price return

As expected the post-Sandy recovery in the outstanding catastrophe bond markets price and total returns has now helped the Swiss Re cat bond indices to a healthy weekly increase of well over 1%. Prices of many U.S. hurricane cat bonds have increased in the last week, with just the few that are more exposed to […]

So the post-Sandy recovery of secondary market prices of outstanding catastrophe bonds has begun on cat bonds which aren’t exposed, but the last week saw further declines in both price and total returns. This is likely a reaction to increasing pessimism regarding the industry losses from the storm and also a downgrade of one exposed […]

After the big decline in secondary market catastrophe bond prices seen in the week after hurricane Sandy made landfall we thought it would be good to catch up on the Swiss Re Cat Bond Performance Indices again to see how the last seven days had affected them. As the impact of Sandy on exposed catastrophe […]

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 […]

Despite the severe catastrophe loss burden from 2011, which saw a number of catastrophe bonds impacted by events in Japan and the tornadoes in the U.S., the insurance-linked securities (ILS) market continued to provide investors with competitive returns when compared to other similarly rated securities. These events caused a relatively steep dip in returns immediately […]

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 […]