20 June 2024

NOTICE

BNP Paribas Issuance B.V.

(incorporated in The Netherlands)

(as Issuer)

Legal entity identifier (LEI): 7245009UXRIGIRYOBR48

BNP Paribas

(incorporated in France)

(as Guarantor)

Legal entity identifier (LEI): R0MUWSFPU8MPRO8K5P83

Issue of up to SEK 100,000,000 Credit Linked Certificates with principal and interest at risk on

a 2.4% to 5.6% tranche of the iTraxx Europe Crossover Series 41, Version 1 due July 2029

under the Note, Warrant and Certificate Programme of BNP Paribas Issuance B.V., BNP Paribas and

BNP Paribas Fortis Funding

Issue Date: 24 June 2024

Series Number: FICRT 16460 AP

ISIN: SE0022239471

(the "Securities")

This Notice should be read in conjunction with the Final Terms dated 29 May 2024 in respect of the above Securities.

Holders are informed of the amendments set out in the attached blacklined version of the Final Terms and ISS.

All other terms and conditions remain unchanged.

Any investors who have indicated acceptances of the offer prior to the date of publication of this Notice, have the right within three working days of such publication to withdraw their acceptances.

Signed on behalf of BNP Paribas Issuance B.V.

As Issuer:

By:

(duly authorised)

FINAL TERMS FOR CERTIFICATES

The Base Prospectus expires on 31 May 2024 and the Issuer intends that the Base Prospectus will be

updated before expiry. The updated base prospectus will be available on https://rates-

globalmarkets.bnpparibas.com/documents/legaldocs/resourceindex.htm.

FINAL TERMS DATED 29 MAY 2024

BNP Paribas Issuance B.V.

(incorporated in The Netherlands)

(as Issuer)

Legal entity identifier (LEI): 7245009UXRIGIRYOBR48

BNP Paribas

(incorporated in France)

(as Guarantor)

Legal entity identifier (LEI): R0MUWSFPU8MPRO8K5P83

Issue of up to SEK 100,000,000 Credit Linked Certificates with principal and interest at risk on a

2.4% to 5.6% tranche of the iTraxx Europe Crossover Series 41, Version 1 due July 2029

under the Note, Warrant and Certificate Programme

of BNP Paribas Issuance B.V., BNP Paribas and BNP Paribas Fortis Funding

The Base Prospectus received approval no. 23-197 on 31 May 2023

Any person making or intending to make an offer of the Securities may only do so:

  1. in those Non-exempt Offer Jurisdictions mentioned in Paragraph 47 of Part A below, provided such person is a Manager or an Authorised Offeror (as such term is defined in the Base Prospectus) and that the offer is made during the Offer Period specified in that paragraph and that any conditions relevant to the use of the Base Prospectus are complied with; or
  2. otherwise in circumstances in which no obligation arises for the Issuer, the Guarantor or any Manager to publish a prospectus pursuant to Article 3 of the Prospectus Regulation or to supplement a prospectus pursuant to Article 23 of the Prospectus Regulation, in each case, in relation to such offer.

None of the Issuer, the Guarantor or any Manager has authorised, nor do they authorise, the making of any offer of Securities in any other circumstances.

Investors should note that if a supplement to or an updated version of the Base Prospectus referred to below is published at any time during the Offer Period (as defined below), such supplement or updated base prospectus, as the case may be, will be published and made available in accordance with the arrangements applied to the original publication of these Final Terms. Any investors who have indicated acceptances of the Offer (as defined below) prior to the date of publication of such supplement or updated version of the Base Prospectus, as the case may be, (the "Publication Date") have the right within three working days of the Publication Date to withdraw their acceptances.

Investors who, before the Base Prospectus is published, have already agreed to purchase or subscribe for the Securities which are the subject of the Non-exempt Offer, where the Securities have not yet been delivered to

1

such investors, have the right, exercisable within the period of three working days after the publication of the Base Prospectus to withdraw their acceptances.

2

PART A - CONTRACTUAL TERMS

Terms used herein shall be deemed to be defined as such for the purposes of the Conditions set forth in the Base Prospectus dated 31 May 2023, each Supplement to the Base Prospectus published and approved on or before the date of these Final Terms (copies of which are available as described below) and any other Supplement to the Base Prospectus which may have been published and approved before the issue of any additional amount of Securities (the "Supplements") (provided that to the extent any such Supplement (i) is published and approved after the date of these Final Terms and (ii) provides for any change to the Conditions of the Securities such changes shall have no effect with respect to the Conditions of the Securities to which these Final Terms relate) which together constitutes a base prospectus for the purposes of Regulation (EU) 2017/1129 (the "Prospectus Regulation") (the "Base Prospectus"). This document constitutes the Final Terms of the Securities described herein for the purposes of the Prospectus Regulation and must be read in conjunction with the Base Prospectus to obtain all the relevant information. A summary of the Securities is annexed to these Final Terms. The Base Prospectus and any Supplements to the Base Prospectus and these

Final Terms are available for viewing at https://rates- globalmarkets.bnpparibas.com/gm/Public/LegalDocs.aspx and copies may be obtained free of charge at the specified offices of the Security Agents.

References herein to numbered Conditions are to the terms and conditions of the relevant series of Securities and words and expressions defined in such terms and conditions shall bear the same meaning in these Final Terms in so far as they relate to such series of Securities, save as where otherwise expressly provided.

These Final Terms relate to the series of Securities as set out in "Specific Provisions for each Series" below. References herein to "Securities" shall be deemed to be references to the relevant Securities that are the subject of these Final Terms and references to "Security" shall be construed accordingly.

SPECIFIC PROVISIONS FOR EACH SERIES

Series Number:

Tranche Number:

Number of Securities issued: Number of Securities:

ISIN:

Common Code:

FICRT 16460 AP

1

Up to 10,000

Up to 10,000

SE0022239471

Notice of the Common Code will be published after the Trade Date in the same manner as the publication of these Final Terms and be available by accessing the following link: http://eqdpo.bnpparibas.com/SE0022239471.

Issue Price per Security:

100.0 per cent. of the Notional Amount

Redemption Date:

04 July 2029

Relevant Jurisdiction:

Not applicable

Share Amount/Debt Security Amount:

Not applicable

3

Specified Securities pursuant to Section

No

871(m):

GENERAL PROVISIONS

The following terms apply to each series of Securities:

1.

Issuer:

BNP Paribas Issuance B.V.

2.

Guarantor:

BNP Paribas

3.

Trade Date:

17 June 2024

4.

Issue Date and Interest Commencement

24 June 2024

Date:

5.

Consolidation:

Not applicable

6.

Type of Securities:

(a)

Certificates

(b)

The Securities are Credit Securities.

The provisions of Annex 12 (Additional Terms and

Conditions for Credit Securities) shall apply.

7.

Form of Securities:

Swedish Dematerialised Securities

8.

Business Day Centre(s):

The applicable Business Day Centres for the purposes

of the definition of "Business Day" in Condition 1 are

Stockholm and London

9.

Settlement:

Settlement will be by way of cash payment (Cash

Settled Securities).

10.

Rounding

Convention

for

Cash

Not applicable

Settlement Amount:

11. Variation of Settlement:

Issuer's option to vary settlement:

The Issuer does not have the option to vary settlement

in respect of the Securities.

12.

Final Payout

Not applicable

Payout Switch:

Not applicable

Aggregation:

Not applicable

13.

Relevant Asset(s):

Not applicable

14.

Entitlement:

Not applicable

15.

Exchange Rate / Conversion Rate:

Not applicable.

4

16.

Settlement Currency:

The settlement currency for the payment of the Cash

Settlement Amount is Swedish Krona ("SEK").

17.

Syndication:

The Securities will be distributed on a non-syndicated

basis.

18.

Minimum Trading Size:

SEK 10,000

19. Agent(s):

  1. Principal Security Agent:BNP Paribas Financial Markets S.N.C.

(b)

Security Agent(s):

Not applicable

20.

Registrar:

Not applicable

21.

Calculation Agent:

BNP Paribas

10 Harewood Avenue

London NW1 6AA

22.

Governing law:

English law

23.

Masse provisions (Condition 9.4):

Not applicable

PRODUCT SPECIFIC PROVISIONS

24.

Hybrid Securities:

Not applicable

25.

Index Securities:

Not applicable

26.

Share Securities:

Not applicable

27.

ETI Securities

Not applicable

28.

Debt Securities:

Not applicable

29.

Commodity Securities:

Not applicable

30.

Inflation Index Securities:

Not applicable

31.

Currency Securities:

Not applicable

32.

Fund Securities:

Not applicable

33.

Futures Securities:

Not applicable

34.

Credit Security Provisions:

Applicable

  1. Type of Credit Securities:
    1. Single Reference Entity Not applicable Credit Securities:

5

(ii)

Nth-to-Default

Credit Not applicable

Securities:

  1. Basket Credit Securities: Not applicable

(iv)

Tranched

Credit Applicable

Securities:

Attachment Point: 2.4%

Exhaustion Point: 5.6%

Incurred Recoveries: Not applicable

  1. Credit Linkage:

(i)

Reference Entity(ies):

Index Credit Securities

Relevant Annex:

iTraxx Europe Series 41 Version 1

Index RED Code: 2I666VDJ1;

Roll Date: 20 March 2024;

Annex Date: 15 March 2024.

Index Sponsor: Markit Indices Limited, or any

successor thereto

(ii)

Transaction Type:

As specified in the Relevant Annex

(iii)

Reference Entity Notional

As specified in the Relevant Annex

Amount/Reference Entity

Weighting:

  1. Reference Obligation(s): Applicable

Standard

Reference

As specified in the Relevant Annex

Obligation:

Seniority Level:

As specified in the Relevant Annex

  1. Credit Linked Interest Not applicable Only:
  2. Credit-LinkedPrincipal Not applicable Only:
  1. Terms relating to Credit Event Settlement

(i)

Settlement Method:

Zero Recovery

(ii)

Credit Unwind Costs

Not applicable

(iii)

Settlement at Maturity:

Not applicable

6

(iv) Settlement Currency

SEK

  1. Miscellaneous Credit Terms

(i)

Merger Event:

Not applicable

(ii)

Credit

Event Backstop

17 June 2024

Date:

(iii)

Credit Observation Period

Applicable: 20 June 2029

End Date:

(iv)

CoCo Supplement:

Not applicable

(v)

LPN Reference Entities:

Not applicable

(vi)

NTCE Provisions:

As per the Transaction Type

(vii)

Accrual

of Interest upon

Accrual to: Interest Payment Date

Credit Event:

(viii)

Interest

following

Not applicable

Scheduled Redemption:

  1. Hybrid Credit Securities: Not applicable
  2. Bonus Coupon Credit Not applicable Securities:

(xi)

Additional

Credit

Applicable

Security

Disruption

Change in Law: Applicable

Events:

Hedging Disruption: Applicable

Increased Cost of Hedging: Applicable

Disruption redemption basis: Fair Market Value

(xii)

Change

in

Standard

Applicable

Terms

and

Market

Conventions:

  1. Hedging Link Provisions: Applicable

(xiv)

Calculation

and

Applicable

Settlement Suspension:

(xv)

Additional

Credit

Not applicable

Provisions:

35. Underlying Interest Rate Securities: Not applicable

7

36.

Preference Share Certificates:

Not applicable

37.

OET Certificates:

Not applicable

38.

Illegality

(Security Condition

7.1)

Illegality: redemption in accordance with Security

and Force Majeure

(Security

Condition 7.1(d)

Condition 7.2):

Force Majeure: redemption in accordance with Security

Condition 7.2(b)

39.

Additional Disruption

Events

and

(a)

Additional

Disruption

Events:

Not

Optional

Additional

Disruption

applicable

Events:

(b)

The

following

Optional

Additional

Disruption Events apply to the Securities:

Administrator/Benchmark Event

(c)

Redemption:

Delayed Redemption on Occurrence of an

Additional Disruption Event and/or Optional

Additional Disruption Event: Not applicable

40.

Knock-in Event:

Not applicable

41.

Knock-out Event:

Not applicable

42. EXERCISE, VALUATION AND REDEMPTION

(a)

Notional Amount

of

each

SEK 10,000

Certificate:

(b)

Partly Paid Certificates:

The Certificates are not Partly Paid Certificates

(c)

Interest:

Applicable

(i)

Interest Period(s):

As specified in the Conditions

(ii)

Interest Period End

04 January, 04 April, 04 July and 04 October in each year,

Date(s):

from and including 04 October 2024 to and including 04 July

2029

(iii)

Business

Day

None

Convention

for

Interest Period End

Date(s):

(iv)

Interest

Payment

04 January, 04 April, 04 July and 04 October in each year,

Date(s):

from and including 04 October 2024 to and including 04 July

2029

8

(v) Business

Day

Following

Convention

for

Interest Payment

Date(s):

  1. Party responsible Calculation Agent for calculating the
    Rate(s) of Interest
    and Interest Amount(s) (if not
    the Calculation Agent):

(vii)

Margin(s):

Not applicable

(viii)

Minimum Interest

As specified in the Conditions

Rate:

  1. Maximum Interest Not applicable
    Rate:

(x)

Day

Count

30/360, unadjusted

Fraction:

(xi)

Determination

Not applicable

Dates:

(xii)

Accrual

to

Not applicable

Redemption:

(xiii)

Rate of Interest:

Fixed Rate

(xiv) Coupon Rate:

Not applicable

(d)

Fixed Rate Provisions:

Applicable

(i)

Fixed

Rate

of

A percentage expected to be approximately 5.50 per cent. per

Interest

(excluding

annum but which will not be less than 5.0 per cent. per annum

on

overdue

as determined by the Issuer on the Trade Date after the end

amounts

after

of the Offer Period. Notice of the Fixed Rate of Interest will

Redemption

Date

be published in the same manner as the publication of these

or date set for early

Final Terms and be available by accessing the following link:

redemption):

http://eqdpo.bnpparibas.com/SE0022239471.

Such

determination will be binding for purchasers of the Securities

(ii)

Fixed

Coupon

Not applicable

Amount(s):

(e)

Floating Rate Provisions:

Not applicable

9

Pour lire la suite de ce noodl, vous pouvez consulter la version originale ici.

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Disclaimer

BNP Paribas SA published this content on 25 June 2024 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 25 June 2024 08:23:14 UTC.