5 Year Review Structured Product Review 2024
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Analysis and Annualised Performance by Product Shape - Autocall/Kick-Out Products (FTSE* Only) By Product Type Capital at Risk Deposits and Capital Protected Structured Product Maturities 2023 2022 2021 2020 2019 Average 2023 2022 2021 2020 2019 Average
FTSE Only Number of product maturities
300 295
307 307
227 227
40 40
97 97
194 193
31
20 20
4 4 0 0
1 1
15 15
14 14
Number of products producing positive returns Number of products returning capital only
29
5 0
0 0
0 0
0 0
0 0
1
2 0
0 0
0 0
0 0
0 0
Number of products which lost capital
0
Average duration / term (years) Average annualised return All products
2.46
2.54
2.47
2.33
2.15
2.45
3.97
3.91
3.00
3.00
3.00
3.68
7.17% 9.47% 5.04%
7.06% 9.28% 5.42%
7.23% 9.70% 5.45%
7.31% 9.59% 5.71%
7.41% 9.48% 5.71%
7.18% 9.47% 5.35%
3.72% 5.10% 1.89%
4.05% 5.27% 2.93%
4.99% 5.67% 4.31%
2.91%
3.72% 4.13% 2.97%
3.87% 4.90% 2.52%
Upper quartile Lower quartile
- -
FTSE Only Capital at Risk Autocall Plans 2019-23
FTSE Only Deposit Autocall Plans 2019-23
350
6
35
6
300
30
5
5
250
25
4
4
200
20
3
3
150
15
2
2
100 No. of Plans
10 No. of Plans
No. of Positive Returns No. Returning Capital Only Average Term (RHS)
No. of Positive Returns No. Returning Capital Only Average Term (RHS)
1
1
Average Term (Years)
Average Term (Years)
50
5
0
0
0
0
2023
2022
2021
2020
2019
Average
2023
2022
2021
2020
2019
Average
10%
6%
8%
4%
6%
4%
2%
All Products Upper Quartile
All Products Upper Quartile
2%
0% Average Annualised Returns
0% Average Annualised Returns
Lower Quartile
Lower Quartile
2023
2022
2021
2020
2019
Average
2023
2022
2021
2020
2019
Average
*FTSE 100 or FTSE CSDI which measures the performance of the same 100 shares in the same weightings as the FTSE 100 but accounts for dividends differently. The two are over 99% correlated, so we have therefore grouped the two underlyings for the purpose of this review and refer to them collectively as FTSE.
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