Annual Performance Review 2023

Analysis and Annualised Performance by Product Shape - Autocall/Kick-Out Products

Analysis and Annualised Performance by Product Shape - Growth Products

By Product Type

By Product Type

Capital at Risk

Structured Deposits

Capital at Risk

Structured Deposits

Structured Product Maturities

Structured Product Maturities

All products Lowes ‘Preferred’ products

All products Lowes ‘Preferred’ products

All products Lowes ‘Preferred’ products

All products Lowes ‘Preferred’ products

Number of Maturities

433 433

64 64

22 22

10 10

Number of Maturities

34 34

21 21

46 36

2 2 0 0

Number Generated Positive Returns Number Returned Capital Only

Number Generated Positive Returns Number Returned Capital Only

0 0

0 0

0 0

0 0

0 0

0 0

10

Number Lost Capital

Number Lost Capital

0

Average Duration / Term (Years)

2.73

2.85

3.87

3.50

Average Duration / Term (Years)

5.92

6.00

4.63

6.00

Average Annualised Returns

Average Annualised Returns

All Products

7.22% 9.40% 5.56%

8.56% 11.30% 6.69%

4.17% 5.59% 3.04%

4.76% 5.62% 4.22%

All Products

6.54% 8.63% 4.40%

7.70% 9.00% 6.00%

2.93% 4.76% 0.13%

5.00%

Upper Quartile Lower Quartile

Upper Quartile Lower Quartile

- -

FTSE 100 and FTSE CSDI Indicies Only*

FTSE 100 Only

Capital at Risk

Structured Deposits

Capital at Risk

Structured Deposits

Structured Product Maturities

Structured Product Maturities

All products Lowes ‘Preferred’ products

All products Lowes ‘Preferred’ products

All products Lowes ‘Preferred’ products

All products Lowes ‘Preferred’ products

Number of Maturities

307 307

63 63

20 20

10 10

Number of Maturities

34 34

21 21

37 33

2 2 0 0

Number Generated Positive Returns Number Returned Capital Only

Number Generated Positive Returns Number Returned Capital Only

0 0

0 0

0 0

0 0

0 0

0 0

4 0

Number Lost Capital

Number Lost Capital

Average Duration / Term (Years)

2.54

2.86

3.91

3.50

Average Duration / Term (Years)

5.92

6.00

4.54

6.00

Average Annualised Returns

Average Annualised Returns

All Products

7.06% 9.28% 5.42%

8.43% 10.86% 6.69%

4.05% 5.27% 2.93%

4.76% 5.62% 4.22%

All Products

6.54% 8.63% 4.40%

7.70% 9.00% 6.00%

3.55% 4.86% 1.77%

5.00%

Upper Quartile Lower Quartile

Upper Quartile Lower Quartile

- -

Non-FTSE 100 / CSDI Indices Only

Non-FTSE 100 Only

Capital at Risk

Structured Deposits

Capital at Risk

Structured Deposits

Structured Product Maturities

Structured Product Maturities

All products Lowes ‘Preferred’ products

All products Lowes ‘Preferred’ products

All products Lowes ‘Preferred’ products

All products Lowes ‘Preferred’ products

Number of Maturities

126 126

1 1

2 2 0 0

0

Number of Maturities

0

0

9 3 6 0

0 0 0 0 0

Number Generated Positive Returns Number Returned Capital Only

- - - - - - -

Number Generated Positive Returns Number Returned Capital Only

- - - - - - -

- - - - - - -

0 0

0 0

Number Lost Capital

Number Lost Capital

Average Duration / Term (Years)

3.20

2.00

3.50

Average Duration / Term (Years)

5.00

Average Annualised Returns

Average Annualised Returns

All Products

7.59% 9.62% 6.14%

16.59%

5.45%

All Products

0.37% 0.00%

- - -

Upper Quartile Lower Quartile

- -

- -

Upper Quartile Lower Quartile

1.12%

* The FTSE CSDI measures the performance of the same 100 shares in the same weightings as the FTSE 100 and the two are over 99% correlated – we have therefore grouped the two underlings together for the purpose of the review.

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