INDEX OF DEFINED TERMS - Banca di Legnano

Level: 2 – From: 2 – Wednesday, July 21, 2010 – 12:12 – eprint6 – 4247 Section 06
“Observation Period Start Date“ means, in respect of an Index, each date specified as such in the
applicable Final Terms, subject to adjustment in accordance with the provisions of “Observation Date”,
“Valuation Date” or otherwise as specified in the applicable Final Terms, if applicable.
“Proprietary Index” means any Index which is specified as such in the applicable Final Terms, or,
if not specified, any Index the Calculation Agent determines as such.
“Related Exchange” means, in relation to any Unitary Index or Multi-Exchange Index, each
exchange or quotation system specified as such for such Index in the applicable Final Terms, any successor
to such exchange or quotation system or any substitute exchange or quotation system to which trading in
futures or options contracts relating to such Index has temporarily relocated (provided that the Calculation
Agent has determined that there is comparable liquidity relative to the futures or options contracts relating
to such Index on such temporary substitute exchange or quotation system as on the original Related
Exchange), provided, however, that where “All Exchanges” is specified as the Related Exchange in the
applicable Final Terms, “Related Exchange” shall mean each exchange or quotation system where trading
has a material effect (as determined by the Calculation Agent) on the overall market for futures or options
contracts relating to the Index.
“Scheduled Closing Time” means, in respect of an Exchange or Related Exchange and a
Scheduled Trading Day, the scheduled weekday closing time of such Exchange or Related Exchange on
such Scheduled Trading Day, without regard to after hours or any other trading outside of the regular
trading session hours.
“Scheduled Observation Date” means any original date that, but for the occurrence of an event
causing a Disrupted Day, would have been an Observation Date.
“Scheduled Trading Day” means in respect of:
Additional Terms and Conditions for Index Linked Notes
(a)
(b)
(c)
any Unitary Index, any day on which each Exchange and each Related Exchange for the
Index are scheduled to be open for trading for their respective regular trading sessions;
any Multi-Exchange Index, any day on which (i) the Index Sponsor is scheduled to publish
the level of the Index, and (ii) the Related Exchange for the Index is scheduled to be open for
trading for its regular trading session; and
any Proprietary Index, any day on, or, as the case may be, in respect of, which the Index
Sponsor is scheduled to publish the level of such Index.
“Scheduled Valuation Date” means any original date that, but for the occurrence of an event
causing a Disrupted Day, would have been a Valuation Date.
“Trade Date” means the date specified as a Trade Date in the applicable Final Terms.
“Trading Disruption” means:
(a)
(b)
in respect of any Unitary Index, any suspension of, or limitation imposed on, trading by any
relevant Exchange or Related Exchange or otherwise and whether by reason of movements in
price exceeding limits permitted by the relevant Exchange or Related Exchange or otherwise,
(i) relating to securities that comprise 20 per cent. or more of the level of the Index on any
relevant Exchange, or (ii) in futures or options contracts relating to the Index on any relevant
Related Exchange; and
in respect of any Multi-Exchange Index, any suspension or limitation imposed on trading by
any relevant Exchange or Related Exchange or otherwise, and whether by reason of
movements in price exceeding limits permitted by the relevant Exchange or Related
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