Market Data
Catastrophe bond performance, indices, pricing data, and loss tracking
Swiss Re Cat Bond Index
Total return performance of the global catastrophe bond market since 2002. The Swiss Re Cat Bond Index is the industry-standard benchmark used by fund managers and institutional investors to measure ILS portfolio performance.
Start Value
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Jan 2002
Latest Value
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Total Return
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Since inception
The Swiss Re Cat Bond Total Return Index tracks the performance of USD-denominated catastrophe bonds in the secondary market. Launched with a base value of 100 in January 2002, it reflects total returns including price changes and coupon payments, covering property catastrophe risks including hurricanes, earthquakes, and other natural perils.
This page is for educational purposes only and does not constitute investment advice.
Cat Bond Indices & Pricing
Artemis Deal Directory
Comprehensive database of every cat bond and ILS transaction ever issued. Searchable by sponsor, trigger type, peril, and year — an essential research tool for tracking issuance trends and deal structures.
Artemis Deal Directory →Plenum CAT Bond Indices
Specialist cat bond indices from Plenum Investments, including the Plenum CAT Bond UCITS Fund index. Provides granular sub-index data by peril region and expected loss.
Plenum CAT Bond Indices →Loss Data & Catastrophe Tracking
PCS (Property Claim Services)
The official industry-loss index for U.S. catastrophe events. PCS loss estimates are used as triggers for many industry-loss cat bonds and are the standard reference for U.S. insured catastrophe losses.
PCS by Verisk →Munich Re NatCatSERVICE
One of the world's most comprehensive natural catastrophe loss databases. Tracks global economic and insured losses from natural disasters, providing essential data for cat bond risk modeling.
Munich Re NatCatSERVICE →PERILS AG
Independent provider of industry-wide catastrophe insurance loss data for European and select international markets. PERILS indices serve as triggers for European wind and flood cat bonds.
PERILS AG →