INDEX OF DEFINED TERMS - Banca di Legnano

Level: 2 – From: 2 – Wednesday, July 21, 2010 – 12:12 – eprint6 – 4247 Section 06
Additional Terms and Conditions for Index Linked Notes
(c)
if “Modified Postponement” is specified as applying in the applicable Final Terms then:
(i)
(ii)
(iii)
(iv)
where the Index Linked Notes relate to a single Index, the Averaging Date shall be the
first succeeding Valid Date. If the first succeeding Valid Date has not occurred as of
the Valuation Time on the Averaging Cut-Off Date or if such Averaging Date falls on
the Averaging Cut-Off Date owing to the original date on which it was scheduled to
fall not being a Scheduled Trading Day for the Index, then (A) the Averaging Cut-Off
Date shall be deemed to be the Averaging Date (irrespective of whether the Averaging
Cut-Off Date is already an Averaging Date), and (B) the Calculation Agent shall
determine the relevant level or price for that Averaging Date in accordance with subparagraph
(a)(ii) of the definition of “Valuation Date” below;
where the Index Linked Notes relate to a Basket of Indices and the applicable Final
Terms provides that “Common Scheduled Trading Days” shall not be applicable, the
Averaging Date for each Index not affected by the occurrence of a Disrupted Day shall
be the originally designated Averaging Date (following adjustment of such date owing
to the original date not being a Scheduled Trading Day, if applicable) (the “Scheduled
Averaging Date”) and the Averaging Date for an Index affected by the occurrence of a
Disrupted Day shall be the first succeeding Valid Date in relation to such Index. If the
first succeeding Valid Date in relation to such Index has not occurred as of the
Valuation Time on the Averaging Cut-Off Date or if such Averaging Date falls on the
Averaging Cut-Off Date owing to the original date on which it was scheduled to fall
not being a Scheduled Trading Day for the Index, then (A) the Averaging Cut-Off Date
shall be deemed to be the Averaging Date (irrespective of whether the Averaging Cut-
Off Date is already an Averaging Date) in relation to such Index, and (B) the
Calculation Agent shall determine the relevant level or price for that Averaging Date in
accordance with sub-paragraph (b)(ii) of the definition of “Valuation Date” below;
where the Index Linked Notes relate to a Basket of Indices and the applicable Final
Terms provides that “Common Scheduled Trading Days” and “Individual Disrupted
Days” shall be applicable, the Averaging Date for each Index not affected by the
occurrence of a Disrupted Day shall be the originally designated Averaging Date
(following adjustment of such date owing to the original date not being a Common
Scheduled Trading Day, if applicable) (the “Scheduled Averaging Date”) and the
Averaging Date for an Index affected by the occurrence of a Disrupted Day shall be
the first succeeding Valid Date in relation to such Index. If the first succeeding Valid
Date in relation to such Index has not occurred as of the Valuation Time on the
Averaging Cut-Off Date or if such Averaging Date falls on the Averaging Cut-Off Date
owing to the original date on which it was scheduled to fall not being a Common
Scheduled Trading Day for the Index, then (A) the Averaging Cut-Off Date shall be
deemed to be the Averaging Date (irrespective of whether the Averaging Cut-Off Date
is already an Averaging Date) in relation to such Index, and (B) the Calculation Agent
shall determine the relevant level or price for that Averaging Date in accordance with
sub-paragraph (c)(ii) of the definition of “Valuation Date” below; or
where the Index Linked Notes relate to a Basket of Indices and the applicable Final
Terms provides that “Common Scheduled Trading Days” and “Common Disrupted
Days” shall be applicable, the Averaging Date for each Index shall be the first
succeeding Common Valid Date in relation to such Index. If the first succeeding
Common Valid Date has not occurred as of the Valuation Time on the Averaging Cut-
Off Date or if such Averaging Date falls on the Averaging Cut-Off Date owing to the
original date on which it was scheduled to fall not being a Common Scheduled
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