The expected hedge cost for a hypothetical GLWB block (see Index Methodology) is estimated to be 148 bps as of the end of April 2022, down 20 basis points from the previous month, driven by an increase in long-term interest rates. The Index Methodology provides additional details about the assumptions and methodologies underlying the Milliman Hedge Cost Index.
MILLIMAN HEDGE COST INDEX
Milliman reports 20 basis points decrease in Hedge Cost Index for VA guarantees in April
Index stands at 148 basis points
6 May 2022
Milliman reports 20 basis points decrease in Hedge Cost Index for VA guarantees in April