Structured Products Annual Performance Review 2022

Analysis and Annualised Performance by Product Shape - Autocall/Kick-Out Products

By Product Type

Capital at Risk

Structured Deposits

Structured Product Maturities

Lowes ‘Preferred’ products

Lowes ‘Preferred’ products

All products

All products

Number of Maturities

395 386

52 49

5 4

4 4 0 0

Number Generated Positive Returns Number Returned Capital Only

8

3 0

1

Number Lost Capital

1

0

Average Duration / Term (Years)

2.90

3.14

3.60

3.00

Average Annualised Returns

All Products

7.07% 9.69% 4.88%

7.62% 11.67% 4.58%

3.99% 5.67% 0.00%

4.99% 5.67% 4.31%

Upper Quartile Lower Quartile

FTSE 100 Index only

Capital at Risk

Structured Deposits

Structured Product Maturities

Lowes ‘Preferred’ products

Lowes ‘Preferred’ products

All products

All products

Number of Maturities

227 227

46 46

4 4 0 0

4 4 0 0

Number Generated Positive Returns Number Returned Capital Only

0 0

0 0

Number Lost Capital

Average Duration / Term (Years)

2.47

3.00

3.00

3.00

Average Annualised Returns

All Products

7.23% 9.70% 5.45%

7.58% 10.01% 6.03%

4.99% 5.67% 4.31%

4.99% 5.67% 4.31%

Upper Quartile Lower Quartile

Non- FTSE 100 Index only

Capital at Risk

Structured Deposits

Structured Product Maturities

Lowes ‘Preferred’ products

Lowes ‘Preferred’ products

All products

All products

Number of Maturities

168 159

6 3 3 0

1

0

Number Generated Positive Returns Number Returned Capital Only

0

- - - - - - -

8

1

Number Lost Capital

1

0

Average Duration / Term (Years)

3.49

4.17

6.01

Average Annualised Returns

All Products

6.85% 9.56% 4.16%

7.94% 19.54% 0.00%

0.00%

Upper Quartile Lower Quartile

- -

12