Investor Presentation - CNP Assurances Corporate Bond Portfolio and SCR Coverage Ratio

Solvency II subordinated notes issuance capacity Tier 1 (€bn) 28.9 Tier 2 & Tier 3 (€bn) Max = 20% of total Tier 1 = 25% of unrestricted Tier 1 7.2 Unrestricted Tier 1 Max. amount of Tier 1 debt 2.6 Outstanding Tier 1 debt CNP 1. €500m Tier 2 sustainable debt issued in January 2023 not included. assurances 4.6 15.8 Max = 50% of SCR 7.9 4.9 3.0 Tier 2: 3.8 Tier 1 debt issuance capacity Consolidated Max. amount Outstanding Tier 2&3 debt SCR of Tier 2&3 Tier 2&3 debt¹ debt issuance capacity Investor Presentation Max = 15% of SCR 1.3 On which Tier 3 debt issuance capacity March 23 | 54

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