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Hedge Cost Index August 2021

2 September 2021

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 206 bps as of the end of August 2021, up 2 basis points from the previous month, driven by a decrease 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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