index

A week ago we wrote that as hurricane Sandy approached landfall on the U.S. northeast coast both of the Swiss Re Cat Bond Performance Indices declined, the first time we’d seen a dual decline since March. Given that this drop was prior to landfall it was clear that we would see an even larger decline […]

For the first time in a number of months both of the Swiss Re Cat Bond Performance Indices have declined in the last week. It’s rare for both the price return index and total return index to drop in a single week, in fact the last time we saw that was at the end of […]

Recent months have seen investors in catastrophe bonds and insurance-linked securities make their best returns of the year as secondary market prices have soared thanks to strong demand and a benign hurricane season. It’s time for our fortnightly look at the Swiss Re Cat Bond Performance Indices (our last article here) to see what they […]

Two weeks ago, when we last looked at the Swiss Re Cat Bond Performance Indices (our last article here) to see what they can tell us about movements in pricing and returns of outstanding catastrophe bonds and the general sentiment of the cat bond and insurance-linked securities marketplace, we saw that the index was approaching […]

It’s time for another of our regular fortnightly looks at the Swiss Re Cat Bond Performance Indices (our last article here) to see what they can tell us about movements in pricing and returns of outstanding catastrophe bonds and the general sentiment of the cat bond and insurance-linked securities marketplace. When we last looked it […]

After a week dominated by hurricane Isaac’s potential impact on the reinsurance and catastrophe bond market, it’s timely that today we look at the secondary cat bond market indices to see if they give away any market nerves. It’s time for our regular look at the Swiss Re Cat Bond Performance Indices (our last article […]

The last two weeks has seen a strong jump in the value of the outstanding catastrophe bond price return index as seasonal effects of the hurricane season have yet to seriously impact price returns. It’s time for our regular look at the Swiss Re Cat Bond Performance Indices (our last article here) to see what […]

In the last two weeks the catastrophe bond price return and total return indices have made steady gains as their return to a more seasonal pattern continues. It’s time for another look at the Swiss Re Cat Bond Performance Indices (our last article here) to see what they can tell us about movements in pricing […]

In the last fortnight the unseasonal rise of the catastrophe bond price return index has stopped and the trend is now more in line with how we would expect the index to be moving at this time of year, during the U.S. hurricane season. It’s time for our fortnightly look at the Swiss Re Cat […]

Our regular readers will be aware that we’ve been following the unseasonal price rises in the secondary catastrophe bond market with interest. Outstanding cat bonds have seen price returns continue to rise well into the U.S. hurricane season which is very unusual. Here’s our latest fortnightly look at the Swiss Re Cat Bond Performance Indices […]