BNP Paribas 0.00% due 3/22/2027

BNP Paribas 10.00% due 9/3/2019

BNP Paribas 0.00% due 3/31/2022

BNP Paribas 0.00% due 3/22/2022

BNP Paribas 0.00% due 10/28/2021

BNP Paribas 0.00% due 8/28/2020

BNP Paribas 0.00% due 8/31/2021

BNP Paribas 0.00% due 7/29/2020

BNP Paribas 0.00% due 7/29/2021

BNP Paribas 0.00% due 6/30/2020

BNP Paribas 0.00% due 6/30/2021

BNP Paribas 0.00% due 5/29/2020

BNP Paribas 0.00% due 5/31/2019

BNP Paribas 0.00% due 5/28/2021

BNP Paribas 0.00% due 4/29/2020

BNP Paribas 0.00% due 4/29/2021

BNP Paribas 0.00% due 3/31/2020

BNP Paribas 0.00% due 2/26/2020

BNP Paribas 0.00% due 2/26/2021

BNP Paribas 0.00% due 1/29/2020

BNP Paribas 0.00% due 5/29/2020

BNP Paribas 0.00% due 11/30/2020

BNP Paribas 0.00% due 2/28/2020

BNP Paribas 0.00% due 10/30/2019

BNP Paribas 0.00% due 10/30/2020

BNP Paribas 0.00% due 10/30/2020

BNP Paribas 0.00% due 3/31/2020

BNP Paribas 0.00% due 9/30/2020

BNP Paribas 0.00% due 2/28/2020

BNP Paribas 0.00% due 8/31/2020

BNP Paribas 0.00% due 8/31/2020

BNP Paribas 0.00% due 1/31/2020

BNP Paribas 0.00% due 7/31/2020

BNP Paribas 0.00% due 6/30/2020

BNP Paribas 0.00% due 12/30/2019

BNP Paribas 0.00% due 6/30/2020

BNP Paribas 0.00% due 6/30/2020

BNP Paribas 0.00% due 11/29/2019

BNP Paribas 0.00% due 5/29/2020

BNP Paribas 0.00% due 11/29/2019

BNP Paribas 0.00% due 4/30/2020

BNP Paribas 0.00% due 3/31/2020

BNP Paribas 0.00% due 3/31/2020

BNP Paribas 0.00% due 9/30/2019

BNP Paribas 0.00% due 2/27/2020

BNP Paribas 0.00% due 2/27/2020

BNP Paribas 0.00% due 8/27/2019

BNP Paribas 0.00% due 1/31/2020

BNP Paribas 0.00% due 7/31/2019

BNP Paribas 0.00% due 7/1/2019

BNP Paribas 0.00% due 12/31/2019

BNP Paribas 0.00% due 11/19/2014

BNP Paribas 0.00% due 5/7/2015

BNP Paribas 0.00% due 11/19/2014

BNP Paribas 0.00% due 11/5/2015

BNP Paribas 0.00% due 11/14/2014

BNP Paribas 0.00% due 10/31/2016

BNP Paribas 0.00% due 10/31/2017

BNP Paribas 0.00% due 10/31/2015

BNP Paribas 0.00% due 10/30/2015

BNP Paribas 0.00% due 10/30/2015

BNP Paribas 0.00% due 10/30/2015

BNP Paribas 0.00% due 1/30/2019

BNP Paribas 5.00% due 4/13/2015

BNP Paribas 9.40% due 1/10/2014

BNP Paribas 0.00% due 1/9/2015

BNP Paribas 0.00% due 4/8/2015

BNP Paribas If each stock closes at or above its initial price on annual valuation date, 12.25%; otherwise 1%; payable annually due 10/8/2020

BNP Paribas 0.00% due 8/7/2017

BNP Paribas 8.80% due 5/6/2014

BNP Paribas 11.60% due 11/4/2013

BNP Paribas 0.00% due 5/15/2014

BNP Paribas 6.75% annualized for each quarter that both indexes close above barrier level on valuation date for that quarter due 4/30/2018

BNP Paribas Paid at rate of 6.25% per year if index's closing level is at least 75% of initial level on valuation date for that quarter; otherwise, no coupon will be paid that quarter due 4/30/2019

BNP Paribas 0.00% due 4/30/2015

BNP Paribas 6.75% due 4/30/2018

BNP Paribas 0.00% due 4/21/2016

BNP Paribas 0.00% due 4/23/2015

BNP Paribas 0.00% due 5/1/2014

BNP Paribas 0.00% due 10/16/2014

BNP Paribas 0.00% due 4/18/2016

BNP Paribas 7% per year multiplied by proportion of days on which the index is at or above trigger level; payable quarterly; Trigger level: 75% of initial level due 4/14/2020

BNP Paribas 0.00% due 4/24/2014

BNP Paribas 0.00% due 4/9/2014

BNP Paribas 11.2% per year if both stocks close at or above barrier prices on coupon valuation date for that quarter; otherwise, no coupon will be paid that quarter due 3/27/2014

BNP Paribas 0.00% due 4/9/2014

BNP Paribas 0.00% due 4/9/2014

BNP Paribas 0.00% due 4/7/2014

BNP Paribas 0.00% due 3/26/2014

BNP Paribas 0.00% due 9/10/2014

BNP Paribas 0.00% due 3/26/2014

BNP Paribas 0.00% due 3/21/2014

BNP Paribas 0.00% due 3/1/2016

BNP Paribas 0.00% due 1/29/2016

BNP Paribas 0.00% due 2/27/2015

BNP Paribas 0.00% due 3/12/2014

BNP Paribas 0.00% due 3/12/2014

BNP Paribas 0.00% due 3/12/2014

BNP Paribas 0.00% due 2/27/2015

BNP Paribas 7% per year if both indexes are at least 65% of their initial price on any quarterly coupon valuation date; otherwise no coupon will be paid for that quarter; payable quarterly. due 2/26/2018

BNP Paribas 0.00% due 3/20/2014

BNP Paribas 0.00% due 2/21/2017

BNP Paribas 7.35% due 2/20/2014

BNP Paribas 0.00% due 2/11/2016

BNP Paribas 0.00% due 2/20/2014

BNP Paribas 0.00% due 2/20/2014

BNP Paribas 0.00% due 2/20/2014

BNP Paribas 0.00% due 2/20/2014

BNP Paribas 0.00% due 2/20/2014

BNP Paribas 0.00% due 2/20/2014

BNP Paribas 0.00% due 2/20/2014

BNP Paribas 0.00% due 1/29/2016

BNP Paribas 15.00% due 1/31/2014

BNP Paribas Average of stocks' performances, subject to minimum coupon of 0.5%; payable annually; Stock performance: If stock's return is positive or flat, 5%; if stock's return is negative, greater of stock return and negative 15% due 1/31/2018

BNP Paribas If index level is greater than or equal to barrier level on quarterly valuation date, 6% per year; otherwise, no coupon will be paid that quarter due 1/31/2018

BNP Paribas 0.00% due 2/2/2015

BNP Paribas 0.00% due 2/12/2014

BNP Paribas 0.00% due 1/28/2016

BNP Paribas 0.00% due 2/12/2014

BNP Paribas 0.00% due 2/3/2014

BNP Paribas 0.000% due 2/5/2014

BNP Paribas 0.000% due 1/29/2014

BNP Paribas 0.00% due 1/21/2016

BNP Paribas 0.00% due 1/23/2014

BNP Paribas 0.00% due 1/24/2014

BNP Paribas 0.00% due 1/7/2015

BNP Paribas 0.00% due 1/14/2016

BNP Paribas 0.00% due 12/14/2015

BNP Paribas 0.00% due 6/12/2013

BNP Paribas 0.00% due 6/12/2014

BNP Paribas 9.5% per year if share price is at least 70% of initial price on any quarterly coupon valuation date; otherwise no coupon will be paid for that quarter; payable quarterly. due 12/4/2013

BNP Paribas 0.00% due 11/28/2014

BNP Paribas 0.00% due 12/30/2014

BNP Paribas 6% per year if index closes at or above barrier level on quarterly coupon valuation date; otherwise, none for that interest period; payable quarterly due 11/30/2017

BNP Paribas Equal to average of stocks' performances, floor of 0.5%; payable annually; Stock performance: If a stock’s return is positive or flat, its performance is equal to 5% auto cap; if return is negative, greater of stock return and negative 20% due 11/30/2017

BNP Paribas 0.00% due 12/11/2013

BNP Paribas 0.00% due 11/14/2013

BNP Paribas 0.00% due 11/6/2013

BNP Paribas 0.00% due 11/6/2013

BNP Paribas 0.00% due 11/14/2013

BNP Paribas 0.00% due 11/14/2013

BNP Paribas 0.00% due 4/30/2014

BNP Paribas 0.00% due 4/30/2014

BNP Paribas 0.00% due 11/14/2013

BNP Paribas 7.50% due 10/26/2017

BNP Paribas 0.00% due 10/26/2017

BNP Paribas

BNP Paribas 10% for the first year; beginning Dec. 10, 2010, four times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of 0% and cap of 10% per year; payable quarterly due 12/10/2029

BNP Paribas 18.000% due 12/29/2006

BNP Paribas 17.050% due 12/29/2006

BNP Paribas 9.750% due 3/29/2007

BNP Paribas 11.600% due 2/28/2007

BNP Paribas 19.500% due 2/28/2007

BNP Paribas 12.650% due 2/28/2007

BNP Paribas 14.100% due 2/28/2007

BNP Paribas 13.250% due 11/30/2006

BNP Paribas 22.500% due 10/25/2006

BNP Paribas 10.100% due 7/26/2007

BNP Paribas 15.750% due 1/25/2007

BNP Paribas 19.000% due 1/25/2007

BNP Paribas 15.750% due 10/25/2006

BNP Paribas 13.308% due 12/29/2006

BNP Paribas 11.004% due 12/29/2006

BNP Paribas 19.008% due 9/29/2006

BNP Paribas 10.008% due 9/29/2006

BNP Paribas 12.252% due 11/30/2006

BNP Paribas 11.508% due 5/31/2007

BNP Paribas 16.008% due 8/31/2006

BNP Paribas 14.208% due 1/26/2007

BNP Paribas 20.508% due 10/26/2006

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