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INDEX OF DEFINED TERMS - Banca di Legnano

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paragraph)<br />

(i) Share(s)/Basket of Shares: [ ]<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<br />

for Share Linked Notes shall apply.]<br />

(ii)<br />

(iii)<br />

(iv)<br />

Formula for calculating Rate of<br />

Interest inclu<strong>di</strong>ng back up<br />

provisions:<br />

Calculation Agent responsible for<br />

making calculations in respect of the<br />

Notes:<br />

Interest Payment Date(s)/ Interest<br />

Period(s):<br />

[ ]<br />

[ ]<br />

[ ]<br />

(v) Interest Period End Dates: [ ]<br />

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

[Following Business Day Convention]<br />

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

Convention]<br />

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

[Other (give details)]<br />

(vii) Ad<strong>di</strong>tional Business Center(s)<br />

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

[ ]<br />

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

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

(x) 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 />

(xi) Averaging: [The Averaging Dates are [ ].]<br />

[In the event that an Averaging Date is a<br />

Disrupted<br />

Day,<br />

[Omission/Postponement/Mo<strong>di</strong>fied<br />

Postponement] will apply.]<br />

[Common Scheduled Tra<strong>di</strong>ng Days:<br />

[Applicable/Not Applicable]] (N.B. May only be<br />

applicable in relation to Share Linked Notes<br />

relating to a Basket)

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