Index
Hedge Cost Index August 2022
Milliman reports 9 basis points decrease in Hedge Cost Index for VA guarantees in August, index stands at 138 basis points
08 September 2022
The expected hedge cost for a hypothetical GLWB block (see Index Methodology) is estimated to be 138 bps as of the end of August 2022, down 9 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.