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An available-history RILA event summary using a user-selected 100-basis-point magnitude threshold and type-aware field grouping. The summary reflects the most recently verified source date.
Observed RILA changes
available history · minimum event magnitude 100 bp
Data date
August 5, 2026
Verified source date
Observed events
12
All matching events currently available
Carriers
2
Distinct carriers among observed events
Products
4
Distinct products among observed events
Raises
3
Cuts
7
Added
0
Removed
0
Other changes
2
Raises and cuts are event directions, not return forecasts. Contract-floor and minimum-guarantee-class moves are counted as contract-field changes. For RILA, caps, upside participation, downside participation, buffers, floors, spreads, and trigger mechanics remain distinct fields; “Uncapped” is never converted to a numeric rate.
A RILA can lose money. A buffer absorbs the first stated percentage of an index loss; a floor caps the holder's loss at a stated percentage. Downside participation instead makes the holder bear the stated percentage of an index loss. These are different protection or loss-allocation mechanics, and none makes a RILA principal-protected.
RILAs are SEC-registered prospectus products. Caps, upside participation, downside participation, buffers, floors, spreads, triggers, fees, surrender terms, and renewal terms must be read as distinct fields in the current prospectus. “Uncapped” is never shown as a numeric rate.
CANNEX via AdvisorWorld supplies public change-event data. This example uses RILA changes from the available history, with a 100 bp minimum and a 200-event limit. Every change is confirmed as RILA before totals are calculated.
Floor and minimum-guarantee moves are counted as contract-field changes in the direction totals. No old value, new value, rate, cap, participation rate, spread, buffer, floor, trigger, or return is inferred or displayed.
Source: CANNEX via AdvisorWorld. The change-event data is checked every 10 minutes while the last valid result remains available.
A date is shown only when CANNEX via AdvisorWorld provides a verified source date. The time you view the page never substitutes for that date.
Suggested citation: “AnnuityRatesHQ, ‘RILA change events in available history at 100 bp or more,’ product-type-specific observed-change summary from CANNEX via AdvisorWorld, August 5, 2026, https://annuityrateshq.com/rate-change-report/rila-rate-changes-available-history-100-bp.”
Describe the scope as observed public change events, not all contracts. Include the visible verified data date when present and the exact permalink.
Copy the complete snippet; it preserves the filters and includes visible source attribution.
<iframe src="https://annuityrateshq.com/embed/rate-change-report?productFamily=RILA&since=all&minimumMagnitudeBp=100" title="AnnuityRatesHQ rate change report" loading="lazy" width="100%" height="900" style="border:0"></iframe>
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This report is not a contract notice, personal-performance report, prospectus, replacement analysis, or recommendation. Verify the exact contract and current carrier materials.