INDEX OF DEFINED TERMS - Banca di Legnano

Level: 2 – From: 2 – Wednesday, July 21, 2010 – 12:19 – eprint6 – 4247 Section 08
“Affected Currency Price”) by the occurrence of an FX Disrupted Day shall be the first
succeeding FX Business Day that is not an FX Disrupted Day relating to the Affected
Currency Price, unless the Calculation Agent determines that each of the consecutive FX
Business Days equal in number to the Maximum Days of Postponement immediately
following such Scheduled Valuation Date or Scheduled Averaging Date, as the case may be,
is an FX Disrupted Day. In that case for each Affected Currency Price, (i) that last
consecutive FX Business Day shall be deemed to be the Valuation Date or the Averaging
Date, as the case may be (notwithstanding the fact that such day may be an FX Disrupted
Day) and (ii) the next applicable Disruption Fallback shall apply.
“Price Materiality Event” means, in respect of a Currency Price and a Valuation Date, Averaging
Date or other relevant date, that the FX Price Source differs from the Fallback Reference Price by at least
the Price Materiality Percentage (and if both an FX Price Source Disruption and a Price Materiality Event
occur or exist on any day, it shall be deemed that an FX Price Source Disruption and not a Price
Materiality Event occurred or existed on such day).
“Price Materiality Percentage” means the percentage specified as such in the applicable Final
Terms.
“Reference Dealers” means, in respect of each Subject Currency, four leading dealers in the
relevant foreign exchange market, as determined by the Calculation Agent (or any other number of dealers
as specified in the applicable Final Terms).
“Specified Financial Center(s)” means the financial center(s) specified in the applicable Final
Terms.
“Subject Currency” means the currency specified as such in the applicable Final Terms.
“Subject Currency Jurisdiction” means the country for which the Subject Currency is the lawful
currency.
“Valuation Cut-Off Date” means, in respect of a Valuation Date, the fifth FX Business Day
immediately following the original date on which such Valuation Date was scheduled to fall, or, if earlier,
the FX Business Day falling on or immediately preceding the second Business Day immediately preceding
the date on which payment of any amount or delivery of any assets may have to be made pursuant to any
calculation or determination made on such Valuation Date, provided that the Valuation Cut-Off Date shall
not fall prior to the original date on which such Valuation Date was scheduled to fall.
“Valuation Date” means:
Additional Terms and Conditions for FX Linked Notes
(a)
(b)
if the applicable Final Terms specifies that the EM Currency Provisions shall not apply to a
Currency Price, each Valuation Date specified in the applicable Final Terms or if that is not
an FX Business Day the first following day which is an FX Business Day, or, if earlier the
Valuation Cut-Off Date (such day, the “Scheduled Valuation Date” corresponding to such
Valuation Date). If a Valuation Date falls on the Valuation Cut-Off Date, then, subject to the
applicable Final Terms, the first applicable Disruption Fallback specified as a consequence of
an FX Market Disruption Event shall apply (as if an FX Market Disruption Event had
occurred), or, if none is specified, Calculation Agent Determination shall be deemed to apply;
or
if the applicable Final Terms specifies that the EM Currency Provisions shall apply to a
Currency Price, each Valuation Date specified in the applicable Final Terms or, if such day is
not an FX Business Day in respect of a Currency Price, the immediately preceding FX
Business Day for such Currency Price, as determined by the Calculation Agent, provided that
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