INDEX OF DEFINED TERMS - Banca di Legnano

(xii) Share Performance: [ ]
[[Common/Individual] Disrupted Days will
apply.] (N.B. If Common Scheduled Trading
Days are applicable, either Common or
Individual Disrupted Days must be specified)
(xiii) Exchange Rate: [Applicable/Not Applicable]
[insert details]
(xiv) Weighting: [Not Applicable/The weighting to be applied to
each item comprising the Basket to ascertain the
Share Performance is [ ]]. (N.B. Only
applicable in relation to Share Linked Notes
relating to a Basket)
(xv) Exchange(s): [ ]
(xvi) Related Exchange: [ ]/[All Exchanges]
(xvii) Valuation Date(s): [ ]
(xviii) Valuation Time: [ ]
(xix) Observation Date(s): [ ]
[Common Scheduled Trading Days:
[Applicable/Not Applicable]] (N.B. May only be
applicable in relation to Share Linked Notes
relating to a Basket)
[[Common/Individual] Disrupted Days will
apply.] (N.B. If Common Scheduled Trading
Days are applicable, either Common or
Individual Disrupted Days must be specified)
[Common Scheduled Trading Days:
[Applicable/Not Applicable]] (N.B. May only be
applicable in relation to Share Linked Notes
relating to a Basket)
[[Common/Individual] Disrupted Days will
apply.] (N.B. If Common Scheduled Trading
Days are applicable, either Common or
Individual Disrupted Days must be specified)
(xx) Observation Period: [Applicable: [Extension/No Extension]/Not
Applicable]
(a)
Observation Period Start
Date:
[[ ] ([Including/Excluding]) / Not
Applicable]
(b) Observation Period End
Date:
[[ ] ([Including/Excluding]) / Not
Applicable]
(xxi) Barrier Event: [Not Applicable/Barrier Event
(intraday)/Barrier Event (closing)/Common