Swiss Re Insurance-Linked Fund Management

Mt. Logan Capital Management, Ltd.

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Catastrophe bond indices continue to make steady gains

6th August 2012

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 […]

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Seasonality begins to slow rise of catastrophe bond price return index

9th July 2012

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 […]

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Catastrophe bond price return index continues unseasonal recovery

25th June 2012

Despite us being almost a month into the 2012 Atlantic hurricane season, when traditionally outstanding catastrophe bonds are seeing declining price returns, the cat bond price return index has continued to rise further recovering some of the ground lost earlier this year. Here’s our fortnightly look at the Swiss Re Cat Bond Performance Indices (our […]

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Catastrophe bond indices continue to climb, investors will benefit

11th June 2012

Catastrophe bond and insurance-linked securities investors look set to benefit as the price and total-return indices have risen strongly in recent weeks after cat bond prices jumped during May and in the first week of June. It’s time for our regular fortnightly look at the Swiss Re Cat Bond Performance Indices (our last article here) […]

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Catastrophe bond price return index climbs in last week

28th May 2012

It’s time for another of our regular 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. For the first time in a […]

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Skymet plans weather derivative indices for Indian exchanges

9th May 2012

Skymet Weather Services, a provider of weather data and forecasts to various sectors in India, is planning to launch weather derivative indices on commodity exchanges such as India’s MCX and NCDEX according to a report in the Business Standard newspaper. Skymet are preparing the modelling and structure of weather derivative products in the hope that […]

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Secondary market catastrophe bond price returns continue to fall

1st May 2012

It’s been just over three weeks since we last looked at the Swiss Re Cat Bond Performance Indices to see what they can tell us about the movements in pricing and returns of outstanding catastrophe bonds and the general sentiment of the cat bond and insurance-linked securities marketplace. The last time we looked at the […]

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Catastrophe bond price return index resumes downward trend

9th April 2012

It’s two weeks since we last looked at the Swiss Re Cat Bond Performance Indices to see what they can tell us about the movements in pricing and returns of outstanding catastrophe bonds and the general sentiment of the cat bond and insurance-linked securities marketplace. Last time we looked the price return index had achieved […]

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