INDEX OF DEFINED TERMS - Banca di Legnano

Level: 2 – From: 2 – Wednesday, July 21, 2010 – 12:19 – eprint6 – 4247 Section 08
Reference Price specified in the applicable Final Terms, or if not so specified, the official closing price of
such Commodity Index.
“Commodity Trading Disruption” means the material suspension of, or the material limitation
imposed on, trading in the Futures Contract or the Commodity on the Exchange or in any additional
futures contract, options contract or commodity on any Exchange.
“Delayed Publication or Announcement” means that the Relevant Price for a Pricing Date will be
determined based on the Specified Price in respect of the original day scheduled as such Pricing Date that
is published or announced by the relevant Price Source retrospectively on the first succeeding Commodity
Business Day on which the Market Disruption Event ceases to exist, unless that Market Disruption Event
continues to exist (measured from and including the original day that would otherwise have been the
Pricing Date (or, if applicable, if the Pricing Date as specified in the Final Terms is adjusted on account of
such original date not being a Commodity Business Day, measured from and including the day that is the
original date that would otherwise have been the Pricing Date, following such adjustment specified in the
applicable Final Terms on account of such original date not being a Commodity Business Day)) or the
Relevant Price continues to be unavailable for two (2) consecutive Commodity Business Days. In that
case, the next Disruption Fallback (as defined below) specified in the applicable Final Terms will apply.
“Delivery Date” means the date specified in the applicable Final Terms.
“Disappearance of Commodity Reference Price” means:
Additional Terms and Conditions for Commodity Linked Notes
(i)
(ii)
(iii)
the permanent discontinuation of trading, in the relevant Futures Contract on the relevant
Exchange;
the disappearance of, or of trading in, the Commodity; or
the disappearance or permanent discontinuance or unavailability of a Commodity Reference
Price,
notwithstanding the availability of the related Price Source or the status of trading in the relevant
Futures Contract or the Commodity.
“Exchange” means, in relation to a Commodity, the exchange or principal trading market specified
as such for such Commodity in the applicable Final Terms or Commodity Reference Price.
“Fallback Reference Price” means that the Calculation Agent will determine the Relevant Price
based on the price for that Pricing Date of the first alternate Commodity Reference Price, if any, specified
in the applicable Final Terms and not subject to a Market Disruption Event.
“Futures Contract” means, in respect of a Commodity Reference Price, the contract for future
delivery of a contract size in respect of the relevant Delivery Date relating to the Commodity or
Commodity Index referred to in that Commodity Reference Price.
“Material Change in Content” means the occurrence since the Trade Date of a material change in
the content, composition or constitution of the relevant Commodity or relevant Futures Contract.
“Material Change in Formula” means the occurrence since the Trade Date of a material change in
the formula for or method of calculating the relevant Commodity Reference Price.
“Nearby Month” when preceded by a numerical adjective, means, in respect of a Delivery Date
and a Pricing Date, the month of expiration of the Futures Contract identified by the numerical adjective,
so that, for example, (i) “First Nearby Month” means the month of expiration of the first Futures
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