AVVISO n SeDeX - LEV. CERTIFICATES. 02 Dicembre Mittente del comunicato : BORSA ITALIANA. Societa' oggetto dell'avviso

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1 AVVISO n Dicembre 2015 SeDeX - LEV. CERTIFICATES Mittente del comunicato : BORSA ITALIANA Societa' oggetto dell'avviso : BNP PARIBAS ARBITRAGE ISSUANCE Oggetto : Inizio negoziazione 'Leverage Certificates - Classe A' 'BNP PARIBAS ARBITRAGE ISSUANCE' emessi nell'ambito di un Programma Testo del comunicato Si veda allegato. Disposizioni della Borsa

2 Strumenti finanziari: Turbo on Index - November 2015 Emittente: Garante: BNP PARIBAS ARBITRAGE ISSUANCE BNP Paribas Rating Garante: Società di Rating Long Term Data Report Moody's A1 28/05/2015 Standard & Poor's A+ 03/07/2014 Fitch Ratings A+ 19/05/2015 Oggetto: INIZIO NEGOZIAZIONI IN BORSA Data di inizio negoziazioni: 03/12/2015 Mercato di quotazione: Orari e modalità di negoziazione: Operatore incaricato ad assolvere l'impegno di quotazione: Limiti di variazione prezzi: Borsa - Comparto SEDEX 'Leverage Certificates - Classe A' Negoziazione continua e l'orario stabilito dall'art. IA delle Istruzioni BNP Paribas Arbitrage SNC Member ID Specialist: IT0540 Vedi tabella in Allegato 1 in fondo al presente avviso CARATTERISTICHE SALIENTI DEI TITOLI OGGETTO DI QUOTAZIONE Turbo on Index - November 2015 Tipo di liquidazione: Modalità di esercizio: monetaria europeo DISPOSIZIONI DELLA BORSA ITALIANA Dal giorno 03/12/2015, gli strumenti finanziari 'Turbo on Index - November 2015' (vedasi scheda riepilogativa delle caratteristiche dei securitised derivatives) verranno inseriti nel Listino Ufficiale, sezione Securitised Derivatives. Allegati: - Scheda riepilogativa delle caratteristiche dei securitised derivatives; - Estratto del prospetto di quotazione dei Securitised Derivatives

3 Num. Serie Codice Isin Trading Code Instrument Id Descrizione Sottostante Tipologia Strike Data Scadenza Parità Quantità Lotto Negoziazione 36 NL P BPAFTMIBSLTBSH23500AB23500E FTSE MIB Index Bear /03/16 0, NL P BPAFTMIBSLTBSH24000AB24000E FTSE MIB Index Bear /03/16 0, NL P BPADAXSLTBLG10400AB10400E DAX Bull /03/16 0, NL P BPADAXSLTBLG10800AB10800E DAX Bull /03/16 0, NL P BPAEUS50SLTBLG3300AB3300E EURO STOXX 50 Bull /03/16 0, NL P BPAEUS50SLTBSH3700AB3700E EURO STOXX 50 Bear /03/16 0, NL P BPAN225SLTBLG18500AB18500E NIKKEI 225 INDEX Bull /03/16 0, EMS Prima Barriera

4 FINAL TERMS DATED 23 OCTOBER 2015 BNP Paribas Arbitrage Issuance B.V. (incorporated in The Netherlands) (as Issuer) BNP Paribas (incorporated in France) (as Guarantor) (Note, Warrant and Certificate Programme) EUR "Turbo" Certificates relating to an Index BNP Paribas Arbitrage S.N.C. (as Manager) 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 9 June 2015, 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) provide 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 constitute a base prospectus for the purposes of Directive 2003/71/EC (the "Prospectus Directive") (the "Base Prospectus"). The Base Prospectus has been passported into Italy in compliance with Article 18 of the Prospectus Directive. This document constitutes the Final Terms of the Securities described herein for the purposes of Article 5.4 of the Prospectus Directive and must be read in conjunction with the Base Prospectus. Full information on BNP Paribas Arbitrage Issuance B.V. (the "Issuer"), BNP Paribas (the "Guarantor") and the offer of the Securities is only available on the basis of the combination of these Final Terms and the Base Prospectus. A summary of the Securities (which comprises the Summary in the Base Prospectus as amended to reflect the provisions of these Final Terms) is annexed to these Final Terms. The Base Prospectus, any Supplement(s) to the Base Prospectus and these Final Terms are available for viewing on the following website: and copies may be obtained free of charge at the specified offices of the Security Agents. The Base Prospectus and the Supplement(s) to the Base Prospectus will also be available on the AMF website 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. 1 / 25

5 SPECIFIC PROVISIONS FOR EACH SERIES Series Number / ISIN Code No. of Securities issued No. of Securities Common Code Trading Code of Borsa Italiana Issue Price per Security Call / Put Strike Price Knock-out Level Exercise Date Exercise Settlement Date Parity Multiplier * NL ,000,000 5,000, P10417 EUR 0.59 Call EUR 16,500 EUR 16, March March , NL ,000,000 5,000, P10425 EUR 0.54 Call EUR 17,000 EUR 17, March March , NL ,000,000 5,000, P10433 EUR 0.49 Call EUR 17,500 EUR 17, March March , NL ,000,000 5,000, P10441 EUR 0.44 Call EUR 18,000 EUR 18, March March , NL ,000,000 5,000, P10458 EUR 0.39 Call EUR 18,500 EUR 18, March March , NL ,000,000 5,000, P10466 EUR 0.34 Call EUR 19,000 EUR 19, March March , NL ,000,000 5,000, P10474 EUR 0.29 Call EUR 19,500 EUR 19, March March , NL ,000,000 5,000, P10482 EUR 0.24 Call EUR 20,000 EUR 20, March March , NL ,000,000 5,000, P10490 EUR 0.19 Call EUR 20,500 EUR 20, March March , NL ,000,000 5,000, P10508 EUR 0.14 Call EUR 21,000 EUR 21, March March , NL ,000,000 5,000, P10516 EUR 0.09 Call EUR 21,500 EUR 21, March March , NL ,000,000 5,000, P10524 EUR 0.04 Call EUR 22,000 EUR 22, March March , NL ,000,000 5,000, P10532 EUR 0.01 Call EUR 22,500 EUR 22, March March , NL ,000,000 5,000, P10540 EUR 0.01 Call EUR 23,000 EUR 23, March March , NL ,000,000 5,000, P10557 EUR 0.01 Call EUR 23,500 EUR 23, March March , NL ,000,000 5,000, P10565 EUR 0.01 Call EUR 24,000 EUR 24, March March , NL ,000,000 5,000, P10573 EUR 0.01 Call EUR 24,500 EUR 24, March March , NL ,000,000 5,000, P10581 EUR 0.01 Call EUR 25,000 EUR 25, March March , NL ,000,000 5,000, P10599 EUR 0.01 Call EUR 25,000 EUR 25, March March , NL ,000,000 5,000, P10607 EUR 0.01 Call EUR 25,500 EUR 25, March March , NL ,000,000 5,000, P10615 EUR 0.01 Call EUR 26,000 EUR 26, March March , NL ,000,000 5,000, P10623 EUR 0.01 Call EUR 26,500 EUR 26, March March , NL ,000,000 5,000, P10631 EUR 0.01 Call EUR 27,000 EUR 27, March March , NL ,000,000 5,000, P10649 EUR 0.01 Put EUR 17,500 EUR 17, March March , NL ,000,000 5,000, P10656 EUR 0.01 Put EUR 18,000 EUR 18, March March , NL ,000,000 5,000, P10664 EUR 0.01 Put EUR 18,500 EUR 18, March March , NL ,000,000 5,000, P10672 EUR 0.01 Put EUR 19,000 EUR 19, March March , NL ,000,000 5,000, P10680 EUR 0.01 Put EUR 19,500 EUR 19, March March , / 25

6 Series Number / ISIN Code No. of Securities issued No. of Securities Common Code Trading Code of Borsa Italiana Issue Price per Security Call / Put Strike Price Knock-out Level Exercise Date Exercise Settlement Date Parity Multiplier * NL ,000,000 5,000, P10698 EUR 0.01 Put EUR 20,000 EUR 20, March March , NL ,000,000 5,000, P10706 EUR 0.01 Put EUR 20,500 EUR 20, March March , NL ,000,000 5,000, P10714 EUR 0.01 Put EUR 21,000 EUR 21, March March , NL ,000,000 5,000, P10722 EUR 0.01 Put EUR 21,500 EUR 21, March March , NL ,000,000 5,000, P10730 EUR 0.01 Put EUR 22,000 EUR 22, March March , NL ,000,000 5,000, P10748 EUR 0.01 Put EUR 22,500 EUR 22, March March , NL ,000,000 5,000, P10755 EUR 0.06 Put EUR 23,000 EUR 23, March March , NL ,000,000 5,000, P10763 EUR 0.11 Put EUR 23,500 EUR 23, March March , NL ,000,000 5,000, P10771 EUR 0.16 Put EUR 24,000 EUR 24, March March , NL ,000,000 5,000, P10789 EUR 0.21 Put EUR 24,500 EUR 24, March March , NL ,000,000 5,000, P10797 EUR 0.26 Put EUR 25,000 EUR 25, March March , NL ,000,000 5,000, P10805 EUR 0.26 Put EUR 25,000 EUR 25, March March , NL ,000,000 5,000, P10813 EUR 0.31 Put EUR 25,500 EUR 25, March March , NL ,000,000 5,000, P10821 EUR 0.36 Put EUR 26,000 EUR 26, March March , NL ,000,000 5,000, P10839 EUR 0.41 Put EUR 26,500 EUR 26, March March , NL ,000,000 5,000, P10847 EUR 0.46 Put EUR 27,000 EUR 27, March March , NL ,000 30, P10854 EUR Call EUR 8,000 EUR 8, March March NL ,000 30, P10862 EUR Call EUR 8,400 EUR 8, March March NL ,000 30, P10870 EUR Call EUR 8,800 EUR 8, March March NL ,000 30, P10888 EUR 9.64 Call EUR 9,200 EUR 9, March March NL ,000 30, P10896 EUR 5.64 Call EUR 9,600 EUR 9, March March NL ,000 30, P10904 EUR 1.64 Call EUR 10,000 EUR 10, March March NL ,000 30, P10912 EUR 0.01 Call EUR 10,400 EUR 10, March March NL ,000 30, P10920 EUR 0.01 Call EUR 10,800 EUR 10, March March NL ,000 30, P10938 EUR 0.01 Call EUR 11,200 EUR 11, March March NL ,000 30, P10946 EUR 0.01 Call EUR 11,600 EUR 11, March March NL ,000 30, P10953 EUR 0.01 Call EUR 12,000 EUR 12, March March NL ,000 30, P10961 EUR 0.01 Call EUR 12,400 EUR 12, March March NL ,000 30, P10979 EUR 0.01 Put EUR 8,000 EUR 8, March March NL ,000 30, P10987 EUR 0.01 Put EUR 8,400 EUR 8, March March / 25

7 Series Number / ISIN Code No. of Securities issued No. of Securities Common Code Trading Code of Borsa Italiana Issue Price per Security Call / Put Strike Price Knock-out Level Exercise Date Exercise Settlement Date Parity Multiplier * NL ,000 30, P10995 EUR 0.01 Put EUR 8,800 EUR 8, March March NL ,000 30, P11001 EUR 0.01 Put EUR 9,200 EUR 9, March March NL ,000 30, P11019 EUR 0.01 Put EUR 9,600 EUR 9, March March NL ,000 30, P11027 EUR 0.01 Put EUR 10,000 EUR 10, March March NL ,000 30, P11035 EUR 2.36 Put EUR 10,400 EUR 10, March March NL ,000 30, P11043 EUR 6.36 Put EUR 10,800 EUR 10, March March NL ,000 30, P11050 EUR Put EUR 11,200 EUR 11, March March NL ,000 30, P11068 EUR Put EUR 11,600 EUR 11, March March NL ,000 30, P11076 EUR Put EUR 12,000 EUR 12, March March NL ,000 30, P11084 EUR Put EUR 12,400 EUR 12, March March NL ,000 30, P11092 EUR Call EUR 2,700 EUR 2, March March NL ,000 30, P11100 EUR Call EUR 3,000 EUR 3, March March NL ,000 30, P11118 EUR Call EUR 3,300 EUR 3, March March NL ,000 30, P11126 EUR Call EUR 3,700 EUR 3, March March NL ,000 30, P11134 EUR Call EUR 4,000 EUR 4, March March NL ,000 30, P11142 EUR Call EUR 4,300 EUR 4, March March NL ,000 30, P11159 EUR 0.01 Put EUR2,700 EUR2, March March NL ,000 30, P11167 EUR 0.01 Put EUR 3,000 EUR 3, March March NL ,000 30, P11175 EUR 0.01 Put EUR3,300 EUR3, March March NL ,000 30, P11183 EUR 0.01 Put EUR 3,700 EUR 3, March March NL ,000 30, P11191 EUR 0.01 Put EUR 4,000 EUR 4, March March NL ,000 30, P11209 EUR 0.01 Put EUR 4,300 EUR 4, March March NL ,000 30, P11217 EUR 4.90 Call USD 1,600 USD 1, March March NL ,000 30, P11225 EUR 2.63 Call USD 1,800 USD 1, March March NL ,000 30, P11233 EUR 0.37 Call USD 2,000 USD 2, March March NL ,000 30, P11241 EUR 0.01 Call USD 2,200 USD 2, March March NL ,000 30, P11258 EUR 0.01 Call USD 2,400 USD 2, March March NL ,000 30, P11266 EUR 0.01 Call USD 2,600 USD 2, March March NL ,000 30, P11274 EUR 0.01 Put USD 1,600 USD 1, March March NL ,000 30, P11282 EUR 0.01 Put USD 1,800 USD 1, March March / 25

8 Series Number / ISIN Code No. of Securities issued No. of Securities Common Code Trading Code of Borsa Italiana Issue Price per Security Call / Put Strike Price Knock-out Level Exercise Date Exercise Settlement Date Parity Multiplier * NL ,000 30, P11290 EUR 0.01 Put USD 2,000 USD 2, March March NL ,000 30, P11308 EUR 1.89 Put USD 2,200 USD 2, March March NL ,000 30, P11316 EUR 4.15 Put USD 2,400 USD 2, March March NL ,000 30, P11324 EUR 6.41 Put USD 2,600 USD 2, March March NL ,000 30, P11332 EUR 2.69 Call JPY 14,500 JPY 14, March March NL ,000 30, P11340 EUR 2.32 Call JPY 15,000 JPY 15, March March NL ,000 30, P11357 EUR 1.95 Call JPY 15,500 JPY 15, March March NL ,000 30, P11365 EUR 1.58 Call JPY 16,000 JPY 16, March March NL ,000 30, P11373 EUR 1.21 Call JPY 16,500 JPY 16, March March NL ,000 30, P11381 EUR 0.84 Call JPY 17,000 JPY 17, March March NL ,000 30, P11399 EUR 0.47 Call JPY 17,500 JPY 17, March March NL ,000 30, P11407 EUR 0.10 Call JPY 18,000 JPY 18, March March NL ,000 30, P11415 EUR 0.01 Call JPY 18,500 JPY 18, March March NL ,000 30, P11423 EUR 0.01 Call JPY 19,500 JPY 19, March March NL ,000 30, P11431 EUR 0.01 Call JPY 20,000 JPY 20, March March NL ,000 30, P11449 EUR 0.01 Call JPY 20,500 JPY 20, March March NL ,000 30, P11456 EUR 0.01 Call JPY 21,000 JPY 21, March March NL ,000 30, P11464 EUR 0.01 Call JPY 21,500 JPY 21, March March NL ,000 30, P11472 EUR 0.01 Put JPY 14,500 JPY 14, March March NL ,000 30, P11480 EUR 0.01 Put JPY 15,000 JPY 15, March March NL ,000 30, P11498 EUR 0.01 Put JPY 15,500 JPY 15, March March NL ,000 30, P11506 EUR 0.01 Put JPY 16,000 JPY 16, March March NL ,000 30, P11514 EUR 0.01 Put JPY 16,500 JPY 16, March March NL ,000 30, P11522 EUR 0.01 Put JPY 17,000 JPY 17, March March NL ,000 30, P11530 EUR 0.01 Put JPY 17,500 JPY 17, March March NL ,000 30, P11548 EUR 0.01 Put JPY 18,000 JPY 18, March March NL ,000 30, P11555 EUR 0.27 Put JPY 18,500 JPY 18, March March NL ,000 30, P11563 EUR 1.01 Put JPY 19,500 JPY 19, March March NL ,000 30, P11571 EUR 1.38 Put JPY 20,000 JPY 20, March March NL ,000 30, P11589 EUR 1.75 Put JPY 20,500 JPY 20, March March / 25

9 Series Number / ISIN Code No. of Securities issued No. of Securities Common Code Trading Code of Borsa Italiana Issue Price per Security Call / Put Strike Price Knock-out Level Exercise Date Exercise Settlement Date Parity Multiplier * NL ,000 30, P11597 EUR 2.12 Put JPY 21,000 JPY 21, March March NL ,000 30, P11605 EUR 2.49 Put JPY 21,500 JPY 21, March March * For the purposes of Borsa Italiana, Multiplier equals to 1/Parity Series Number / ISIN Code Index Index Currency ISIN of Index Reuters Code of Index / Reuters Screen Page NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited Index Sponsor Index Sponsor Website Exchange Exchange Website Exchange Rate Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) NL FTSE MIB EUR IT FTMIB FTSE International Borsa Italiana / 25

10 Series Number / ISIN Code Index Index Currency ISIN of Index Reuters Code of Index / Reuters Screen Page Index Sponsor Index Sponsor Website Exchange Exchange Website Exchange Rate Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) NL FTSE MIB EUR IT FTMIB FTSE International Borsa Italiana / 25

11 Series Number / ISIN Code Index Index Currency ISIN of Index Reuters Code of Index / Reuters Screen Page Index Sponsor Index Sponsor Website Exchange Exchange Website Exchange Rate Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL FTSE MIB EUR IT FTMIB FTSE International Limited NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Borsa Italiana (MTA) Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA / 25

12 Series Number / ISIN Code Index Index Currency ISIN of Index Reuters Code of Index / Reuters Screen Page NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG Index Sponsor Index Sponsor Website Exchange Exchange Website Exchange Rate Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA / 25

13 Series Number / ISIN Code Index Index Currency ISIN of Index Reuters Code of Index / Reuters Screen Page NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG NL DAX EUR DE GDAXI Deutsche Boerse AG Index Sponsor Index Sponsor Website Exchange Exchange Website Exchange Rate Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA Frankfurt Stock Exchange / XETRA NL EURO STOXX 50 EUR EU STOXX50E Stoxx Limited As set out in Annex 2 for a Composite Index/ Multi-Exchange Index NL EURO STOXX 50 EUR EU STOXX50E Stoxx Limited As set out in Annex 2 for a Composite Index/ Multi-Exchange Index NL EURO STOXX 50 EUR EU STOXX50E Stoxx Limited As set out in Annex 2 for a Composite Index/ Multi-Exchange Index NL EURO STOXX 50 EUR EU STOXX50E Stoxx Limited As set out in Annex 2 for a Composite Index/ Multi-Exchange / 1 / 1 / 1 / 1 10 / 25

14 Series Number / ISIN Code Index Index Currency ISIN of Index Reuters Code of Index / Reuters Screen Page Index Sponsor Index Sponsor Website Exchange Exchange Website Exchange Rate NL EURO STOXX 50 EUR EU STOXX50E Stoxx Limited As set out in Annex 2 for a Composite Index/ Multi-Exchange Index NL EURO STOXX 50 EUR EU STOXX50E Stoxx Limited As set out in Annex 2 for a Composite Index/ Multi-Exchange Index NL EURO STOXX 50 EUR EU STOXX50E Stoxx Limited As set out in Annex 2 for a Composite Index/ Multi-Exchange Index NL EURO STOXX 50 EUR EU STOXX50E Stoxx Limited As set out in Annex 2 for a Composite Index/ Multi-Exchange Index NL EURO STOXX 50 EUR EU STOXX50E Stoxx Limited As set out in Annex 2 for a Composite Index/ Multi-Exchange Index NL EURO STOXX 50 EUR EU STOXX50E Stoxx Limited As set out in Annex 2 for a Composite Index/ Multi-Exchange Index NL EURO STOXX 50 EUR EU STOXX50E Stoxx Limited As set out in Annex 2 for a Composite Index/ Multi-Exchange Index NL EURO STOXX 50 EUR EU STOXX50E Stoxx Limited As set out in Annex 2 for a Composite Index/ Multi-Exchange Index Index / 1 / 1 / 1 / 1 / 1 / 1 / 1 / 1 11 / 25

15 Series Number / ISIN Code Index Index Currency ISIN of Index Reuters Code of Index / Reuters Screen Page NL S&P 500 USD US78378X1072.SPX S&P Dow Jones Indices LLC ("SPDJI") NL S&P 500 USD US78378X1072.SPX S&P Dow Jones Indices LLC ("SPDJI") NL S&P 500 USD US78378X1072.SPX S&P Dow Jones Indices LLC ("SPDJI") NL S&P 500 USD US78378X1072.SPX S&P Dow Jones Indices LLC ("SPDJI") NL S&P 500 USD US78378X1072.SPX S&P Dow Jones Indices LLC ("SPDJI") NL S&P 500 USD US78378X1072.SPX S&P Dow Jones Indices LLC ("SPDJI") NL S&P 500 USD US78378X1072.SPX S&P Dow Jones Indices LLC ("SPDJI") NL S&P 500 USD US78378X1072.SPX S&P Dow Jones Indices LLC ("SPDJI") Index Sponsor Index Sponsor Website Exchange Exchange Website Exchange Rate As set out in Annex 2 for a Composite Index/ Multi-Exchange Index As set out in Annex 2 for a Composite Index/ Multi-Exchange Index As set out in Annex 2 for a Composite Index / Multi-Exchange Index As set out in Annex 2 for a Composite Index/ Multi-Exchange Index As set out in Annex 2 for a Composite Index/ Multi-Exchange Index As set out in Annex 2 for a Composite Index / Multi-Exchange Index As set out in Annex 2 for a Composite Index/ Multi-Exchange Index As set out in Annex 2 for a Composite Index / Multi-Exchange Index / EUR / USD / EUR / USD / EUR / USD / EUR / USD / EUR / USD / EUR / USD / EUR / USD / EUR / USD NL S&P 500 USD US78378X1072.SPX S&P Dow Jones As set out in / EUR / USD 12 / 25

16 Series Number / ISIN Code Index Index Currency ISIN of Index Reuters Code of Index / Reuters Screen Page Index Sponsor Index Sponsor Website Exchange Exchange Website Exchange Rate Indices LLC ("SPDJI") NL S&P 500 USD US78378X1072.SPX S&P Dow Jones Indices LLC ("SPDJI") NL S&P 500 USD US78378X1072.SPX S&P Dow Jones Indices LLC ("SPDJI") NL S&P 500 USD US78378X1072.SPX S&P Dow Jones Indices LLC ("SPDJI") NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. Annex 2 for a Composite Index/ Multi-Exchange Index As set out in Annex 2 for a Composite Index/ Multi-Exchange Index As set out in Annex 2 for a Composite Index/ Multi-Exchange Index As set out in Annex 2 for a Composite Index/ Multi-Exchange Index Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange / EUR / USD / EUR / USD / EUR / USD EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY 13 / 25

17 Series Number / ISIN Code Index Index Currency ISIN of Index Reuters Code of Index / Reuters Screen Page NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. Index Sponsor Index Sponsor Website Exchange Exchange Website Exchange Rate Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY 14 / 25

18 Series Number / ISIN Code Index Index Currency ISIN of Index Reuters Code of Index / Reuters Screen Page NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. NL Nikkei 225 JPY JP9010C00002.N225 Nikkei Inc. and Nikkei Digital Media Inc. Index Sponsor Index Sponsor Website Exchange Exchange Website Exchange Rate Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange Tokyo Stock Exchange EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY EUR / JPY 15 / 25

19 GENERAL PROVISIONS The following terms apply to each series of Securities: 1. Issuer: BNP Paribas Arbitrage Issuance B.V. 2. Guarantor: BNP Paribas 3. Trade Date: Not applicable. 4. Issue Date: 23 October Consolidation: Not applicable. 6. Type of Securities: (a) Certificates. (b) The Securities are Index Securities. Automatic Exercise applies on the Exercise Date. 7. Form of Securities: Italian Dematerialised Securities. The Exercise Date is as set out in "Specific Provisions for each Series" above, or if such day is not a Business Day, the immediately subsequent Business Day. The Exercise Date will be subject to the same adjustments provided for the Redemption Valuation Date. For the purposes of Borsa Italiana, the Exercise Date shall be deemed to be also the expiration date of the Securities. The Exercise Settlement Date is as set out in "Specific Provisions for each Series" above. The minimum number of Securities that may be exercised by the Holder is (1) one Securityand in excess thereof by multiples of (1) one Security. The provisions of Annex 2 (Additional Terms and Conditions for Index Securities) shall apply. 8. Business Day Centre(s): The applicable Business Day Centre for the purposes of the definition of "Business Day" in Condition 1 is TARGET2. 9. Settlement: Settlement will be by way of cash payment (Cash Settled Securities). 10. Rounding Convention for cash Settlement Amount: 11. Variation of Settlement: Issuer's option to vary settlement: Not applicable. 12. Final Payout: ETS Final Payout 2200/1. The Issuer does not have the option to vary settlement in respect of the Securities. Payout Switch: Aggregation: Call Securities or Put Securities. Not applicable. Not applicable. 13. Relevant Asset(s): Not applicable. 14. Entitlement: Not applicable. 15. Exchange Rate: The Exchange Rate on the Redemption Valuation Date equals one if the relevant Index Currency is the same as the Settlement Currency or otherwise the rate published by the European Central Bank (website: on the Screen Page ECB37 between the relevant Index Currency and the Settlement Currency as determined by the Calculation Agent by reference to such sources and at such time on the relevant day as the Calculation Agent may determine acting in good faith and in a commercially reasonable manner. 16 / 25

20 16. Settlement Currency: The settlement currency for the payment of the Cash Settlement Amount is Euro ("EUR"). 17. Syndication: The Securities will be distributed on a non-syndicated basis. 18. Minimum Trading Size: Not applicable. 19. Principal Security Agent: BNP Paribas Securities Services, Milan Branch. 20. Registrar: Not applicable. 21. Calculation Agent: BNP Paribas Arbitrage S.N.C boulevard MacDonald, Paris, France. 22. Governing law: English law. 23. Masse provisions (Condition 9.4): Not applicable. PRODUCT SPECIFIC PROVISIONS 24. Hybrid Securities: Not applicable. 25. Index Securities: Applicable. (a) Index/Basket of Indices/Index Sponsor(s): (b) Index Currency: See the Specific Provisions for each Series above. See the Specific Provisions for each Series above. (c) Exchange(s): (d) Related Exchange(s): (e) Exchange Business Day: (f) Scheduled Trading Day: (g) Weighting: (h) Settlement Price: (i) Specified Maximum Days of Disruption: (j) Valuation Time: (k) Delayed Redemption on Occurrence of an Index Adjustments Event: (l) Index Correction Period: See the Specific Provisions for each Series above. All Exchanges. Single Index Basis. Single Index Basis. Not applicable. - In respect of non Italian indices: Official closing level. - In respect of Italian indices managed by Borsa Italiana: Official opening level. Twenty (20) Scheduled Trading Days. - In respect of non Italian indices: Conditions apply. - In respect of Italian indices managed by Borsa Italiana: The time when the official opening level of the Underlying Index is determined by the Exchange. Not applicable. As per Conditions. (m) Additional provisions applicable to Custom Indices: (n) Additional provisions applicable to Futures Price Valuation: Not applicable. Not applicable. 26. Share Securities: Not applicable. 27. ETI Securities: Not applicable. 28. Debt Securities: Not applicable. 17 / 25

21 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 Securities: Not applicable. 35. Underlying Interest Rate Securities: Not applicable. 36. Preference Share Certificates: Not applicable. 37. OET Certificates: Not applicable. 38. Additional Disruption Events: Applicable. Hedging Disruption does not apply to the Securities. 39. Optional Additional Disruption Events: 40. Knock-in Event: Not applicable. 41. Knock-out Event: Applicable. (a) The following Optional Additional Disruption Events apply to the Securities: Not applicable. (b) Delayed Redemption on Occurrence of an Additional Disruption Event and/or Optional Additional Disruption Event: Not applicable. In respect of Call Securities: "less than or equal to" the Knock-out Level. (a) SPS Knock-out Valuation: (b) Level: (c) Knock-out Level/Knockout Range Level: (d) Knock-out Period Beginning Date: (e) Knock-out Period Beginning Date Day Convention: (f) Knock-out Determination Period: (g) Knock-out Determination Day(s): (h) Knock-out Period Ending Date: (i) Knock-out Period Ending Date Day Convention: (j) Knock-out Valuation Time: (k) Knock-out Observation Price Source: (l) Disruption Consequences: In respect of Put Securities: "greater than or equal to" the Knock-out Level. Not applicable. Official level. See the Specific Provisions for each Series above. Listing Date. Applicable. The period beginning on (and including) the Knock-out Period Beginning Date and ending on (and including) the Knock-out Period Ending Date. Each Scheduled Trading Day in the Knock-out Determination Period. The Redemption Valuation Date. Applicable. Any time on a Knock-out Determination Day. Index Sponsor. Not applicable. PROVISIONS RELATING TO WARRANTS 42. Provisions relating to Warrants: Not applicable. 18 / 25

22 PROVISIONS RELATING TO CERTIFICATES 43. Provisions relating to Certificates: Applicable. (a) Notional Amount of each Certificate: (b) Partly Paid Certificates: (c) Interest: (d) Instalment Certificates: (e) Issuer Call Option: (f) Holder Put Option: (g) Automatic Early Redemption: (i) Automatic Early Redemption Event: (ii) Automatic Early Redemption Payout: (iii) Automatic Early Redemption Date(s): (iv) Observation Price Source: (v) Underlying Reference Level: (vi) Automatic Early Redemption Level: (vii) Automatic Early Redemption Percentage: (viii) Automatic Early Redemption Percentage Up: (ix) Automatic Early Redemption Percentage Down: (x) AER Rate: (xi) AER Exit Rate: (xii) Automatic Early Redemption Valuation Date(s): (h) Renouncement Notice Cut-off Time: (i) Strike Date: (j) Strike Price: (k) Redemption Valuation Date: (l) Averaging: (m) Observation Dates: Not applicable. The Certificates are not Partly Paid Certificates. Not applicable. The Certificates are not Instalment Certificates. Not applicable. Not applicable. Applicable. AER Knock-out: Knock-out Event. Automatic Early Redemption Payout 2200/1. Not applicable. Not applicable. Not applicable. Knock-out Level. Not applicable. Not applicable. Not applicable. Not applicable. Not applicable. AER Knock-out Date. - In respect of non Italian indices: 5.00 p.m. (Milan Time). - In respect of Italian indices managed by Borsa Italiana: am (Milan Time). Not applicable. See the "Specific Provisions for each Series" above. The Exercise Date. Averaging does not apply to the Securities. Not applicable. 19 / 25

23 (n) Observation Period: Not applicable. (o) Settlement Business Day: Not applicable. (p) Cut-off Date: (q) Identification information of Holders as provided by Condition 29: Not applicable. Not applicable. DISTRIBUTION AND US SALES ELIGIBILITY 44. U.S. Selling Restrictions: Not applicable. 45. Additional U.S. Federal income tax consequences: Not applicable. 46. Registered broker/dealer: Not applicable. 47. TEFRA C or TEFRA Not Applicable: TEFRA Not Applicable. 48. Non exempt Offer: Not applicable PROVISIONS RELATING TO COLLATERAL AND SECURITY 49. Collateral Security Conditions: Not applicable. Responsibility The Issuer accepts responsibility for the information contained in these Final Terms. To the best of the knowledge of the Issuer (who has taken all reasonable care to ensure that such is the case), the information contained herein is in accordance with the facts and does not omit anything likely to affect the import of such information. Signed on behalf of BNP Paribas Arbitrage Issuance B.V. As Issuer: By:..Carlyne DERIEUX, Duly authorised 20 / 25

24 1. Listing and Admission to trading - De listing PART B - OTHER INFORMATION Application will be made to list the Securities on the Italian Stock Exchange and to admit the Securities described herein for trading on the electronic "Securitised Derivatives Market" (the "SeDeX"), organised and managed by Borsa Italiana S.p.A. 2. Ratings The Securities have not been rated. The rating of the Issuer is A+ from Standard and Poor's. The rating of the Guarantor is A1 from Moody's and A+ from Standard and Poor's. As defined by Moody's, an "A" rating means that the obligations of the Issuer and the Guarantor under the Programme are judged to be upper-medium grade and are subject to low credit risk. Moody's appends numerical modifiers 1, 2, and 3 to each generic rating classification from Aaa through Caa. The modifier 1 indicates that the obligation ranks in the higher end of its generic rating category. As defined by Standard & Poor's, an obligation rated 'A' is somewhat more susceptible to the adverse effects of changes in circumstances and economic conditions than obligations in higher-rated categories. However, the relevant Issuer and Guarantor's capacity to meet its financial commitment on the obligation is still strong. The addition of a plus (+) or minus (-) sign shows relative standing within the major rating category. Moody's and Standard & Poor's are established in the European Union and are registered under Regulation (EC) No. 1060/2009 (as amended). 3. Interests of Natural and Legal Persons Involved in the Issue Save as described above and discussed in "Risk Factors" in the Base Prospectus, so far as the Issuer is aware, no person involved in the offer of the Securities has an interest material to the offer. 4. Performance of Underlying/Formula/Other Variable and Other Information concerning the Underlying Reference See Base Prospectus for an explanation of effect on value of Investment and associated risks in investing in Securities. Information on each Index shall be available on the relevant Index Sponsor website as set out in "Specific Provisions for each Series" in Part A. Past and further performances of each Index are available on the relevant Index Sponsor website as set out in "Specific Provisions for each Series" in Part A and the volatility of each Index may be obtained from the Calculation Agent by ing sp_eqd_italy@bnpparibas.com. The Issuer does not intend to provide post-issuance information. Index Disclaimer Neither the Issuer nor the Guarantor shall have any liability for any act or failure to act by an Index Sponsor in connection with the calculation, adjustment or maintenance of an Index. Except as disclosed prior to the Issue Date, neither the Issuer, the Guarantor nor their affiliates has any affiliation with or control over an Index or Index Sponsor or any control over the computation, composition or dissemination of an Index. Although the Calculation Agent will obtain information concerning an Index from publicly available sources it believes reliable, it will not independently verify this information. Accordingly, no representation, warranty or undertaking (express or implied) is made and no responsibility is accepted by the Issuer, the Guarantor, their affiliates or the Calculation Agent as to the accuracy, completeness and timeliness of information concerning an Index. DAX Index 21 / 25