Catastrophe Bond Market Yield

Catastrophe Bond Market Yield (USD)

Using this chart you can analyse the yield, or return potential, of the outstanding catastrophe bond market over time.

If you’ve ever been wondering “what is the yield on cat bonds” or “what is the yield of the catastrophe bond market”, now you can precisely find that out, for any specific date range (just click and drag the chart to zoom in) across a data set that begins in late 2010.

The data for this chart showing cat bond yields will be updated on a monthly basis.

Cat bond yields consist of the insurance risk spread, which is derived from the premium being paid for the coverage, as well as the yield of the collateral assets used to underpin a specific cat bond transaction.

We also display the expected loss of the catastrophe bond market over time, so that you can easily calculate the cat bond market yield above expected losses at any point in time going back to 2010.