Average catastrophe bond & ILS issuance expected loss and coupon by year

This chart shows catastrophe bond and insurance-linked securities (ILS) issuance from The Artemis Catastrophe Bond & Insurance-Linked Securities Deal Directory broken down by the average expected loss and coupon seen in each year of catastrophe bond issuance. With this chart you can see what the average expected loss and coupon pricing were for each year of issuance, including the current year-to-date, as well as the spread between the two and how that changes over time.

  • View other catastrophe bond and ILS market statistics.

  • The data to create this chart is taken from the Artemis Deal Directory so does include some private catastrophe bond transactions, as well as any life, health or longevity insurance-linked securities transactions. Every effort has been made to accurately reflect the amount of issuance as well as the expected loss and coupon levels of every catastrophe bond or ILS deal.

    The Artemis Catastrophe Bond & Insurance-Linked Securities Deal Directory is copyright © Steve Evans Ltd. Reproduction or publication without permission is not permitted. Use of this information within a commercial product, or for profit, without a license is strictly prohibited. Contact us if you would like to use this content or to discuss licensing.














    Jardine Lloyd Thompson Capital Markets