Insurance-Linked Securities Report 2008 - Aon

SUMMARY OF CATASTROPHE BONDS - 1997 THROUGH JUNE 30, 2008
Date Sponsor Issuer Class Territories/ Perils Trigger Issue Size ($000s) MIS S&P Fitch
21-Dec-05 PXRE
Atlantic & Western Re II
Limited
Class A US/EU Wind, US EQ Modeled Loss $125,000 BB+
Class B US/EU Wind, US EQ Modeled Loss $125,000 BB+
22-Dec-05 Montpelier Re Champlain Limited Class A US/JP EQ Modeled Loss $75,000 B B-
Class B US Wind, US EQ Modeled Loss $15,000 B+ B-
26-Jan-06 Swiss Re Australis Ltd. Series 1 Australia EQ/Wind Parametric Index $100,000 BB
9-Feb-06 CEA Redwood Capital VII, Ltd. California EQ Industry Index $160,000 BB+
9-Feb-06 CEA Redwood Capital VIII, Ltd. California EQ Industry Index $65,000 BB+
17-Feb-06 Hartford Fire Ins
Foundation Re Ltd. Series
2006-I
Class D US Wind, US EQ Industry Index $105,000 BB
11-May-06 FONDEN CAT-Mex Ltd. Class A Mexico EQ Parametric $150,000 BB+
24-May-06 ACE INA
31-May-06 USAA
6-Jun-06 Swiss Re
Calabash Re Ltd. Series
2006-I
Residential Reinsurance
2006 Limited
Successor Cal Quake
Parametric Ltd.
Class B Mexico EQ Parametric $10,000 BB+
Class A-1 US Wind Industry Index $100,000 BB
Class A US Wind, US EQ Indemnity $47,500 B
Class C US Wind, US EQ Indemnity $75,000 BB+
A-I US EQ Parametric Index $47,500 BB
6-Jun-06 Swiss Re Successor Euro Wind Ltd. A-I Europe Wind Parametric Index $97,130 BB
6-Jun-06 Swiss Re
6-Jun-06 Swiss Re
Successor Hurricane
Industry Ltd.
Successor Hurricane
Modeled Ltd.
A-II Europe Wind Parametric Index $3,000 BB
B-I Europe Wind Parametric Index $18,500 BB-
C-I Europe Wind Parametric Index $110,750 B
C-II Europe Wind Parametric Index $3,000 B
B-I US Wind Industry Index $14,000 BB-
C-I US Wind Industry Index $7,250 B
D-I US Wind Industry Index $34,250 B
D-II US Wind Industry Index $10,250 B
E-I US Wind Industry Index $5,000 NR
E-II US Wind Industry Index $35,000 NR
F-I US Wind Industry Index $54,000 B
B-I US Wind Modeled Loss $42,250 BB-
6-Jun-06 Swiss Re Successor II Ltd. A-I US/EU Wind, US/JP EQ Multiple $73,200 B
E-I US/EU Wind, US/JP EQ Multiple $154,250 NR
6-Jun-06 Swiss Re Successor III Ltd. A-I US/EU Wind, JP EQ Multiple $7,200 NR
6-Jun-06 Swiss Re Successor IV Ltd. A-I US/EU Wind, US/JP EQ Multiple $30,000 B
6-Jun-06 Swiss Re Successor Japan Quake Ltd. A-I Japan EQ Modeled Loss $103,470 BB
B-I Japan EQ Modeled Loss $26,250 BB-
C-I Japan EQ Modeled Loss $70,750 B
C-II Japan EQ Modeled Loss $3,000 B
19-Jun-06 Munich Re Carillon Ltd. Series 1 Class A1 US Wind Industry Index $51,000 B+
Class A2 US Wind Industry Index $23,500 B+
Class B US Wind Industry Index $10,000 B
21-Jun-06 Balboa Ins Group VASCO Re 2006 Ltd. US Wind Indemnity $50,000 BB+
Aon Capital Markets
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