Q4 2022:
982bps
Q1 2023:
1026bps
Q2 2023:
779bps
Q3 2023:
800bps
Q4 2023
- Cat bond data weighted by volume (in $) and plotted at each quarter end; intermediate points interpolated
- ICE BofA US High Yield Index contains USD-denominated, below-investment-grade-rated corporate debt publicly issued in the US domestic market