Structured Products Annual Performance Review 2022
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Analysis and Annualised Performance by Product Shape - Autocall/Kick-Out Products By Product Type Capital at Risk
Deposits and Capital Protected
5 year average
5 year average
Structured Product Maturities
2021
2020 2019 2018 2017
2021
2020 2019 2018 2017
All products Number of product maturities
395 386
5 4
87 67 13
158 152
187 185
365 351
238 228
10
19 15
12
10
11
Number of products producing positive returns Number of products returning capital only
1
8 4 0
9
7 4 0
8
1
3 3
2 0
9 5
7 3
9 0
4 0
1
1
0
Number of products which lost capital Average duration / term (years)
7
0
2.90
3.60
3.18
2.35
2.18
2.51
2.62
5.71
3.63
3.67
3.20
3.93
Average annualised return All products
7.07% 9.69% 4.88%
3.99% 5.67% 0.00%
4.47% 7.16% 7.88% 8.23% 7.37% 9.84% 9.90% 9.72% 11.57% 10.31% -5.17% 4.00% 6.18% 4.90% 4.24%
0.29% 2.94% 2.77% 4.41% 2.79% 0.97% 4.12% 4.38% 5.64% 4.02% 0.00% 0.54% 0.00% 2.79% 0.68%
Upper quartile Lower quartile
FTSE 100 Index Only Number of product maturities
227 227
4 4 0 0
40 40
97 97
128 128
187 187
136 136
1 1
15 15
8 8 0 0
8 8 0 0
7 7
Number of products producing positive returns Number of products returning capital only
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
Number of products which lost capital Average duration / term (years)
2.47
3.00
2.33
2.15
2.15
2.31
2.31
3.00
3.00
3.00
3.00
3.00
Average annualised return All products
7.23% 9.70% 5.45%
4.99% 5.67% 4.31%
7.31% 7.41% 7.71% 7.62% 7.46% 9.59% 9.48% 9.40% 9.36% 9.51% 5.71% 5.71% 6.32% 6.23% 5.88%
2.91% 3.72% 4.16% 4.67% 4.15%
Upper quartile Lower quartile
- -
4.13% 4.42% 5.10% 4.47% 2.97% 3.85% 4.19% 3.50%
Non-FTSE 100 Index Only Number of product maturities
168 159
1
47 27 13
61 55
59 57
178 164
103
9 0 9 0
4 0 4 0
4 0 4 0
2
4 0 4 0
0
Number of products producing positive returns Number of products returning capital only
92
1 1
8
1
3 3
2 0
9 5
7 3
1
0
Number of products which lost capital Average duration / term (years)
7
0
3.49
6.01
3.91
2.66
2.24
2.72
3.02
6.01
6.00
5.00
4.00
5.61
Average annualised return All products
6.85% 9.56% 4.16%
0.00%
2.06% 6.76% 8.26% 8.87% 7.26% 10.04% 10.64% 10.29% 13.03% 11.02% -10.31% 1.13% 6.15% 3.94% 2.63%
0.00% 0.00% 0.00% 3.36% 0.34%
- -
Upper quartile Lower quartile
0.00% 0.00% 0.00% - 0.00% 0.00% 0.00% -
0.00% 0.00%
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