FINAL TERMS DATED 30 APRIL 2015 BNP

Transcripción

1 FINAL TERMS DATED 30 APRIL 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 "European Style" Warrants relating to a BNP Paribas Arbitrage S.N.C. (as Manager) Any person making or intending to make an offer of the Securities may only do so : (i) (ii) in those Non-exempt Offer Jurisdictions mentioned in Paragraph 48 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 otherwise in circumstances in which no obligation arises for the Issuer or any Manager to publish a prospectus pursuant to Article 3 of the Prospectus Directive or to supplement a prospectus pursuant to Article 16 of the Prospectus Directive, in each case, in relation to such offer. None of the Issuer nor, the Guarantor or any Manager has authorised, nor do they authorise, the making of any offer of Securities in any other circumstances. 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 5 June 2014, 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"). 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 at BNP Paribas Securities Services, Branch in Spain, 28 Ribera del Loira, 28042, Madrid (Spain), 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 / 175

2 SPECIFIC PROVISIONS FOR EACH SERIES Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.74 Call EUR December NL , ,000 1 EUR 0.56 Call EUR December NL , ,000 1 EUR 0.41 Call EUR December NL , ,000 1 EUR 0.30 Call EUR December NL , ,000 1 EUR 0.41 Put EUR December NL , ,000 1 EUR 0.63 Put EUR December NL , ,000 1 EUR 0.89 Put EUR December NL , ,000 1 EUR 0.58 Call EUR September NL , ,000 1 EUR 0.64 Call EUR December NL , ,000 1 EUR 0.51 Call EUR December NL , ,000 1 EUR 0.40 Call EUR December NL , ,000 1 EUR 0.41 Put EUR December NL , ,000 1 EUR 0.59 Put EUR December NL , ,000 1 EUR 0.80 Put EUR December NL , ,000 1 EUR 0.69 Call EUR December NL , ,000 1 EUR 0.50 Call EUR December NL , ,000 1 EUR 0.36 Call EUR December NL , ,000 1 EUR 0.26 Call EUR December NL , ,000 1 EUR 0.36 Put EUR December NL , ,000 1 EUR 0.57 Put EUR December / 175

3 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.84 Put EUR December NL , ,000 1 EUR 0.76 Call EUR December NL , ,000 1 EUR 0.57 Call EUR December NL , ,000 1 EUR 0.42 Call EUR December NL , ,000 1 EUR 0.31 Call EUR December NL , ,000 1 EUR 0.35 Put EUR December NL , ,000 1 EUR 0.55 Put EUR December NL , ,000 1 EUR 0.81 Put EUR December NL , ,000 1 EUR 0.32 Call EUR December NL , ,000 1 EUR 0.24 Call EUR December NL , ,000 1 EUR 0.18 Call EUR December NL , ,000 1 EUR 0.13 Call EUR December NL , ,000 1 EUR 0.19 Put EUR 8 18 December NL , ,000 1 EUR 0.29 Put EUR December NL , ,000 1 EUR 0.41 Put EUR 9 18 December NL , ,000 1 EUR 0.37 Put EUR September NL , ,000 1 EUR 0.35 Call EUR December NL , ,000 1 EUR 0.26 Call EUR December NL , ,000 1 EUR 0.19 Call EUR December NL , ,000 1 EUR 0.13 Call EUR December NL , ,000 1 EUR 0.27 Put EUR December NL , ,000 1 EUR 0.44 Put EUR September / 175

4 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.40 Put EUR December NL , ,000 1 EUR 0.86 Call EUR December NL , ,000 1 EUR 0.67 Call EUR December NL , ,000 1 EUR 0.52 Call EUR December NL , ,000 1 EUR 0.34 Call EUR September NL , ,000 1 EUR 0.40 Call EUR December NL , ,000 1 EUR 0.54 Put EUR December NL , ,000 1 EUR 0.77 Put EUR December NL , ,000 1 EUR 0.64 Put EUR September NL , ,000 1 EUR 1.04 Put EUR December NL , ,000 1 EUR 0.35 Call EUR December NL , ,000 1 EUR 0.26 Call EUR December NL , ,000 1 EUR 0.19 Call EUR December NL , ,000 1 EUR 0.14 Call EUR 5 18 December NL , ,000 1 EUR 0.14 Call EUR 5 18 December NL , ,000 1 EUR 0.24 Put EUR December NL , ,000 1 EUR 0.35 Put EUR 4 18 December NL , ,000 1 EUR 0.35 Put EUR 4 18 December NL , ,000 1 EUR 0.49 Put EUR December NL , ,000 1 EUR 0.35 Call EUR December NL , ,000 1 EUR 0.26 Call EUR 8 18 December NL , ,000 1 EUR 0.19 Call EUR December / 175

5 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.14 Call EUR 9 18 December NL , ,000 1 EUR 1.07 Call EUR December NL , ,000 1 EUR 0.76 Call EUR December NL , ,000 1 EUR 0.54 Call EUR December NL , ,000 1 EUR 0.54 Put EUR December NL , ,000 1 EUR 0.92 Put EUR December NL , ,000 1 EUR 1.40 Put EUR December NL , ,000 1 EUR 0.23 Call EUR December NL , ,000 1 EUR 0.16 Call EUR December NL , ,000 1 EUR 0.11 Call EUR December NL , ,000 1 EUR 0.06 Call EUR September NL , ,000 1 EUR 0.08 Call EUR December NL , ,000 1 EUR 0.13 Put EUR 9 18 December NL , ,000 1 EUR 0.22 Put EUR December NL , ,000 1 EUR 0.33 Put EUR December NL , ,000 1 EUR 0.40 Call EUR December NL , ,000 1 EUR 0.30 Call EUR December NL , ,000 1 EUR 0.23 Call EUR December NL , ,000 1 EUR 0.36 Put EUR December NL , ,000 1 EUR 0.39 Put EUR September NL , ,000 1 EUR 0.51 Put EUR December NL , ,000 1 EUR 0.65 Call EUR December / 175

6 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.46 Call EUR December NL , ,000 1 EUR 0.32 Call EUR December NL , ,000 1 EUR 0.17 Call EUR September NL , ,000 1 EUR 0.22 Call EUR December NL , ,000 1 EUR 0.25 Put EUR December NL , ,000 1 EUR 0.44 Put EUR December NL , ,000 1 EUR 0.40 Put EUR September NL , ,000 1 EUR 0.70 Put EUR December NL , ,000 1 EUR 0.38 Call EUR December NL , ,000 1 EUR 0.25 Call EUR December NL , ,000 1 EUR 0.16 Call EUR December NL , ,000 1 EUR 0.33 Put EUR December NL , ,000 1 EUR 0.55 Put EUR December NL , ,000 1 EUR 0.46 Call EUR December NL , ,000 1 EUR 0.32 Call EUR June NL , ,000 1 EUR 0.52 Call EUR September NL , ,000 1 EUR 0.35 Call EUR December NL , ,000 1 EUR 0.41 Call EUR September NL , ,000 1 EUR 0.27 Call EUR December NL , ,000 1 EUR 0.20 Call EUR December NL , ,000 1 EUR 0.28 Put EUR December NL , ,000 1 EUR 0.51 Put EUR September / 175

7 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.42 Put EUR December NL , ,000 1 EUR 0.37 Put EUR June NL , ,000 1 EUR 0.80 Put EUR September NL , ,000 1 EUR 0.58 Put EUR December NL , ,000 1 EUR 0.43 Call EUR December NL , ,000 1 EUR 0.29 Call EUR December NL , ,000 1 EUR 0.40 Put EUR December NL , ,000 1 EUR 0.66 Put EUR 6 18 December NL , ,000 1 EUR 0.19 Call EUR December NL , ,000 1 EUR 0.13 Call EUR December NL , ,000 1 EUR 0.09 Call EUR December NL , ,000 1 EUR 0.14 Put EUR December NL , ,000 1 EUR 0.22 Put EUR June NL , ,000 1 EUR 0.23 Put EUR December NL , ,000 1 EUR 0.56 Put EUR September NL , ,000 1 EUR 0.55 Call EUR December NL , ,000 1 EUR 0.40 Call EUR December NL , ,000 1 EUR 0.28 Call EUR December NL , ,000 1 EUR 0.19 Call EUR December NL , ,000 1 EUR 0.24 Put EUR December NL , ,000 1 EUR 0.40 Put EUR December NL , ,000 1 EUR 0.60 Put EUR December / 175

8 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.38 Call EUR December NL , ,000 1 EUR 0.12 Call EUR June NL , ,000 1 EUR 0.28 Call EUR December NL , ,000 1 EUR 0.17 Call EUR September NL , ,000 1 EUR 0.20 Call EUR December NL , ,000 1 EUR 0.31 Call EUR December NL , ,000 1 EUR 0.24 Call EUR December NL , ,000 1 EUR 0.18 Call EUR December NL , ,000 1 EUR 0.14 Call EUR December NL , ,000 1 EUR 0.25 Call EUR December NL , ,000 1 EUR 0.18 Call EUR December NL , ,000 1 EUR 0.13 Call EUR December NL , ,000 1 EUR 0.44 Call EUR December NL , ,000 1 EUR 0.12 Call EUR June NL , ,000 1 EUR 0.29 Call EUR 5 18 December NL , ,000 1 EUR 0.18 Call EUR December NL , ,000 1 EUR 0.31 Put EUR December NL , ,000 1 EUR 0.42 Put EUR September NL , ,000 1 EUR 0.55 Put EUR December NL , ,000 1 EUR 0.61 Call EUR December NL , ,000 1 EUR 0.44 Call EUR December NL , ,000 1 EUR 0.32 Call EUR December / 175

9 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.22 Call EUR December NL , ,000 1 EUR 0.46 Put EUR December NL , ,000 1 EUR 0.25 Put EUR June NL , ,000 1 EUR 0.69 Put EUR December NL , ,000 1 EUR 0.98 Put EUR December NL , ,000 1 EUR 0.33 Call EUR December NL , ,000 1 EUR 0.19 Call EUR December NL , ,000 1 EUR 0.09 Call EUR September NL , ,000 1 EUR 0.11 Call EUR December NL , ,000 1 EUR 0.19 Put EUR December NL , ,000 1 EUR 0.24 Put EUR September NL , ,000 1 EUR 0.39 Put EUR December NL , ,000 1 EUR 0.16 Call EUR December NL , ,000 1 EUR 0.10 Call EUR December NL , ,000 1 EUR 0.06 Call EUR December NL , ,000 1 EUR 0.14 Put EUR 2 18 December NL , ,000 1 EUR 0.24 Put EUR December NL , ,000 1 EUR 0.29 Call EUR December NL , ,000 1 EUR 0.20 Call EUR 7 18 December NL , ,000 1 EUR 0.14 Call EUR December NL , ,000 1 EUR 0.09 Call EUR 8 18 December NL , ,000 1 EUR 0.06 Call EUR December / 175

10 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.13 Put EUR December NL , ,000 1 EUR 0.22 Put EUR 6 18 December NL , ,000 1 EUR 0.35 Put EUR December NL , ,000 1 EUR 0.21 Call EUR December NL , ,000 1 EUR 0.15 Call EUR December NL , ,000 1 EUR 0.61 Call EUR December NL , ,000 1 EUR 0.43 Call EUR December NL , ,000 1 EUR 0.29 Call EUR December NL , ,000 1 EUR 0.20 Call EUR December NL , ,000 1 EUR 0.27 Put EUR December NL , ,000 1 EUR 0.47 Put EUR December NL , ,000 1 EUR 0.72 Put EUR December NL , ,000 1 EUR 0.79 Call EUR December NL , ,000 1 EUR 0.61 Call EUR December NL , ,000 1 EUR 0.38 Call EUR September NL , ,000 1 EUR 0.47 Call EUR December NL , ,000 1 EUR 0.36 Call EUR December NL , ,000 1 EUR 0.46 Call EUR December NL , ,000 1 EUR 0.33 Call EUR December NL , ,000 1 EUR 0.23 Call EUR December NL , ,000 1 EUR 0.19 Call EUR June NL , ,000 1 EUR 0.19 Call EUR December / 175

11 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.26 Call EUR September NL , ,000 1 EUR 0.08 Call EUR June NL , ,000 1 EUR 0.13 Call EUR December NL , ,000 1 EUR 0.16 Call EUR September NL , ,000 1 EUR 0.09 Call EUR December NL , ,000 1 EUR 1.23 Call USD December NL , ,000 1 EUR 0.54 Call USD December NL , ,000 1 EUR 0.21 Call USD December NL , ,000 1 EUR 0.90 Put USD December NL , ,000 1 EUR 0.25 Call EUR December NL , ,000 1 EUR 0.12 Call EUR December NL , ,000 1 EUR 0.27 Put EUR December NL , ,000 1 EUR 0.29 Call EUR December NL , ,000 1 EUR 0.14 Call EUR December NL , ,000 1 EUR 0.15 Put EUR December NL , ,000 1 EUR 0.48 Put EUR September NL , ,000 1 EUR 0.39 Put EUR December NL , ,000 1 EUR 0.77 Call EUR December NL , ,000 1 EUR 0.42 Call EUR December NL , ,000 1 EUR 0.19 Call EUR September NL , ,000 1 EUR 0.22 Call EUR December NL , ,000 1 EUR 0.36 Put EUR December / 175

12 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.82 Put EUR December NL , ,000 1 EUR 0.56 Call USD December NL , ,000 1 EUR 0.29 Call USD December NL , ,000 1 EUR 0.26 Put USD December NL , ,000 1 EUR 0.65 Put USD December NL , ,000 1 EUR 1.11 Call EUR December NL , ,000 1 EUR 0.74 Call EUR December NL , ,000 1 EUR 0.48 Call EUR December NL , ,000 1 EUR 0.69 Put EUR December NL , ,000 1 EUR 1.17 Put EUR December NL , ,000 1 EUR 0.25 Call USD June NL , ,000 1 EUR 0.56 Call USD December NL , ,000 1 EUR 0.42 Call USD December NL , ,000 1 EUR 0.31 Call USD December NL , ,000 1 EUR 0.32 Put USD December NL , ,000 1 EUR 0.34 Put USD September NL , ,000 1 EUR 0.50 Put USD December NL , ,000 1 EUR 0.73 Put USD December NL , ,000 1 EUR 0.59 Call USD December NL , ,000 1 EUR 0.44 Call USD December NL , ,000 1 EUR 0.32 Call USD December NL , ,000 1 EUR 0.39 Put USD December / 175

13 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.71 Put USD December NL , ,000 1 EUR 0.35 Call EUR December NL , ,000 1 EUR 0.27 Call EUR December NL , ,000 1 EUR 0.20 Call EUR December NL , ,000 1 EUR 0.22 Put EUR December NL , ,000 1 EUR 0.32 Put EUR December NL , ,000 1 EUR 0.45 Put EUR December NL , ,000 1 EUR 0.52 Call EUR December NL , ,000 1 EUR 0.21 Call EUR December NL , ,000 1 EUR 0.16 Put EUR December NL , ,000 1 EUR 0.57 Put EUR December NL , ,000 1 EUR 0.54 Call EUR December NL , ,000 1 EUR 0.36 Call EUR December NL , ,000 1 EUR 0.15 Call EUR December NL , ,000 1 EUR 0.37 Put EUR December NL , ,000 1 EUR 0.62 Put EUR December NL , ,000 1 EUR 1.11 Call USD December NL , ,000 1 EUR 0.81 Call USD December NL , ,000 1 EUR 0.97 Put USD December NL , ,000 1 EUR 0.39 Call USD December NL , ,000 1 EUR 0.25 Call USD December NL , ,000 1 EUR 0.16 Call USD December / 175

14 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.30 Put USD December NL , ,000 1 EUR 0.52 Put USD December NL , ,000 1 EUR 0.95 Call USD September NL , ,000 1 EUR 0.40 Call USD December NL , ,000 1 EUR 0.29 Call USD December NL , ,000 1 EUR 0.21 Call USD December NL , ,000 1 EUR 0.23 Put USD December NL , ,000 1 EUR 0.37 Put USD December NL , ,000 1 EUR 0.56 Put USD December NL , ,000 1 EUR 0.23 Call EUR December NL , ,000 1 EUR 0.17 Call EUR December NL , ,000 1 EUR 0.12 Call EUR December NL , ,000 1 EUR 0.12 Put EUR December NL , ,000 1 EUR 0.19 Put EUR December NL , ,000 1 EUR 0.29 Put EUR December NL , ,000 1 EUR 0.86 Call USD December NL , ,000 1 EUR 0.56 Call USD December NL , ,000 1 EUR 0.36 Call USD December NL , ,000 1 EUR 0.78 Put USD December NL , ,000 1 EUR 0.58 Call USD December NL , ,000 1 EUR 0.43 Call USD December NL , ,000 1 EUR 0.32 Call USD December / 175

15 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.53 Put USD December NL , ,000 1 EUR 0.77 Put USD December NL , ,000 1 EUR 0.84 Call USD December NL , ,000 1 EUR 0.68 Call USD December NL , ,000 1 EUR 0.54 Call USD December NL , ,000 1 EUR 0.43 Call USD December NL , ,000 1 EUR 0.47 Put USD December NL , ,000 1 EUR 0.67 Put USD December NL , ,000 1 EUR 0.90 Put USD December NL , ,000 1 EUR 0.32 Call USD September NL , ,000 1 EUR 0.40 Call USD December NL , ,000 1 EUR 0.26 Call USD December NL , ,000 1 EUR 0.16 Call USD December NL , ,000 1 EUR 0.22 Put USD December NL , ,000 1 EUR 0.42 Put USD December NL , ,000 1 EUR 0.81 Call USD December NL , ,000 1 EUR 0.51 Call USD December NL , ,000 1 EUR 0.31 Call USD December NL , ,000 1 EUR 0.31 Put USD December NL , ,000 1 EUR 0.76 Put USD December NL , ,000 1 EUR 1.14 Put USD December NL , ,000 1 EUR 0.59 Call USD December / 175

16 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.41 Call USD September NL , ,000 1 EUR 0.45 Call USD December NL , ,000 1 EUR 0.34 Call USD December NL , ,000 1 EUR 0.25 Call USD December NL , ,000 1 EUR 0.25 Put USD September NL , ,000 1 EUR 0.47 Put USD December NL , ,000 1 EUR 0.67 Put USD December NL , ,000 1 EUR 0.14 Call EUR 9 18 December NL , ,000 1 EUR 0.23 Call EUR September NL , ,000 1 EUR 0.10 Call EUR December NL , ,000 1 EUR 0.06 Call EUR December NL , ,000 1 EUR 0.07 Put EUR December NL , ,000 1 EUR 0.18 Put EUR 8 18 September NL , ,000 1 EUR 0.16 Put EUR December NL , ,000 1 EUR 0.48 Call USD December NL , ,000 1 EUR 0.33 Call USD December NL , ,000 1 EUR 0.23 Call USD December NL , ,000 1 EUR 0.32 Put USD December NL , ,000 1 EUR 0.53 Put USD December NL , ,000 1 EUR 0.43 Call USD December NL , ,000 1 EUR 0.27 Call USD December NL , ,000 1 EUR 0.18 Call USD December / 175

17 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.33 Put USD December NL , ,000 1 EUR 0.54 Put USD December NL , ,000 1 EUR 0.48 Call USD December NL , ,000 1 EUR 0.30 Call USD December NL , ,000 1 EUR 0.46 Put USD December NL , ,000 1 EUR 0.82 Put USD December NL , ,000 1 EUR 0.69 Call USD December NL , ,000 1 EUR 0.56 Call USD December NL , ,000 1 EUR 0.45 Call USD December NL , ,000 1 EUR 0.36 Call USD December NL , ,000 1 EUR 0.45 Put USD December NL , ,000 1 EUR 0.63 Put USD December NL , ,000 1 EUR 0.59 Call EUR December NL , ,000 1 EUR 0.32 Call EUR December NL , ,000 1 EUR 0.55 Put EUR December NL , ,000 1 EUR 0.69 Call USD December NL , ,000 1 EUR 0.42 Call USD December NL , ,000 1 EUR 0.75 Put USD December NL , ,000 1 EUR 0.51 Call USD December NL , ,000 1 EUR 0.33 Call USD December NL , ,000 1 EUR 0.20 Call USD December NL , ,000 1 EUR 0.50 Put USD December / 175

18 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.87 Put USD December NL , ,000 1 EUR 0.69 Call USD December NL , ,000 1 EUR 0.43 Call USD December NL , ,000 1 EUR 0.84 Put USD December NL , ,000 1 EUR 0.23 Call EUR December NL , ,000 1 EUR 0.17 Call EUR December NL , ,000 1 EUR 0.11 Call EUR December NL , ,000 1 EUR 0.26 Put EUR December NL , ,000 1 EUR 0.39 Put EUR December NL , ,000 1 EUR 0.49 Call USD December NL , ,000 1 EUR 0.37 Call USD December NL , ,000 1 EUR 0.27 Call USD December NL , ,000 1 EUR 0.20 Call USD December NL , ,000 1 EUR 0.29 Put USD December NL , ,000 1 EUR 0.44 Put USD December NL , ,000 1 EUR 0.62 Put USD December NL , ,000 1 EUR 0.53 Call USD December NL , ,000 1 EUR 0.27 Call USD December NL , ,000 1 EUR 0.28 Put USD December NL , ,000 1 EUR 0.57 Put USD December NL , ,000 1 EUR 0.33 Call USD December NL , ,000 1 EUR 0.19 Call USD December / 175

19 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.18 Call USD September NL , ,000 1 EUR 0.11 Call USD December NL , ,000 1 EUR 0.34 Put USD December NL , ,000 1 EUR 0.69 Put USD September NL , ,000 1 EUR 0.44 Call EUR December NL , ,000 1 EUR 0.27 Call EUR December NL , ,000 1 EUR 0.30 Put EUR December NL , ,000 1 EUR 0.55 Put EUR December NL , ,000 1 EUR 0.77 Call EUR December NL , ,000 1 EUR 0.15 Call EUR June NL , ,000 1 EUR 0.51 Call EUR December NL , ,000 1 EUR 0.27 Call EUR September NL , ,000 1 EUR 0.27 Call EUR December NL , ,000 1 EUR 0.54 Put EUR December NL , ,000 1 EUR 0.30 Put EUR June NL , ,000 1 EUR 0.69 Put EUR September NL , ,000 1 EUR 0.93 Put EUR December NL , ,000 1 EUR 0.83 Call USD December NL , ,000 1 EUR 0.71 Call USD December NL , ,000 1 EUR 0.61 Call USD December NL , ,000 1 EUR 0.56 Put USD December NL , ,000 1 EUR 0.75 Put USD December / 175

20 Series Number / ISIN Code No. of Securities issued No. of Securities No. of Warrants per Unit Issue Price per Security Call / Put Exercise Price Exercise Date Parity NL , ,000 1 EUR 0.74 Put USD September NL , ,000 1 EUR 0.96 Put USD December NL , ,000 1 EUR 0.48 Call USD September NL , ,000 1 EUR 0.60 Call USD December NL , ,000 1 EUR 0.45 Call USD December NL , ,000 1 EUR 0.33 Call USD December NL , ,000 1 EUR 0.47 Put USD December NL , ,000 1 EUR 0.70 Put USD December Series Number / ISIN Code Currency ISIN of Reuters Code of / Reuters Screen Page Company Website Website Rate NL Abertis Infraestructuras SA EUR ES ABE.MC SIBE - Mercado NL Abertis Infraestructuras SA EUR ES ABE.MC SIBE - Mercado NL Abertis Infraestructuras SA EUR ES ABE.MC SIBE - Mercado NL Abertis Infraestructuras SA EUR ES ABE.MC SIBE - Mercado NL Abertis Infraestructuras SA EUR ES ABE.MC SIBE - Mercado NL Abertis Infraestructuras SA EUR ES ABE.MC SIBE - Mercado NL Abertis Infraestructuras SA EUR ES ABE.MC SIBE - Mercado 20 / 175

21 Series Number / ISIN Code Currency ISIN of Reuters Code of / Reuters Screen Page Company Website Website Rate NL ACS Actividades de Construccion y Servicios SA EUR ES ACS.MC SIBE - Mercado NL ACS Actividades de Construccion y Servicios SA EUR ES ACS.MC SIBE - Mercado NL ACS Actividades de Construccion y Servicios SA EUR ES ACS.MC SIBE - Mercado NL ACS Actividades de Construccion y Servicios SA EUR ES ACS.MC SIBE - Mercado NL ACS Actividades de Construccion y Servicios SA EUR ES ACS.MC SIBE - Mercado NL ACS Actividades de Construccion y Servicios SA EUR ES ACS.MC SIBE - Mercado NL ACS Actividades de Construccion y Servicios SA EUR ES ACS.MC SIBE - Mercado NL Acerinox SA EUR ES ACX.MC SIBE - Mercado NL Acerinox SA EUR ES ACX.MC SIBE - Mercado NL Acerinox SA EUR ES ACX.MC SIBE - Mercado 21 / 175

22 Series Number / ISIN Code Currency ISIN of Reuters Code of / Reuters Screen Page Company Website Website Rate NL Acerinox SA EUR ES ACX.MC SIBE - Mercado NL Acerinox SA EUR ES ACX.MC SIBE - Mercado NL Acerinox SA EUR ES ACX.MC SIBE - Mercado NL Acerinox SA EUR ES ACX.MC SIBE - Mercado NL Acciona SA EUR ES ANA.MC SIBE - Mercado NL Acciona SA EUR ES ANA.MC SIBE - Mercado NL Acciona SA EUR ES ANA.MC SIBE - Mercado NL Acciona SA EUR ES ANA.MC SIBE - Mercado NL Acciona SA EUR ES ANA.MC SIBE - Mercado NL Acciona SA EUR ES ANA.MC SIBE - Mercado NL Acciona SA EUR ES ANA.MC SIBE - Mercado NL Banco Bilbao Vizcaya Argentaria S.A. EUR ES BBVA.MC SIBE - Mercado NL Banco Bilbao Vizcaya Argentaria S.A. EUR ES BBVA.MC SIBE - Mercado 22 / 175

23 Series Number / ISIN Code Currency ISIN of Reuters Code of / Reuters Screen Page Company Website Website Rate NL Banco Bilbao Vizcaya Argentaria S.A. EUR ES BBVA.MC SIBE - Mercado NL Banco Bilbao Vizcaya Argentaria S.A. EUR ES BBVA.MC SIBE - Mercado NL Banco Bilbao Vizcaya Argentaria S.A. EUR ES BBVA.MC SIBE - Mercado NL Banco Bilbao Vizcaya Argentaria S.A. EUR ES BBVA.MC SIBE - Mercado NL Banco Bilbao Vizcaya EUR ES BBVA.MC SIBE - Mercado Argentaria S.A. NL Banco Bilbao Vizcaya Argentaria S.A. EUR ES BBVA.MC SIBE - Mercado NL Bankinter SA EUR ES I37 BKT.MC SIBE - Mercado NL Bankinter SA EUR ES I37 BKT.MC SIBE - Mercado NL Bankinter SA EUR ES I37 BKT.MC SIBE - Mercado NL Bankinter SA EUR ES I37 BKT.MC SIBE - Mercado NL Bankinter SA EUR ES I37 BKT.MC SIBE - Mercado NL Bankinter SA EUR ES I37 BKT.MC SIBE - Mercado NL Bankinter SA EUR ES I37 BKT.MC SIBE - Mercado 23 / 175

24 Series Number / ISIN Code Currency ISIN of Reuters Code of / Reuters Screen Page Company Website Website Rate NL Bolsas y Mercados Españoles SA EUR ES BME.MC SIBE - Mercado NL Bolsas y Mercados Españoles SA EUR ES BME.MC SIBE - Mercado NL Bolsas y Mercados Españoles SA EUR ES BME.MC SIBE - Mercado NL Bolsas y Mercados Españoles SA EUR ES BME.MC SIBE - Mercado NL Bolsas y Mercados EUR ES BME.MC SIBE - Mercado Españoles SA NL Bolsas y Mercados Españoles SA EUR ES BME.MC SIBE - Mercado NL Bolsas y Mercados Españoles SA EUR ES BME.MC SIBE - Mercado NL Bolsas y Mercados Españoles SA EUR ES BME.MC SIBE - Mercado NL Bolsas y Mercados Españoles SA EUR ES BME.MC SIBE - Mercado NL Caixabank S.A. EUR ES CABK.MC SIBE - Mercado NL Caixabank S.A. EUR ES CABK.MC SIBE - Mercado NL Caixabank S.A. EUR ES CABK.MC SIBE - Mercado NL Caixabank S.A. EUR ES CABK.MC SIBE - Mercado 24 / 175

25 Series Number / ISIN Code Currency ISIN of Reuters Code of / Reuters Screen Page Company Website Website Rate NL Caixabank S.A. EUR ES CABK.MC SIBE - Mercado NL Caixabank S.A. EUR ES CABK.MC SIBE - Mercado NL Caixabank S.A. EUR ES CABK.MC SIBE - Mercado NL Caixabank S.A. EUR ES CABK.MC SIBE - Mercado NL Caixabank S.A. EUR ES CABK.MC SIBE - Mercado NL Distribuidora Internacional de Alimentación SA EUR ES DIDA.MC SIBE - Mercado NL Distribuidora Internacional de Alimentación SA EUR ES DIDA.MC SIBE - Mercado NL Distribuidora Internacional de Alimentación SA EUR ES DIDA.MC SIBE - Mercado NL Distribuidora Internacional de Alimentación SA EUR ES DIDA.MC SIBE - Mercado NL Enagas SA EUR ES ENAG.MC SIBE - Mercado NL Enagas SA EUR ES ENAG.MC SIBE - Mercado NL Enagas SA EUR ES ENAG.MC SIBE - Mercado NL Enagas SA EUR ES ENAG.MC SIBE - Mercado 25 / 175

26 Series Number / ISIN Code Currency ISIN of Reuters Code of / Reuters Screen Page Company Website Website Rate NL Enagas SA EUR ES ENAG.MC SIBE - Mercado NL Enagas SA EUR ES ENAG.MC SIBE - Mercado NL Fomento de Construcciones y Contratas SA EUR ES FCC.MC SIBE - Mercado NL Fomento de Construcciones y Contratas SA EUR ES FCC.MC SIBE - Mercado NL Fomento de Construcciones y Contratas SA EUR ES FCC.MC SIBE - Mercado NL Fomento de Construcciones y Contratas SA EUR ES FCC.MC SIBE - Mercado NL Fomento de Construcciones y Contratas SA EUR ES FCC.MC SIBE - Mercado NL Fomento de Construcciones y Contratas SA EUR ES FCC.MC SIBE - Mercado NL Fomento de Construcciones y Contratas SA EUR ES FCC.MC SIBE - Mercado NL Fomento de Construcciones y Contratas SA EUR ES FCC.MC SIBE - Mercado 26 / 175

27 Series Number / ISIN Code Currency ISIN of Reuters Code of / Reuters Screen Page Company Website Website Rate NL Ferrovial SA EUR ES FER.MC SIBE - Mercado NL Ferrovial SA EUR ES FER.MC SIBE - Mercado NL Ferrovial SA EUR ES FER.MC SIBE - Mercado NL Ferrovial SA EUR ES FER.MC SIBE - Mercado NL Ferrovial SA EUR ES FER.MC SIBE - Mercado NL Ferrovial SA EUR ES FER.MC SIBE - Mercado NL Gamesa Corporación Tecnológica SA EUR ES GAM.MC SIBE - Mercado NL Gamesa Corporación Tecnológica SA EUR ES GAM.MC SIBE - Mercado NL Gamesa Corporación Tecnológica SA EUR ES GAM.MC SIBE - Mercado NL Gamesa Corporación Tecnológica SA EUR ES GAM.MC SIBE - Mercado NL Gamesa Corporación Tecnológica SA EUR ES GAM.MC SIBE - Mercado NL Gamesa Corporación Tecnológica SA EUR ES GAM.MC SIBE - Mercado NL Gamesa Corporación Tecnológica SA EUR ES GAM.MC SIBE - Mercado 27 / 175

28 Series Number / ISIN Code Currency ISIN of Reuters Code of / Reuters Screen Page Company Website Website Rate NL Gamesa Corporación Tecnológica SA EUR ES GAM.MC SIBE - Mercado NL Gamesa Corporación Tecnológica SA EUR ES GAM.MC SIBE - Mercado NL Gas Natural SDG SA EUR ES GAS.MC SIBE - Mercado NL Gas Natural SDG SA EUR ES GAS.MC SIBE - Mercado NL Gas Natural SDG SA EUR ES GAS.MC SIBE - Mercado NL Gas Natural SDG SA EUR ES GAS.MC SIBE - Mercado NL Gas Natural SDG SA EUR ES GAS.MC SIBE - Mercado NL Grifols SA EUR ES GRLS.MC SIBE - Mercado NL Grifols SA EUR ES GRLS.MC SIBE - Mercado NL Grifols SA EUR ES GRLS.MC SIBE - Mercado NL Grifols SA EUR ES GRLS.MC SIBE - Mercado NL Grifols SA EUR ES GRLS.MC SIBE - Mercado NL Grifols SA EUR ES GRLS.MC SIBE - Mercado 28 / 175

29 Series Number / ISIN Code Currency ISIN of Reuters Code of / Reuters Screen Page Company Website Website Rate NL Grifols SA EUR ES GRLS.MC SIBE - Mercado NL Grifols SA EUR ES GRLS.MC SIBE - Mercado NL Grifols SA EUR ES GRLS.MC SIBE - Mercado NL Grifols SA EUR ES GRLS.MC SIBE - Mercado NL Grifols SA EUR ES GRLS.MC SIBE - Mercado NL Grifols SA EUR ES GRLS.MC SIBE - Mercado NL Grifols SA EUR ES GRLS.MC SIBE - Mercado NL Iberdrola SA EUR ES Y14 IBE.MC SIBE - Mercado NL Iberdrola SA EUR ES Y14 IBE.MC SIBE - Mercado NL Iberdrola SA EUR ES Y14 IBE.MC SIBE - Mercado NL Iberdrola SA EUR ES Y14 IBE.MC SIBE - Mercado NL Indra Sistemas SA EUR ES IDR.MC SIBE - Mercado NL Indra Sistemas SA EUR ES IDR.MC SIBE - Mercado 29 / 175

30 Series Number / ISIN Code Currency ISIN of Reuters Code of / Reuters Screen Page Company Website Website Rate NL Indra Sistemas SA EUR ES IDR.MC SIBE - Mercado NL Indra Sistemas SA EUR ES IDR.MC SIBE - Mercado NL Indra Sistemas SA EUR ES IDR.MC SIBE - Mercado NL Indra Sistemas SA EUR ES IDR.MC SIBE - Mercado NL Indra Sistemas SA EUR ES IDR.MC SIBE - Mercado NL Industria de Diseño Textil SA (Inditex SA) EUR ES ITX.MC SIBE - Mercado NL Industria de Diseño Textil SA (Inditex SA) EUR ES ITX.MC SIBE - Mercado NL Industria de Diseño Textil SA (Inditex SA) EUR ES ITX.MC SIBE - Mercado NL Industria de Diseño Textil SA (Inditex SA) EUR ES ITX.MC SIBE - Mercado NL Industria de Diseño Textil SA (Inditex SA) EUR ES ITX.MC SIBE - Mercado NL Industria de Diseño Textil SA (Inditex SA) EUR ES ITX.MC SIBE - Mercado NL Industria de Diseño Textil SA (Inditex SA) EUR ES ITX.MC SIBE - Mercado NL Mapfre SA EUR ES E34 MAP.MC SIBE - Mercado 30 / 175

31 Series Number / ISIN Code Currency ISIN of Reuters Code of / Reuters Screen Page Company Website Website Rate NL Mapfre SA EUR ES E34 MAP.MC SIBE - Mercado NL Mapfre SA EUR ES E34 MAP.MC SIBE - Mercado NL Mapfre SA EUR ES E34 MAP.MC SIBE - Mercado NL Mapfre SA EUR ES E34 MAP.MC SIBE - Mercado NL Melia Hotels International EUR ES MEL.MC SIBE - Mercado SA NL Melia Hotels International SA EUR ES MEL.MC SIBE - Mercado NL Melia Hotels International SA EUR ES MEL.MC SIBE - Mercado NL Melia Hotels International SA EUR ES MEL.MC SIBE - Mercado NL Obrascon Huarte Lain SA EUR ES OHL.MC SIBE - Mercado NL Obrascon Huarte Lain SA EUR ES OHL.MC SIBE - Mercado NL Obrascon Huarte Lain SA EUR ES OHL.MC SIBE - Mercado NL Banco Popular Español SA EUR ES POP.MC SIBE - Mercado NL Banco Popular Español SA EUR ES POP.MC SIBE - Mercado 31 / 175