Structured Products Annual Performance Review 2019

Analysis and Annualised Performance by Product Shape - Growth & Digital Growth Products

All Plans

Lowes 'Preferred' Plans

All Growth Plans

Capital at Risk Capital 'Protected'

Deposits

Capital at Risk Capital 'Protected'

Deposits

61 51 10

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

17 17

1 1 0 0

13 13

31 31

31 25

0 0

6 0

0 0

0 0

0

5.59

6.31

5.68

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

5.54

5.92

5.60

8.01% 10.95% 5.50%

3.51% 5.64% 0.54%

3.77% 5.86% 0.84%

8.98% 11.43% 7.13%

6.10%

4.81% 6.23% 3.04%

- -

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 Growth Plans Number of Products which Lost Capital

Capital at Risk Capital 'Protected'

Deposits

Capital at Risk Capital 'Protected' Deposits

38 38

17 17

1 1 0 0

13 13

30 30

15 15

0 0

0 0

0 0

0 0

0 0

5.57

6.38

5.76

5.54

5.92

5.60

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

8.01% 10.95% 5.50%

4.62% 5.89% 3.39%

4.69% 5.87% 3.47%

8.98% 11.43% 7.13%

6.10%

4.81% 6.23% 3.04%

- -

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 Growth Plans Number of Products which Lost Capital

Capital at Risk Capital 'Protected'

Deposits

Capital at Risk Capital 'Protected' Deposits

23 13 10

0

0

0

1 1

16 10

- - - -

- - - - - - -

- - - -

0 0 6

6 0

0

6.24

5.56

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

-

7.94%

2.48% 5.08%

2.23% 5.11%

- -

-

-

-

-

-

0%

0%

Lower Quartile