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Hedge Cost Index August 2020

2 September 2020

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 249 bps as of the end of August 2020, down 25 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.


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