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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 />

(xi) Business Day Convention: [Floating Rate Convention]<br />

[Following Business Day Convention]<br />

[Mo<strong>di</strong>fied Following Business Day Convention]<br />

[Prece<strong>di</strong>ng Business Day Convention]<br />

[Other (specify)]<br />

(xii) Ad<strong>di</strong>tional Business Center(s) [ ]<br />

(Con<strong>di</strong>tion 4(b)):<br />

(xiii) Minimum Rate of Interest: [ ]<br />

(xiv) Maximum Rate of Interest: [ ]<br />

(xv) Day Count Fraction: [Actual/Actual or Actual/Actual (ISDA)]<br />

[Actual/Actual (ICMA)]<br />

[Actual/365 (Fixed)]<br />

[Actual/365 (Sterling)]<br />

[Actual/360]<br />

[30/360 or 360/360 or Bond Basis]<br />

[30E/360 or Eurobond Basis]<br />

[30E/360 (ISDA)]<br />

[Other (specify)]<br />

(See Con<strong>di</strong>tion 4 for alternatives)<br />

(xvi) Averaging: Averaging [applies/does not apply] to the Notes.<br />

[The Averaging Dates are [ ].]<br />

(xvii) Valuation Date(s): [ ]<br />

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

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

(xix) Weighting: [Not Applicable/The weighting to be applied to each<br />

item comprising the Basket to ascertain the Currency<br />

Price is [[ ]].<br />

(N.B. Only applicable in relation to FX Linked Notes<br />

relating to a Basket)<br />

(xx) EM Currency Provisions: [Applicable/Not Applicable]<br />

Unscheduled Holiday: [Applicable/Not Applicable]<br />

Maximum Days of Deferral: [[ ]<br />

EM Valuation Postponement: [Applicable/Not<br />

Applicable]<br />

Maximum Days of EM Valuation Postponement:<br />

[ ]<br />

EM Fallback Valuation Postponement:<br />

[Applicable/Not Applicable]<br />

Fallback Maximum Period of Postponement: [As<br />

specified in the FX Linked Con<strong>di</strong>tions/ Specify]<br />

247

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