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INDEX OF DEFINED TERMS - Banca di Legnano

INDEX OF DEFINED TERMS - Banca di Legnano

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Sponsor(s):<br />

[The [ ] Index is a Unitary Index / Multi-<br />

Exchange Index] / Proprietary Index]<br />

(ii)<br />

Calculation Agent responsible for<br />

making calculations in respect of<br />

the Notes:<br />

[The Index Sponsor for the [ ] Index is [ ]<br />

[The Index Currency for the [ ] Index is [ ]]<br />

[ ]<br />

(iii) Final Redemption Amount: [ ] per Specified Denomination<br />

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

(v) Index Performance: [ ]<br />

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

Disrupted Day, [Omission/ Postponement/<br />

Mo<strong>di</strong>fied 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 Index Linked Notes<br />

relating to a Basket)<br />

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

apply.] (N.B. If Common Scheduled Tra<strong>di</strong>ng<br />

Days are applicable, either Common or<br />

In<strong>di</strong>vidual Disrupted Days must be specified)<br />

(vi) Exchange Rate: [Applicable/Not Applicable]<br />

[insert details]<br />

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

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

Index Performance is [ ]]. (N.B. Only<br />

applicable in relation to Index Linked Notes<br />

relating to a Basket)<br />

(viii) Exchange(s): [ ]<br />

(ix) Related Exchange: [ ]/[All Exchanges]<br />

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

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

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

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

applicable in relation to Index Linked Notes<br />

relating to a Basket)<br />

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

apply.] (N.B. If Common Scheduled Tra<strong>di</strong>ng<br />

Days are applicable, either Common or<br />

In<strong>di</strong>vidual Disrupted Days must be specified)

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