Hedge Cost Index June 2019

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By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 01 July 2019
The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 173 bps as of the end of June 2019, up 14 basis points from the previous month, driven by a decrease in long-term interest rates.