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INDEX OF DEFINED TERMS - Banca di Legnano

INDEX OF DEFINED TERMS - Banca di Legnano

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Level: 2 – From: 2 – Wednesday, July 21, 2010 – 12:39 – eprint6 – 4247 Section 12<br />

(xviii) Valuation Time: [ ]<br />

(xix) Observation Date(s): [ ]<br />

[[Common/In<strong>di</strong>vidual] Disrupted Days will apply.]<br />

(N.B. If Common Scheduled Tra<strong>di</strong>ng Days are<br />

applicable, either Common or In<strong>di</strong>vidual Disrupted<br />

Days must be specified)<br />

[Common Scheduled Tra<strong>di</strong>ng Days: [Applicable/Not<br />

Applicable]] (N.B. May only be applicable in<br />

relation to Index Linked Notes relating to a Basket)<br />

[[Common/In<strong>di</strong>vidual] Disrupted Days will apply.]<br />

(N.B. If Common Scheduled Tra<strong>di</strong>ng Days are<br />

applicable, either Common or In<strong>di</strong>vidual Disrupted<br />

Days must be specified)<br />

(xx) Observation Period: [Applicable: [Extension/No Extension]/Not<br />

Applicable]<br />

(a) Observation Period Start Date: [[ ] ([Inclu<strong>di</strong>ng/Exclu<strong>di</strong>ng]) / Not Applicable]<br />

(b) Observation Period End Date: [[ ] ([Inclu<strong>di</strong>ng/Exclu<strong>di</strong>ng]) / Not Applicable]<br />

(xxv) Barrier Event: [Not Applicable/Barrier Event (intraday)/Barrier<br />

Event (closing)/Common Scheduled Tra<strong>di</strong>ng Days]<br />

(xxvi) Barrier Level: [[ ]/Not Applicable]<br />

Form of Final Terms for Notes Linked to Underlying Asset(s)<br />

(xxvii) Disrupted Day:<br />

[If a Valuation Date, an Averaging Date or an<br />

Observation Date, as the case may be, is a Disrupted<br />

Day, the relevant level or price will be calculated<br />

[insert calculation method]]<br />

(xxviii) Trade Date: [ ]<br />

(N.B. Only applicable where provisions in Index<br />

Linked Con<strong>di</strong>tions are not appropriate)<br />

(xxix) Ad<strong>di</strong>tional Disruption Events: The following Ad<strong>di</strong>tional Disruption Events apply to<br />

the Notes:<br />

(xxx) Other terms or special con<strong>di</strong>tions: [ ]<br />

[Change in Law]<br />

[Hedging Disruption]<br />

[Increased Cost of Hedging]<br />

22. Share Linked Interest Note Provisions: [Applicable/ Not Applicable] (If not applicable,<br />

delete the remaining sub-paragraphs of this<br />

paragraph)<br />

[The provisions of Annex 2 to the Terms and<br />

Con<strong>di</strong>tions – Ad<strong>di</strong>tional Terms and Con<strong>di</strong>tions for<br />

Share Linked Notes shall apply.]<br />

242

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