Structured Products Annual Performance Review 2021 - T

Analysis and Annualised Performance by Product Shape - Income Products

Lowes ‘Preferred’ Plans are illustrated in brackets

By Product Type

Structured Product Maturities

Capital at Risk

Capital Protected Structured Deposits

Number of Maturities

46 [0]

0 [0]

8 [6] 8 [6] 0 [0] 0 [0]

Number Generated Positive Returns Number Returned Capital Only

38

- - - - - - -

0 8

Number Lost Capital

Average Duration / Term (Years)

5.87

6.01 [6.01]

Average Annualised Returns

All Products

3.96% 6.81% -1.34%

4.06% [4.08%] 4.47% [4.47%] 3.56% [3.56%]

Upper Quartile Lower Quartile

FTSE 100 Index only

Structured Product Maturities

Capital at Risk

Capital Protected Structured Deposits

Number of Maturities

23 [0]

0 [0]

8 [6] 8 [6] 0 [0] 0 [0]

Number Generated Positive Returns Number Returned Capital Only

23

- - - - - - -

0 0

Number Lost Capital

Average Duration / Term (Years)

5.90

6.01 [6.01]

Average Annualised Returns

All Products

5.25% 5.84% 4.79%

4.06% [4.08%]

Upper Quartile Lower Quartile

4.47% 3.56%

Non- FTSE 100 Index only

Structured Product Maturities

Capital at Risk

Capital Protected Structured Deposits

Number of Maturities

23 [0]

0 [0]

0 [0]

Number Generated Positive Returns Number Returned Capital Only

15

- - - - - - -

- - - - - - -

0 8

Number Lost Capital

Average Duration / Term (Years)

5.85

Average Annualised Returns

All Products

2.67% 7.09% -5.67%

Upper Quartile Lower Quartile

10