Annual Report and Accounts 2007

Financial Statements

Abbreviations and definitions

Abbreviations

ABI Association of British Insurers
ABS Asset Backed Securities
AGM Annual General Meeting
ALM Asset Liability Management
APE Annualised Premium Equivalent
DPF Discretionary Participation Features
EEV European Embedded Value
EPS Earnings Per Share
ESOS Executive Share Option Scheme
EURIBOR Euro Interbank Offered Rate
F&C F&C Asset Management plc
FFA Fund for Future Appropriations
FPI Friends Provident International
FPLA Friends Provident Life Assurance Limited
FPLP Friends Provident Life & Pensions Limited
FPMS Friends Provident Management Services Limited
FPP Friends Provident Pensions Limited
FPPS Friends Provident Pension Scheme
FRC Financial Risk Committee
FRS Financial Reporting Standard
FSA Financial Services Authority
GAAP Generally Accepted Accounting Practice
HMRC HM Revenue and Customs
HNWI High Net Worth Individual
IAS International Accounting Standard
IFA Independent Financial Adviser
IFRS International Financial Reporting Standard
IRR Internal Rate of Return
LDI Liability Driven Investment
LIBOR London Interbank Offered Rate
LTIP Long Term Incentive Plan
LTRP Long Term Remuneration Plan
OLAB Overseas Life Assurance Business
ORC Operational Risk Committee
PPFM Principles and Practices of Financial Management
PVIF Present Value of In-force
PVNBP Present Value of New Business Premiums
RBS Realistic Balance Sheet
RCM Risk Capital Margin
RPI Retail Prices Index
STICS Step-up Tier one Insurance Capital Securities
TSR Total Shareholder Return

Definitions

EEV underlying profit is based on expected investment return and excludes: (i) amortisation and impairment of non-covered business acquired intangible assets (ii) effect of economic assumption changes (iii) non-recurring items; and is stated after deducting interest payable on STICS.

IFRS underlying profit is based on longer-term investment return and excludes: (i) policyholder tax (ii) returns attributable to minority interests in policyholder funds (iii) non-recurring items (iv) amortisation and impairment of acquired intangible assets and present value of acquired in-force business; and is stated after deducting interest payable on STICS.

Present Value of New Business Premiums (PVNBP) represents new single premiums plus the expected present value of new business regular premiums.

Annualised Premium Equivalent (APE) represents annualised new regular premiums plus 10% of single premiums.

Internal Rate of Return (IRR) is equivalent to the discount rate at which the present value of the after tax cash flows expected to be earned over the lifetime of the business written is equal to the capital invested to support the writing of the business. All assumptions and expenses in the calculation of IRR are consistent with those used for calculating the contribution from new business.

Cash payback on new business is the time at which the value of the expected cash flows, after tax, is sufficient to have recouped the capital invested to support the writing of the business. The cash flows are discounted at the appropriate risk-discount rate, and calculated on the same assumptions and expense basis as those used for the contribution from new business.

Margins are defined as the pre-tax contribution from new business generated by each product type, divided by the new business volume for that product. Contribution is calculated using economic assumptions at the beginning of the period, and is quoted after the cost of required capital, share based payments and including an apportionment of fixed acquisition expenses across products.