In food, natural is generally regarded as safe. Some food manufacturers use the word natural on their food label as a form of marketing strategy. Natural is also related to the term organic, no chemicals or artificial preservatives.
I have a previous post about Eleven Natural Food Colorings, a list of naturally derived food colors. The carmine dye is included in the list. Carmine is a red dye derived from the cochineal insect, Dactylopius coccus. It is really natural especially when the dried cochineal insect is directly ground and not extracted by means of chemicals.
Contrary to what we believed, this colorant may cause some health hazards. Cochineal, Carminic acid, Carmines and Natural Red 4 as additive E 120 may cause severe allergic reactions and anaphylactic shock (A severe and rapid and sometimes fatal hypersensitivity reaction to a substance, especially a vaccine, penicillin, shellfish or insect venom, to which the organism has become sensitized by previous exposure: by WordWeb)
This dye can be found in different products such as yogurt, juices, ice cream, candy and the likes. It is also used as dye in cosmetic products such as lipstick and eyeshadow. It is combined to food and other commodity to make a different shades of red, pink and purple.
The use of carmine dye is regulated but not prohibited. Its significant relationship to certain allergic reaction is not yet proven.