Structured Products Annual Performance Review 2021 - T

Analysis and Annualised Performance 2020

Lowes ‘Preferred’ Plans are illustrated in brackets

By Product Type

Structured Product Maturities

Capital at Risk

Capital Protected Structured Deposits

Number of Maturities

173 [41] 133 [31] 24 [10]

4 [0]

58 [14]

Number Generated Positive Returns Number Returned Capital Only

2 2 0

28 [7] 30 [7]

Number Lost Capital

16 [0]

0 [0]

Average Duration / Term (Years)

4.53 [5.02]

6.00

5.46 [6.01]

Average Annualised Returns

All Products

4.22% [5.35%] 9.22% [10.49%] -4.01% [0.00%]

1.81% 4.51% 0.00%

1.53% [1.79%] 3.98% [4.34%] 0.00% [0.00%]

Upper Quartile Lower Quartile

FTSE 100 Index only

Structured Product Maturities

Capital at Risk

Capital Protected Structured Deposits

Number of Maturities

86 [27] 77 [20]

1 (0)

31 [13]

Number Generated Positive Returns Number Returned Capital Only

0 1 0

17 [6] 14 [7]

9 [7] 0 [0]

Number Lost Capital

0 [0]

Average Duration / Term (Years)

4.24 [4.75]

6.00

5.33 [6.01]

Average Annualised Returns

All Products

5.68% [4.61%] 8.48% [7.98%] 2.43% [0.00%]

0.00%

1.88% [1.88%] 4.17% [4.40%] 0.00% [0.00%]

Upper Quartile Lower Quartile

- -

Non- FTSE 100 Index only

Structured Product Maturities

Capital at Risk

Capital Protected Structured Deposits

Number of Maturities

87 [14] 56 [11]

3 (0)

27 [1] 11 [1] 16 [0]

Number Generated Positive Returns Number Returned Capital Only

2 1 0

15 [3] 16 [0]

Number Lost Capital

0 [0]

Average Duration / Term (Years)

4.82 [5.54]

6.00

5.6 [6.01]

Average Annualised Returns

All Products

2.78% [6.78%] 9.85% [13.29%] -8.29% [0.86%]

2.41%

1.14% [0.62%]

Upper Quartile Lower Quartile

- -

3.58% 0.00%

7