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Milliman Hedge Cost Index

Milliman reports 2 basis points decrease in Hedge Cost Index for VA guarantees in May

3 June 2022

The expected hedge cost for a hypothetical GLWB block (see Index Methodology) is estimated to be 146 bps as of the end of May 2022, down 2 basis points from the previous month, driven by a slight 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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