NEWS & EXPERT ARTICLES
Setting quotas as an appropriate means of liquidity control
Dear Sir or Madam, The following can be recorded with regard to the primary market activity of catastrophe bonds (Cat Bonds) during the period from January to October 2016. Total issue volume of USD 4.93 billion stands in relation to total outstanding volume of USD...
Earthquake Italy October 30 2016 07:40 local time
An earthquake of magnitude 6.5 has occurred in the Apennine mountains on Sunday, 30 October at 07:40 local time. The location is northeast of Rome and southeast of Perugia, near the small town of Norcia. The location is further to the north to Amatrice, where an...
Earthquake in Japan April 14th 2016
A strong and shallow earthquake occurred on Kyushu, the most southwesterly of Japan’s four main islands on April 14. The quake struck at 9:26 p.m. (local time) at a depth of approximately 11 km near Kumamoto, Japan’s 17th largest city, with a population of 700’000. At...
CAT Bond Market Report March 2016
Performance for the period was mainly attributable to coupon accruals, given the stabilisation in mark-to-market pricing experienced during March when compared to spread widening seen in the preceding few months. Issuance activity remained strong during March, with...
CAT Bond market review October 2015
Primary market activity remained moderate in terms of new issuances during October, however given our discussions with various syndicates, we expect this activity to pick up as we approach year end. A new parametric Cat Bond was also analysed during the month, which...
Hurricane Patricia
Please find below an information about Hurricane Patricia, written by our fund manager: Hurricane Patricia in the East Pacific has intensified much more than anticipated. At 12 UTC today, hurricane Patricia was a strong category 5 hurricane with maximum sustained...
CAT Bond Market update September 2015
The main driver of performance was the strong price rally experienced by bonds exposed to US hurricane risk, making September the best performing month for the fund year-to-date. Whilst most Atlantic tropical storms and hurricanes form between June and November,...
Hurricance Joaquin
At 6 GMT Friday October 2nd, hurricane Joaquin was located over the eastern Bahamas, between Long Island and Crooked Island. Maximum sustained wind speeds (1-minute mean) reported by the National Hurricane Center were about 115 knots (about 215 km/h), which makes...
Earthquake Chile, September 16th 2015
At 19:54 local time on 16 September 2015, an earthquake of magnitude 8.3 struck the Chilean coast west of the town of Illapel, about 230km to the North of Santiago. A tsunami wave of about 3-5 meters was triggered from this earthquake. Within less than 10 hours after...
CAT Bond Market Update August 2015
The fund benefitted from positive carry as well as a positive mark to market P&L for bonds exposed to US hurricane risks. This was in line with our expectations. Hurricane activity in the Atlantic basin during August was below historic levels. This was in line...
The Axessum CAT Bonds
Newsletter
ILS
1 month: | -0.27 % |
6 month: | -4.71 % |
YTD: | 0.05 % |
1 year: | -3.03 % |
3 years: | 0.40 % |
5 years: | 2.62 % |
ILO
1 month: | -0.05 % |
6 month: | -2.48 % |
YTD: | 0.68 % |
1 year: | 0.02 % |
3 years: | -0.80 % |
5 years: | -0.92 % |
Next CAT-BONDS
Conference Call
May 20th, 2021
The Axessum CAT Bonds
Newsletter
Next CAT-BONDS
Conference Call
May 20th, 2021
ILS
1 month: | -0.27 % |
6 month: | -4.71 % |
YTD: | 0.05 % |
1 year: | -3.03 % |
3 years: | 0.40 % |
5 years: | 2.62 % |
ILO
1 month: | -0.05 % |
6 month: | -2.48 % |
YTD: | 0.68 % |
1 year: | 0.02 % |
3 years: | -0.80 % |
5 years: | -0.92 % |