View the 100% Capital Protected High Dividend Basket ... - Coutts

Illustration of Performance of the Strategy
Performance of the Basket Return Characteristics Initial
Investment
5 year historical and simulated performance of the Basket
180
Coutts Structured Investments Plan
Potential Total
Return (gross of
tax)
Basket performance is +35% Initial investment amount + return equal to 1.25 times £50,000 £67,500
the percentage rise of the Basket from its closing level on
the First Fixing Date, subject to a maximum return of
35% (giving a 35% return)
Basket performance is +20% Initial investment amount + return equal to 1.25 times £50,000 £62,500
the percentage rise of the Basket from its closing level on
the First Fixing Date, subject to a maximum return of
35% (giving a 25% return)
Basket performance is zero Initial investment returned £50,000 £50,000
Basket performance is -5% Initial investment returned £50,000 £50,000
Basket performance is -15% Initial investment returned £50,000 £50,000
170
160
150
Basket 140
performance
(re-based at 130
100)
120
110
100
90
80
17/10/2005
17/12/2005
17/02/2006
17/04/2006
17/06/2006
17/08/2006
17/10/2006
17/12/2006
17/02/2007
17/04/2007
17/06/2007
17/08/2007
17/10/2007
17/12/2007
17/02/2008
17/04/2008
17/06/2008
17/08/2008
17/10/2008
17/12/2008
17/02/2009
17/04/2009
17/06/2009
17/08/2009
17/10/2009
17/12/2009
17/02/2010
17/04/2010
17/06/2010
17/08/2010
Annual performance of the Basket over the last 5 years
17 October 2005 to
16 October 2006
17 October 2006 to
16 October 2007
17 October 2007 to
16 October 2008
17 October 2008 to
16 October 2009
17 October 2009 to
16 October 2010
Annual Basket
Performance 23.31% 23.23% -33.95% 16.70% 8.39%
Source: Bloomberg, 22 October 2010. The information in the graph and table above refers to simulated past performance and
past performance of the Basket, both of which cannot be relied on as a guide to the future performance of the Basket. Past
performance of the Basket is calculated based on the performance of each underlying component. Price data for shares of
Philip Morris International Inc. prior to March 2008 was not available as Philip Morris International Inc. was spun off from
Altria Group Inc in March 2008. The performance of Philip Morris International Inc. shares prior to this date has been
simulated. To calculate this performance the percentage performance of Altria Group Inc shares for the relevant period has
been calculated and such percentage performance has been assumed to apply to the Philip Morris International Inc. shares
during the relevant period.
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