Structured Products Annual Performance Review 2020

Analysis and Annualised Performance by Product Shape - Growth Products

All Plans

Lowes 'Preferred' Plans

All Growth Plans

Capital at Risk Capital 'Protected'

Deposits

Capital at Risk Capital 'Protected'

Deposits

24 24

10 10

40 40

10 10

0

9 9 0 0

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

- - - - - - -

0 0

0 0

0 0

0 0

5.63

6.00

5.15

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

6.00

5.11

6.60% 8.51% 4.79%

3.42% 5.16% 2.07%

3.11% 5.06% 1.08%

6.91% 8.14% 5.24%

4.33% 5.77% 1.42%

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

26 26

6 6 0 0

0

9 9 0 0

20 20

7 7 0 0

- - - - - - -

0 0

0 0

5.55

6.00

5.12

6.00

5.11

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

6.59% 8.67% 4.68%

3.76% 5.51% 1.99%

3.54% 5.17% 1.87%

7.06% 8.14% 5.19%

4.33% 5.77% 1.42%

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

0

14 14

4 4 0 0

0

4 4 0 0

3 3 0 0

- - - - - - -

- - - - - - -

0 0

6.00

6.00

6.00

5.22

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

6.68% 7.55% 5.34%

2.61%

2.30% 4.72% 0.58%

6.68% 7.55% 5.34%

- -

Lower Quartile