Supplementary Data & Loss Analysis

Analysis and Annualised Performance by Product Shape - Growth Products

All Growth Plans

Capital at Risk

Structured Product Maturi�es

Capital ‘Protected’

Structured Deposits

609 470 139 0 4.83

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

497 452 26 19 4.95

590

440 146 4 5.28

Average Annualised Returns

7.59% 12.62% 1.70%

3.49% 7.50% -0.02%

3.30% 6.64% 0.02%

All Products Upper Quar�le Lower Quar�le

FTSE 100 Index Only Growth Plans

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

Capital at Risk

Capital ‘Protected’

Structured Deposits

442 356 82 4 5.18

447

435 413 21 1 4.89

383 64 0 4.62

Average Annualised Returns

8.28% 12.83% 3.44%

All Products Upper Quar�le Lower Quar�le

3.88% 7.59% 0.20%

3.83% 6.81% 0.47%

Non -FTSE 100 Growth Plans

Structured Product Maturi�es

Capital at Risk

Capital ‘Protected’

Structured Deposits

62 39 5

148 84 64 0 5.55

162 87 75 0 5.39

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

18 5.38

Average Annualised Returns

1.83% 5.58% 0.00%

2.32% 6.85% 0.00%

2.79% 9.19% -3.61%

All Products Upper Quar�le Lower Quar�le