FINAL TERMS FOR CERTIFICATES

FINAL TERMS DATED AS OF 16 APRIL 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 EUR 5,110,000 Underlying Interest Rate Linked Interest Securities due 16 April 2029

under the Certificate, Warrant and Certificate Programme

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

The Base Prospectus received approval no. 23-195 on 31 May 2023

Any person making or intending to make an offer of the Securities may only do so in circumstances in which no obligation arises for the Issuer, the Guarantor or any Manager to publish a prospectus pursuant to either of Article 3 of the Prospectus Regulation or Section 85 of the FSMA 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.

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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 3 1May 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:

FICRT 15858 CI

Tranche Number:

1

Number of Securities issued:

5,110

Number of Securities:

5,110

ISIN:

XS2741429448

Common Code:

274142944

Issue Price per Security:

100.00% of the Notional Amount

Redemption Date:

16 April 2029

Relevant Jurisdiction:

Not applicable

Share Amount/Debt Security Amount:

Not applicable

Specified Securities pursuant to Section

No

871(m):

GENERAL PROVISIONS

The following terms apply to each series of Securities:

2

1.

Issuer:

BNP Paribas Issuance B.V.

2.

Guarantor:

BNP Paribas

3.

Trade Date:

26 March 2024

4.

Issue Date and Interest Commencement

16 April 2024

Date:

5.

Consolidation:

Not applicable

6.

Type of Securities:

(a)

Certificates

(b)

The Securities are Underlying

Interest Rate Linked Interest

Securities.

The provisions of Annex 11 (Additional Terms

and Conditions for Underlying Interest Rate

Securities) shall apply.

7.

Form of Securities:

Clearing System Global Security

8.

Business Day Centre(s):

The applicable Business Day Centres for the

purposes of the definition of "Business Day" in

Condition 1 are days upon which the T2

System is open

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

SPS Payouts

Vanilla Digital Securities

(A) if a Knock-in Event has occurred:

Constant Percentage 1 + Bonus Coupon; or

(B) if no Knock-in Event has occurred: Constant Percentage 2.

where:

3

Bonus Coupon means 30%;

Constant Percentage 1 means 100%;

Constant Percentage 2 means 100%;

Knock-in Determination Day means the Redemption Valuation Date;

  1. Knock-inEvent Value is less than Level;

shall occur if the Knock-in or equal to the Knock-in

Knock-in Level means 2.40%;

Knock-in Valuation Time is Not applicable;

Knock-inValue means the level of the

Underlying Reference Value on the Knock-in

Determination Day;

Reference Strike Price means 1;

SPS Valuation Date means the Knock-in

Determination Day;

Underlying Reference Closing Price Value

means in respect of a SPS Valuation Date, the

Underlying Reference Rate in respect of such

day; and

Underlying Reference Value means, in

respect of an Underlying Reference and a SPS

Valuation Date, (i) the Underlying Reference

Closing Price Value for such Underlying

Reference in respect of such SPS Valuation

Date (ii) divided by the relevant Underlying

Reference Strike Price.

Payout Switch:

Not applicable

Aggregation:

Not applicable

13.

Relevant Asset(s):

Not applicable

14.

Entitlement:

Not applicable

15.

Exchange Rate / Conversion Rate:

Not applicable.

16.

Settlement Currency:

The settlement currency for the payment of the

Cash Settlement Amount is Euro ("EUR").

4

17.

Syndication:

The Securities will be distributed on a non-

syndicated basis.

18.

Minimum Trading Size:

EUR 100,000

19.

Principal Security Agent:

BNP Paribas Arbitrage S.N.C.

20.

Registrar:

Not applicable

21.

Calculation Agent:

BNP Paribas

10 Harewood Avenue, London NW1 6AA

  1. Governing law:
  2. Masse provisions (Condition 9.4):

PRODUCT SPECIFIC PROVISIONS

  1. Hybrid Securities:
  2. Index Securities:
  3. Share Securities:
  4. ETI Securities
  5. Debt Securities:
  6. Commodity Securities:
  7. Inflation Index Securities:
  8. Currency Securities:
  9. Fund Securities:
  10. Futures Securities:
  11. Credit Security Provisions:
  12. Underlying Interest Rate Securities:
  1. Underlying Interest Determination Date(s):
  1. Manner in which the Underlying Interest Rate is to be determined:

English law

Not applicable

Not applicable

Not applicable

Not applicable

Not applicable

Not applicable

Not applicable

Not applicable

Not applicable

Not applicable

Not applicable

Not applicable

Applicable.

Two (2) T2 Settlement Days prior to the final day of the relevant Interest Period

Screen Rate Determination

(A) Screen Rate Determination:

Applicable

(a)

Underlying Reference

The EUR interest rate swap rate with a maturity

Rate:

of 10 years which appears on the Relevant

Screen Page at the Specified Time on the

5

relevant Underlying Interest Determination

Date

(b)

Specified Time:

11:00 am, Frankfurt time

  1. Relevant Screen Page: Reuters 'ICESWAP2' (or any successor page thereto)

(B) ISDA Determination

Not applicable

(c) Underlying Margin(s):

Not applicable

(d) Minimum Underlying Reference Rate:

Not applicable

(e) Maximum Underlying Reference Rate:

Not applicable

36.

Preference Share Certificates:

Not applicable

37.

OET Certificates:

Not applicable

38. Illegality (Security Condition 7.1) and Illegality: redemption in accordance with Security Force Majeure (Security Condition Condition 7.1(d)

7.2):

Force Majeure: redemption in accordance with Security Condition 7.2(b)

39. Additional Disruption Events and

Optional Additional Disruption Events:

  1. Additional Disruption Events: Applicable
  2. The following Optional Additional Disruption Events apply to the Securities:
    Administrator/Benchmark Event
  3. 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

  1. Notional Amount of each EUR 1,000 Certificate:

(b)

Partly Paid Certificates:

The Certificates are not Partly Paid Certificates

(c)

Interest:

Not applicable

(d)

Fixed Rate Provisions:

Not applicable

(i) Fixed Rate of Interest:

Not applicable

6

(ii) Fixed Coupon Amount:

Not applicable

(e)

Floating Rate Provisions:

Not applicable

(f)

Linked Interest Certificates:

Not applicable

(g)

Payment

of

Premium

Not applicable

Amount(s):

(h)

Index

Linked

Not applicable

[Interest/Premium

Amount]

Certificates:

(i)

Share

Linked

Not applicable

[Interest/Premium

Amount]

Certificates:

(j)

ETI Linked [Interest/Premium

Not applicable

Amount] Certificates:

(k)

Debt

Linked

Not applicable

[Interest/Premium

Amount]

Certificates:

(l)

Commodity

Linked

Not applicable

[Interest/Premium

Amount]

Certificates:

(m)

Inflation

Linked

Not applicable

[Interest/Premium

Amount]

Certificates:

(n)

Currency

Linked

Not applicable

[Interest/Premium

Amount]

Certificates:

(o)

Fund

Linked

Not applicable

[Interest/Premium

Amount]

Certificates:

(p)

Futures

Linked

Not applicable

[Interest/Premium

Amount]

Certificates:

(q)

Underlying

Interest Rate

Not applicable

Linked Interest Provisions:

(r)

Instalment Certificates:

The Certificates are not Instalment Certificates

(s)

Issuer Call Option:

Not applicable

(t)

Holder Put Option:

Not applicable

7

(u)

Automatic Early Redemption:

Applicable

(i)

Automatic

Early

Single Standard Automatic Early Redemption

Redemption Event:

SPS AER Valuation: Applicable =

An Automatic Early Redemption Event will occur if

the SPS AER Value less than or equal to the Automatic

Early Redemption Level, as specified in the applicable

Final Terms

Where:

Automatic Early Redemption Level means 2.40%;

Reference Strike Price means 1;

SPS AER Value means the Underlying Reference

Value;

SPS Valuation Date means the applicable Automatic

Early Redemption Valuation Date;

Underlying Reference Closing Price Value means in

respect of a SPS Valuation Date, the Underlying

Reference Rate in respect of such day; and

Underlying Reference Value means, in respect of an

Underlying Reference and a SPS Valuation Date, (i)

the Underlying Reference Closing Price Value for such

Underlying Reference in respect of such SPS

Valuation Date (ii) divided by the relevant Underlying

Reference Strike Price.

(ii)

Automatic

Early

SPS AER Valuation: Applicable

Redemption Payout:

NA x (AER Redemption Percentage + AER Exit

Rate)

Where:

AER Exit Rate means AER Rate;

AER Rate means n x 6%

AER Redemption Percentage means 100%

8

n means the number corresponding to the applicable Automatic Early Redemption Date in the table below.

NA means EUR 1,000

(iii)

Automatic

Early

Redemption Date(s):

n

Automatic

Automatic

Early

Early

Redemption

Redemption

Valuation

Date

Date

1

14 April 2025

16 April 2025

2

14 April 2026

16 April 2026

3

14 April 2027

16 April 2027

4

12 April 2028

18 April 2028

(iv)

Observation

Price

Not applicable

Source:

(v)

Underlying

Reference

Not applicable

Level:

(vi)

Automatic

Early

Not applicable

Redemption Level:

(vii)

Automatic

Early

Not applicable:

Redemption Percentage:

(viii)

AER Exit Rate:

Applicable

(ix)

Automatic

Early

Redemption

Valuation

n

Automatic

Automatic

Date(s)/Period(s):

Early

Early

Redemption

Redemption

Valuation

Date

Date

1

14 April 2025

16 April 2025

2

14 April 2026

16 April 2026

3

14 April 2027

16 April 2027

4

12 April 2028

18 April 2028

(v)

Strike Date:

Not applicable

9

(w)

Strike Price:

Not applicable

(x)

Redemption Valuation Date:

12 April 2029

(y)

Averaging:

Not applicable

(z)

Observation Dates:

Not applicable

(aa)

Observation Period:

Not applicable

(bb)

Settlement Business Day:

Not applicable

(cc)

Cut-off Date:

Not applicable

(dd)

Security Threshold on the Issue

Not applicable

Date:

  1. Identification information of Not applicable Holders as provided by Condition
    29:

DISTRIBUTION AND US SALES ELIGIBILITY

43.

U.S. Selling Restrictions:

Not applicable

44. Additional U.S. Federal income tax The Securities are not Specified Securities for the

considerations:

purpose of Section 871(m) of the U.S. Internal

Revenue Code of 1986

45.

Registered broker/dealer:

Not applicable

46.

TEFRA C or TEFRA Not Applicable:

TEFRA Not Applicable

47.

Non-exempt Offer:

Not applicable

48. Prohibition of Sales to EEA and UK Investors:

(a)

Prohibition of Sales to EEA Retail Not applicable

Investors:

  1. Prohibition of Sales to Belgian Not applicable Consumers:

(c)

Prohibition of Sales to UK Retail

Not applicable

Investors:

(d)

Prohibition of Saes to EEA Non

Not applicable

Retial Investors:

  1. Prohibition of Sales to Belgian Not applicable Consumers Non Retail Investors:

PROVISIONS RELATING TO COLLATERAL AND SECURITY

10

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Disclaimer

BNP Paribas SA published this content on 26 May 2024 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 26 May 2024 08:21:09 UTC.