Structured Products Annual Performance Review 2019

Analysis and Annualised Performance by Product Shape - Auto-calls / Kick-out Products

All Plans

Lowes 'Preferred' Plans

All Auto-Calls

Capital at Risk Capital 'Protected'

Deposits

Capital at Risk Capital 'Protected'

Deposits

182 180

2 0 2 0

10

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

69 69

0

0

- - - -

8 2 0

- - - - - - -

2 0

0 0

2.18

4.01

3.60

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

2.16

- - -

7.88% 9.73% 6.19%

0.00%

3.33% 4.38% 1.28%

8.43% 10.02% 6.82%

- -

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 Auto-calls Number of Products which Lost Capital

Capital at Risk Capital 'Protected'

Deposits

Capital at Risk Capital 'Protected' Deposits

0

- - - - 0

8 8 0 0

52 52

125 125

0

- - - - - - -

- - - -

0 0

0 0

2.15

3.00

2.18

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

-

7.72% 9.40% 6.33%

4.16% 4.42% 3.85%

8.15% 9.53% 6.68%

- - -

- -

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 Auto-calls Number of Products which Lost Capital

Capital at Risk Capital 'Protected'

Deposits

Capital at Risk Capital 'Protected' Deposits

2

2 0 2 0

17 17

0

0

57 55

0 2 0 4.00

- - - - - - -

- - - - - - -

2 0

0 0

2.24

6.00

2.12

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

8.25% 10.36% 6.04%

0.00%

9.29% 11.07% 7.97%

0.00% - -

- -

Lower Quartile