Skip to main content

Hedge Cost Index May 2021

3 June 2021

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1 ) is estimated to be 184 bps as of the end of May 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.


About the Author(s)

We’re here to help