INDEX OF DEFINED TERMS - Banca di Legnano

(xii) Observation Date(s): [ ]
[Common Scheduled Trading Days:
[Applicable/Not Applicable]] (N.B. May only be
applicable in relation to Index 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)
(xiii) Observation Period: [Applicable: [Extension/No Extension]/Not
Applicable]
(a)
(b)
Observation Period Start
Date:
Observation Period End
Date:
[[ ] ([Including/Excluding]) / Not
Applicable]
[[ ] ([Including/Excluding]) / Not
Applicable]
(xiv) Barrier Event: [Not Applicable/Barrier Event
(intraday)/Barrier Event (closing)/Common
Scheduled Trading Days]
(xv) Barrier Level [[ ]/Not Applicable]
(xvi) Disrupted Day: [If a Valuation Date, an Averaging Date or an
Observation Date, as the case may be, is a
Disrupted Day, the relevant level or price will
be calculated [insert calculation method]]
(xvii) Trade Date [ ]
(N.B. Only applicable where provisions in
Index Linked Conditions are not appropriate)
(xviii) Additional Disruption Events: The following Additional Disruption Events
apply to the Notes:
[Change in Law]
(xix) Other terms or special conditions: [ ]
[Hedging Disruption]
[Increased Cost of Hedging]
32. Share Linked Redemption Notes: [Applicable/Not Applicable]
(If not applicable, delete the remaining subparagraphs
of this paragraph)
(i) Share(s)/Basket of Share(s): [The provisions of Annex 2 to the Terms and
Conditions – Additional Terms and Conditions
for Share Linked Notes shall apply.]
(ii)
Calculation Agent responsible for
making calculations in respect of
[ ]