Structured Products Annual Performance Review 2020

Analysis and Annualised Performance 2019

All Plans

Lowes 'Preferred' Plans

By Product Type

Capital at Risk Capital 'Protected' Structured Deposits

Capital at Risk Capital 'Protected' Structured Deposits

80 68 12

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

59 59

0

12 12

243 236

11 11

- - - - - - -

3 4

0 0

0 0

0 0

0

3.32

6.00

5.01

Average Duration / Term (Years) Average Annualised Returns

3.35

5.33

6.74% 9.38% 3.81%

3.31% 5.16% 2.07%

3.01% 5.05% 0.37%

Upper Quartile Lower Quartile All Products

7.80% 9.82% 6.03%

4.38% 5.64% 2.44%

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 Number of Products which Lost Capital

Capital at Risk Capital 'Protected' Structured Deposits

Capital at Risk Capital 'Protected' Structured Deposits

53 53

49 49

0

12 12

160 160

7 7 0 0

- - - - - - -

0 0

0 0

0 0

0 0

3.36

6.00

4.72

3.11

5.33

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

6.81% 8.99% 5.03%

3.76% 5.51% 1.99%

3.81% 5.14% 2.35%

7.65% 9.53% 6.00%

4.38% 5.64% 2.44%

Lower Quartile

Lowes 'Preferred' Plans

All Plans

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

Capital at Risk Capital 'Protected' Structured Deposits

Capital at Risk Capital 'Protected' Structured Deposits

27 15 12

10 10

0

0-

0

83 76

4 4 0 0

- -

- - - - - - -

3 4

0 0

-

- - - - - -

0

- - - - -

3.24

6.00

5.60

4.50

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

6.59% 10.04% 1.69%

2.52% 3.09% 2.23%

1.44% 4.30% 0.00%

8.51% 10.99% 6.40%

Lower Quartile