SPR Structured Products Annual Review - Exante Webinar
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Analysis and Annualised Performance by Product Shape - Income Products By Product Type Capital at Risk
Deposits and Capital Protected
5 year average
5 year average
Structured Product Maturities
2020 2019 2018 2017
2016
2020 2019 2018 2017
2016
All products Number of product maturities
46 38
8 8 0 0
61
53 53
87 87
56 56
61 59
21 13
11
6 6 0 0
12 12
12 10
Number of products producing positive returns Number of products returning capital only
60
10
0 8
0
0 0
0 0
0 0
0 2
8 0
1
0 0
2 0
Number of products which lost capital Average duration / term (years)
1
0
5.87
6.01
4.92
4.14
4.38
5.11
4.81
6.00
6.00
5.85
5.34
5.85
Average annualised return All products
3.96% 6.81% -1.34%
4.06% 4.47% 3.56%
5.69% 6.11% 6.41% 5.96% 5.76% 7.37% 7.24% 7.65% 6.92% 7.26% 3.68% 5.13% 5.29% 5.21% 3.92%
2.90% 3.08% 5.53% 4.13% 3.62% 5.70% 4.91% 5.98% 5.25% 5.32% 0.00% 0.44% 5.17% 3.43% 1.82%
Upper quartile Lower quartile
FTSE 100 Index Only Number of product maturities
23 23
8 8 0 0
43 43
35 35
60 60
50 50
42 42
12 12
8 8 0 0
6 6 0 0
12 12
9 9 0 0
Number of products producing positive returns Number of products returning capital only
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
Number of products which lost capital Average duration / term (years)
5.90
6.01
5.05
3.87
5.01
5.27
4.99
6.00
6.00
5.85
5.34
5.81
Average annualised return All products
5.25% 5.84% 4.79%
4.06% 4.47% 3.56%
5.56% 5.98% 6.05% 5.87% 5.81% 6.73% 6.96% 6.94% 6.60% 6.70% 4.49% 5.00% 5.21% 5.24% 4.99%
4.51% 4.07% 5.53% 4.13% 4.39% 5.72% 5.13% 5.98% 5.25% 5.31% 3.70% 2.96% 5.17% 3.43% 3.05%
Upper quartile Lower quartile
Non-FTSE 100 Index Only Number of product maturities
23 15
0
18 17
18 18
27 27
6 6 0 0
18 17
9
3 2
0
0
2
- - - - - - -
Number of products producing positive returns Number of products returning capital only
1
- - - -
- - - - - - -
1
0 8
0
0 0
0 0
0 2
8 0
1
2 0
Number of products which lost capital Average duration / term (years)
1
0
5.85
4.61
4.64
2.99
3.80
4.40
6.00
6.00
6.00
Average annualised return All products
2.67% 7.09% -5.67%
5.98% 6.37% 7.22% 6.66% 5.64% 8.02% 7.63% 8.17% 7.98% 7.75% 2.63% 5.45% 6.11% 5.18% 2.29%
0.75% 0.44% -
0.67% 2.53% 0.00%
Upper quartile Lower quartile
3.37% - 0.00% -
- -
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