Five Year Performance Review 2023

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Analysis and Annualised Performance by Product Shape - Autocall/Kick-Out Products (All Products) By Product Type Capital at Risk Deposits and Capital Protected Structured Product Maturities 2022 2021 2020 2019 2018 Average 2022 2021 2020 2019 2018 Average

All products Number of product maturities

433 433

22 22

395 386

87 67 13

158 152

187 185

252 245

5 4

10

19 15

12

14 10

Number of products producing positive returns Number of products returning capital only

1

8 4 0

0 0

0 0

8

3 3

2 0

5 2

1

9 0

4 0

4 0

Number of products which lost capital Average duration / term (years)

1

7

0

2.73

3.87

2.9

3.18

2.35

2.18

2.69

3.60

5.71

3.63

3.67

4.02

Average annualised return All products

7.22% 9.40% 5.56%

4.17% 5.59% 3.04%

7.07% 4.47% 7.16% 7.88% 7.07% 9.69% 9.84% 9.90% 9.72% 9.63% 4.88% -5.17% 4.00% 6.18% 4.50%

3.99% 0.29% 2.94% 2.77% 3.00% 5.67% 0.97% 4.12% 4.38% 4.29% 0.00% 0.00% 0.54% 0.00% 1.13%

Upper quartile Lower quartile

Capital at Risk Autocall Plans 2018-22

Deposits and Capital Protected Autocall Plans 2018-22

500 450 400 350 300 250 150 100 50 0 10% 8% 6% 4% 2% 0%

3.5 3 2.5 2 1.5 1 0.5 0

25

6 5 4 3 2 1 0

20

15

No. of Positive Returns No. Returning Capital Only No. Realising Loss Average Term

10

No. of Positive Returns No. Returning Capital Only Average Term

No. of Plans

No. of Plans

5

Average Term (Years)

Average Term (Years)

0

2022

2021

2020

2019

2018

Average

2022

2021

2020

2019

2018

Average

6%

4%

2%

Lower Quartile All Products Upper Quartile

Lower Quartile All Products Upper Quartile

-2% -4% -6% Average Annualised Returns %

0% Average Annualised Returns %

2022

2021

2020

2019

2018

Average

2022

2021

2020

2019

2018

Average

15

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