Structured Products Annual Performance Review 2019

Analysis and Annualised Performance by Product Shape - Income Products

All Plans

Lowes 'Preferred' Plans

All Income Plans

Capital at Risk Capital 'Protected'

Deposits

Capital at Risk Capital 'Protected'

Deposits

11 10

Number of Products Returning Capital Only Number of Products which Lost Capital Number of Product Maturities Number of Products Producing Positive Returns

7 7 0 0

0

0

53 53

0

- - - - - - -

-

- - -

0 0

- - -

1 0

-

4.14

6.00

Average Duration / Term (Years) Average Annualised Returns All Products

6.00

- - -

- - -

6.11% 7.24% 5.13%

3.08% 4.91% 0.44%

5.78% 6.45% 5.30%

Upper Quartile Lower Quartile

Lowes 'Preferred' Plans

All Plans

Number of Product Maturities Number of Products Producing Positive Returns Number of Products Returning Capital Only FTSE 100 Index only Income Plans Number of Products which Lost Capital

Capital at Risk Capital 'Protected'

Deposits

Capital at Risk Capital 'Protected' Deposits

8 8

7 7

0

0

35 35

0

- - - - - - -

- - - -

- - - -

0 0

0 0

0 0

3.87

6.00

6.00

Average Duration / Term (Years) Average Annualised Returns All Products Upper Quartile

- - -

5.98% 6.96% 5.00%

- - -

4.07% 5.13% 2.96%

5.78% 6.45% 5.30%

Lower Quartile

All Plans

Lowes 'Preferred' Plans

Number of Product Maturities Number of Products Producing Positive Returns Number of Products Returning Capital Only Non-FTSE 100 Index only Income Plans Number of Products which Lost Capital

Capital at Risk Capital 'Protected'

Deposits

Capital at Risk Capital 'Protected' Deposits

3

0

0

0

18 18

0

- - - -

2 1 0

- - -

- - - - - - -

- - - - - - -

0 0

-

4.64

6.00

Average Duration / Term (Years) Average Annualised Returns All Products Upper Quartile

-

-

6.37% 7.63% 5.45%

0.44%

- -

- -

- -

Lower Quartile