Skip to main content

Hedge Cost Index September 2021

4 October 2021

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 195 bps as of the end of September 2021, down 11 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.


About the Author(s)

We’re here to help