Lowes Structured Product Autocall Review

The dominance of autocalls in the UK retail sector 2003 - 2019

g Auto-Call / Kick-Out g Growth Product g Income Product

These autocalls ranged from deposit-based FTSE 100 only linked structures, to those linked to two, or three mainstream indices, baskets of commodities and baskets of shares. Of all of these autocalls, the dominant shape was capital at risk structures, linked solely to the FTSE 100 index with 1,609 being issued between 2003 and the end of 2020.

FTSE 100 linked, capital at risk autocalls issued per year

250

200

150

100

Number Issued

50

0

2003

2004

2005

2006

2007

3008

2009

2010

2011

2012

2013

2014

2015

2016

2017

2018

2019

2020

3

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