Hedge Cost Index June 2015

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By Adam Schenck, Daren Lockwood, Ram Kelkar, Xiaohong Mo | 06 July 2015
The expected hedge cost for a hypothetical lifetime GMWB block (see Index Methodology) is estimated to be 112 bps as of the end of June 2015, down 11 bps from the previous month, measured on a consistent basis.