Index

Hedge Cost Index

02 June 2020 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block (see Index Methodology) is estimated to be 259 bps as of the end of May 2020, down 12 basis points from the previous month, driven by an increase in long-term interest rates.

01 May 2020 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 271 bps as of the end of April 2020, up 3 basis points from the previous month, driven by a decrease in long-term interest rates.

01 April 2020 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block is estimated to be 268 bps as of the end of March 2020, up 44 basis points from the previous month, driven by a decrease in long-term interest rates and an increase in volatility.

03 March 2020 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block is estimated to be 224 bps as of the end of February 2020, up 24 basis points from the previous month, driven by a decrease in long-term interest rates.

06 February 2020 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block is estimated to be 200 bps as of the end of January 2020.

07 January 2020 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 182 bps as of the end of December 2019, down 10 basis point from the previous month, driven by an increase in long-term interest rates.

03 December 2019 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 192 bps as of the end of November 2019, up 1 basis point from the previous month, driven by a slight decrease in long-term interest rates.

01 November 2019 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 191 bps as of the end of October 2019, down 10 basis points from the previous month, driven by an increase in long-term interest rates.

03 October 2019 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 201 bps as of the end of September 2019, down 10 basis points from the previous month, driven by an increase in long-term interest rates.

05 September 2019 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 211 bps as of the end of August 2019, up 38 basis points from the previous month, driven by a decrease in long-term interest rates.

02 August 2019 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block is estimated to be 173 bps as of the end of July 2019.

01 July 2019 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 173 bps as of the end of June 2019, up 14 basis points from the previous month, driven by a decrease in long-term interest rates.

06 June 2019 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical lifetime GMWB block is estimated to be 159 bps as of the end of May 2019, up 17 basis points from the previous month, driven by a decrease in long-term interest rates.

04 April 2019 - By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck

The expected hedge cost for a hypothetical lifetime GMWB block is estimated to be 129 bps as of the end of March 2019, up 12 basis points from the previous month, driven by a decrease in long-term interest rates.

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