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Catastrophe bond market yield rose in June, ends month at 13.7%

The overall yield of the catastrophe bond market in US dollars rose slightly through June and ended the month at just under 13.7%, reaching levels last seen in August 2023.

A consistent trend of spread tightening in the catastrophe bond market had driven yields down into and through the first-quarter of this year.

That led to the cat bond market yield bottoming out at the end of March 2024 at just under 12%, since when the rising insurance risk spread contribution has been driving the market yield back up.

When we last reported, the recent spread widening seen in the catastrophe bond market had driven the overall market yield in US dollars back up to almost 13.5% again, which was the highest level the return potential of the cat bond market has been at since September 2023.


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