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PRODUCT VALUATION REPORT

UK & US Quarterly Fixed Income Plan – Issue 5

Strike Date: 06/10/2025
Next Observation Date: 13/10/2026
Final Observation Date: 06/10/2031
Returns and Barriers: 
Issuer: BNP Paribas
Investment Term: 6 Years 1 Week
Payment Rate: 6.00% per annum (1.50% per quarter)
Capital Protection: 65% Capital Protection barrier at maturity
ISIN: XS3087461607
Currency: GBP
Current Price: 95.66% (as at 11/08/2026 10:37 UK Time)
Coupons Paid to Date: 4.5000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
FTSE 1009,479.1410,862.5014.59%
S&P 5006,740.287,753.1115.03%
Source: Bloomberg