Finance and Capital Management

M&G plc Solvency II Sensitivities Group Shareholder Solvency II market sensitivities (%) As of H1 2019 Base Shareholder S2 ratio 20% fall in equity markets 169 162 50bp fall in interest rates 162 100bp increase in credit spreads 20% credit asset downgrade¹ 1. Average impact of one full letter downgrade across 20% of assets exposed to credit risk Note: Sensitivities assuming recalculation of Transitional Measures on Technical Provisions (TMTP) 166 162 70

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