Index
Hedge Cost Index July 2022
Milliman reports 12 basis points increase in Hedge Cost Index for VA guarantees in July, index stands at 147 basis points
04 August 2022
The expected hedge cost for a hypothetical GLWB block (see Index Methodology) is estimated to be 147 bps as of the end of July 2022, up 12 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.