Having competed with demand for a couple of months, seasonality seemingly took over in the catastrophe bond market in April 2025
Cat bond spreads widen, lift market yield to 10.86% | | | Catastrophe bonds widen in April as seasonality lifts market yield back to 10.86% Having competed with demand for a couple of months, seasonality seemingly took over in the catastrophe bond market in April 2025, as spread widening returned and lifted the overall yield of the catastrophe bond market to 10.86% by May 2nd, according to the latest data from Plenum Investments. That's a 0.43% increase from the catastrophe bond market yield figure for the end of March 2025 in just one month, almost all of which has come from spread widening effects generated by seasonality, it appears. The insurance risk spread component increased from 6.13% at the end of March to the new level of 6.54%, on the back of seasonal spread widening. Read the full story. Other articles: | | | | | | Please share this with colleagues and friends if you think they would like to receive it. If you've been forwarded this but want to subscribe, visit Artemis. | | | | | | You may be receiving this because you recently attended an industry event we partnered with, giving us permission to email you. If you don't want to receive our weekly ILS, catastrophe bond and reinsurance capital newsletter please Unsubscribe or Edit your subscription here . © Steve Evans Ltd. - Artemis.bm | | | |
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