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Hedge Cost Index January 2021

12 February 2021

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 221 bps as of the end of January 2021, down 8 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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