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Hedge Cost Index October 2020

3 November 2020

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 241 bps as of the end of October 2020, down 12 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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