Supplementary Data & Loss Analysis

Macro analysis for the 2010-19 decade

• 4,444 – structured products issued. • 3,895 products matured.

• 2,467 maturi�es were capital at risk plans • 60 (1.54%) of all maturi�es returned a loss • 3 years, 9 months average investment dura�on

• 7.84% - average annualised return from capital at risk products • 3.64% - average annualised return from deposit-based products • 5.56% - average annualised return from income plans

Headline Data

Number Lost Capital

Headline Data - All Products

3895 3468 367 60 3.75

Number of Maturi�es Number Generated Posi�ve Returns Number Returned Capital Only Averge Dura�on / Term (Years) Number Lost Capital

Average Annualised Returns

All Products Upper Quar�le Lower Quar�le

6.27% 10.85% 1.14%