The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 269 bps as of the end of June 2020, up 10 basis points from the previous month, driven by a decrease in long-term interest rates.
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Hedge Cost Index June 2020
The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 269 bps as of the end of June 2020, up 10 basis points from the previous month, driven by a decrease in long-term interest rates.
Daren Lockwood, Xiaohong Mo, Adam Schenck