office, and data center lease commitments adding another $1.2 trillion.

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