total return

The catastrophe bond indices which we track every fortnight here on Artemis have both continued to rise over the last two weeks. The total return index tells a story that will please insurance-linked securities and cat bond fund managers as it shows that attractive cat bond market returns continue. The price return index has not […]

Both the price return and total return of the outstanding catastrophe bond market have continued to rise over the last fortnight as the slightly unusual trend of price firming, some of which has been unseasonal continued. Now that the primary cat bond market has come alive with a number of new issuances during March and […]

The catastrophe bond indices which track the price return and total return of the outstanding catastrophe bond market have continued to fluctuate over the last two weeks but a general upwards trend remains. When we looked at these indices two weeks ago, the primary cat bond issuance market was quiet, and the indices had experienced […]

The index tracking the price return of the outstanding catastrophe bond market has risen again in the last fortnight and at its fastest rate so far in 2013. After a small dip a week ago, likely caused by the large amount of capital interested in catastrophe bonds and ILS as an asset class, the index […]

Over the last two weeks the index we follow that tracks the price return of the outstanding catastrophe bond market has risen at a faster rate, after the start of the year began a little sluggishly. It’s time for another of our regular looks at the Swiss Re Cat Bond Performance Indices, to see what […]

It’s time for another of our regular looks at the Swiss Re Cat Bond Performance Indices, to see what they can tell us about pricing and returns in the secondary market for catastrophe bonds and the markets general sentiment. When we last looked a fortnight ago gains for both indices had slowed in the new […]

It’s two weeks since we last looked at the Swiss Re Cat Bond Performance Indices, to see what they can tell us about pricing and returns in the secondary market for catastrophe bonds, and the indices have continued to make gains although the upwards trajectory has slowed significantly. When we last looked the indices were […]

2013 began slowly for secondary market outstanding catastrophe bond prices. Looking at the Swiss Re Cat Bond Performance Indices, to see what they can tell us about the market, it’s clear that the market enjoyed its holiday as gains have been slight. The recovery of both the price and total-return cat bond indices had slowed […]

The total return of the outstanding catastrophe bond market in 2012 beat the long-term average to come in at an impressive 10.3%. After a sluggish start to 2012 the total return of the market, as measured by the Swiss Re Global Cat Bond Performance Total Return index, climbed strongly through the rest of the year. […]

The prices of outstanding catastrophe bonds in the secondary market continued to recoup mark-t0-market losses caused by hurricane Sandy last week, with both the price-return and total-return cat bond indices regaining ground. Demonstrating the resiliance of the cat bond market to major events, there are still a few bonds priced below par, but even those […]