AVVISO n Marzo 2008

Transcript

1 AVVISO n Marzo 28 SeDeX PLAIN VANILLA Mittente del comunicato : Borsa Italiana Societa' oggetto : BANCA dell'avviso Oggetto : Inizio Negoziazione Covered Warrant plain vanilla su Indici " S.p.A" emessi nell'ambito di un programma Testo del comunicato Si veda allegato. Disposizioni della Borsa

2 Strumenti finanziari: Emittente: Covered Warrant su Indici Azionari BANCA Rating Emittente: Società di rating Long term Data report Moody's Aa3 17/12/27 Standard & Poor's AA- 3/1/27 Fitch AA- 8/11/27 Oggetto: INIZIO NEGOZIAZIONI IN BORSA Data di inizio negoziazioni: 2/3/28 Mercato di quotazione: Orari e modalità di negoziazione: Operatore incaricato ad assolvere l impegno di quotazione: Borsa - Comparto SEDEX Covered Warrant Plain Vanilla Negoziazione continua e l orario stabilito dall art. IA delle Istruzioni Codice specialist: 2599 CARATTERISTICHE SALIENTI DEI TITOLI OGGETTO DI UOTAZIONE Covered Warrant su Indici Azionari Serie in negoziazione: uantitativo minimo di negoziazione di ciascuna serie: Impegno giornaliero ad esporre prezzi denaro e lettera per ciascuna serie: Tipo di liquidazione: Modalità di esercizio: vedasi scheda riepilogativa delle caratteristiche dei securitised derivatives vedasi scheda riepilogativa delle caratteristiche dei securitised derivatives (colonna Lotto Neg. ) vedasi scheda riepilogativa delle caratteristiche dei securitised derivatives (colonna N.Lotti M.M. ) monetaria europeo

3 DISPOSIZIONI DELLA BORSA ITALIANA Dal giorno 2/3/28, gli strumenti finanziari "Covered Warrant su Indici Azionari" (vedasi scheda riepilogativa delle caratteristiche dei securitised derivatives) verranno inseriti nel Listino Ufficiale, sezione Securitised Derivatives. Allegati: - Scheda riepilogativa delle caratteristiche dei securitised derivatives; - Fattori di Rischio e tabella/e delle Condizioni Definitive dei securitised derivatives; - Regolamento/i dei securitised derivatives.

4 Serie Isin Sigla SIA Descrizione Sottostante Facoltà Strike Scad. Multiplo Ammontare Lotto Neg. N.Lotti MM 1 IT43387 I BI CAC4C5F8 CAC4 5 2/6/28, IT I BI CAC4P45F8 CAC4 45 2/6/28, IT I BI CAC4C5I8 CAC4 5 19/9/28, IT I BI CAC4C55I8 CAC /9/28, IT I BI CAC4P45I8 CAC /9/28, IT I BI CAC4C5L8 CAC4 5 19/12/28, IT I BI CAC4C55L8 CAC /12/28, IT I BI CAC4P45L8 CAC /12/28, IT I BI DAXP65F8 DAX3 65 2/6/28, IT I BI DAXC71I8 DAX /9/28, IT I BI DAXC73I8 DAX /9/28, IT I BI DAXP67I8 DAX /9/28, martedì 18 marzo 28 Pagina 1 di 6

5 Serie Isin Sigla SIA Descrizione Sottostante Facoltà Strike Scad. Multiplo Ammontare Lotto Neg. N.Lotti MM 13 IT I BI DAXP65I8 DAX /9/28, IT43379 I BI DAXC72L8 DAX /12/28, IT I BI DAXC74L8 DAX /12/28, IT I BI DAXP66L8 DAX /12/28, IT I BI DAXP64L8 DAX /12/28, IT I BI IBE35C15GIUF8 IBEX 15 2/6/28, IT I BI IBE35P12F8 IBEX 12 2/6/28, IT I BI IBE35C14I8 IBEX 14 19/9/28, IT I BI IBE35C16I8 IBEX 16 19/9/28, IT I BI IBE35P12I8 IBEX 12 19/9/28, IT I BI IBE35P11I8 IBEX 11 19/9/28, IT I BI ND1C18I8 NASDA /9/28, IT I BI ND1C2I8 NASDA1 2 19/9/28, martedì 18 marzo 28 Pagina 2 di 6

6 Serie Isin Sigla SIA Descrizione Sottostante Facoltà Strike Scad. Multiplo Ammontare Lotto Neg. N.Lotti MM 26 IT I BI ND1P17I8 NASDA /9/28, IT I BI ND1P15I8 NASDA /9/28, IT I BI ND1C18L8 NASDA /12/28, IT I BI ND1C2L8 NASDA1 2 19/12/28, IT I BI ND1P17L8 NASDA /12/28, IT I BI ND1P15L8 NASDA /12/28, IT I BI N225C15I8 NIKKEI /9/28, IT I BI N225C16I8 NIKKEI /9/28, IT I BI N225P12I8 NIKKEI /9/28, IT I BI N225P11I8 NIKKEI /9/28, IT I BI N225C15L8 NIKKEI /12/28, IT I BI N225C16L8 NIKKEI /12/28, IT I BI N225P12L8 NIKKEI /12/28, martedì 18 marzo 28 Pagina 3 di 6

7 Serie Isin Sigla SIA Descrizione Sottostante Facoltà Strike Scad. Multiplo Ammontare Lotto Neg. N.Lotti MM 39 IT I BI N225P11L8 NIKKEI /12/28, IT43388 I BI SP5C14F8 S&P5 14 2/6/28, IT I BI SP5P12F8 S&P5 12 2/6/28, IT I BI SP5C13I8 S&P /9/28, IT I BI SP5C14I8 S&P /9/28, IT I BI SP5C15I8 S&P /9/28, IT I BI SP5P13I8 S&P /9/28, IT I BI SP5P12I8 S&P /9/28, IT I BI SP5C14L8 S&P /12/28, IT I BI SP5C15L8 S&P /12/28, IT I BI SP5P13L8 S&P /12/28, IT I BI SP5P12L8 S&P /12/28, IT I BI SPMIBC34F8 S&PMIB 34 2/6/28, martedì 18 marzo 28 Pagina 4 di 6

8 Serie Isin Sigla SIA Descrizione Sottostante Facoltà Strike Scad. Multiplo Ammontare Lotto Neg. N.Lotti MM 52 IT I BI SPMIBC35F8 S&PMIB 35 2/6/28, IT I BI SPMIBP33F8 S&PMIB 33 2/6/28, IT I BI SPMIBP32F8 S&PMIB 32 2/6/28, IT I BI SPMIBC34I8 S&PMIB 34 19/9/28, IT I BI SPMIBC37I8 S&PMIB 37 19/9/28, IT I BI SPMIBC4I8 S&PMIB 4 19/9/28, IT I BI SPMIBP31I8 S&PMIB 31 19/9/28, IT I BI SPMIBP3I8 S&PMIB 3 19/9/28, IT I BI SPMIBC36L8 S&PMIB 36 19/12/28, IT I BI SPMIBC4L8 S&PMIB 4 19/12/28, IT I BI SPMIBP31L8 S&PMIB 31 19/12/28, IT I BI SPMIBP28L8 S&PMIB 28 19/12/28, IT I BI DJES5C39F8 DJ EUROSTOXX5 39 2/6/28, martedì 18 marzo 28 Pagina 5 di 6

9 Serie Isin Sigla SIA Descrizione Sottostante Facoltà Strike Scad. Multiplo Ammontare Lotto Neg. N.Lotti MM 65 IT I BI DJES5P37F8 DJ EUROSTOXX5 37 2/6/28, IT I BI DJES5P35F8 DJ EUROSTOXX5 35 2/6/28, IT I BI DJES5C4I8 DJ EUROSTOXX5 4 19/9/28, IT I BI DJES5C42I8 DJ EUROSTOXX /9/28, IT I BI DJES5P36I8 DJ EUROSTOXX /9/28, IT I BI DJES5P34I8 DJ EUROSTOXX /9/28, IT I BI DJES5C41L8 DJ EUROSTOXX /12/28, IT I BI DJES5C43L8 DJ EUROSTOXX /12/28, IT I BI DJES5P37L8 DJ EUROSTOXX /12/28, IT I BI DJES5P36L8 DJ EUROSTOXX /12/28, IT I BI DJES5P35L8 DJ EUROSTOXX /12/28, martedì 18 marzo 28 Pagina 6 di 6

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20 Tabella 1 - Covered Warrant su Indici N. serie Emitten te Cod. ISIN IT IT IT IT IT IT IT IT IT Sottosta nte CAC4 CAC4 CAC4 CAC4 CAC4 CAC4 CAC4 CAC4 DAX3 /P ut Cod. ISIN Sottosta nte Strike 5, 45, 5, 55, 45, 5, 55, 45, 65, Data Emission e Data Scadenza 25/2/8 2/6/8 25/2/8 2/6/8 25/2/8 19/9/8 25/2/8 19/9/8 25/2/8 19/9/8 25/2/8 19/12/8 25/2/8 19/12/8 25/2/8 19/12/8 25/2/8 2/6/8 Multip lo,1,1,1,1,1,1,1,1,1 Cod. Neg. I338 I3381 I3382 I3383 I3384 I3385 I3386 I3387 I33785 uanti tà 4, 4, 4, 4, 4, 4, 4, 4, 1, Cash/Physi cal Europ/ Ameri c Lotto Minimo Esercizi o Lotto Neg. N.lotti neg. Per obblighi quotazione Volatilit à Tasso Free Risk Prezzo Indicativ o covered warrant,2659,438,1341,36,438,2269,271,439,2444,2438,439,915,334,439,319,272,439,3293,2488,439,1574,2994,439,3741,3111,438,338 Prezzo Sottosta nte 4744,5 4744,5 4744,5 4744,5 4744,5 4744,5 4744,5 4744,5 6644,599 5 Sponsor Euronext Paris SA Euronext Paris SA Euronext Paris SA Euronext Paris SA Euronext Paris SA Euronext Paris SA Euronext Paris SA Euronext Paris SA Deutsche Boerse AG 1 IT DAX3 71, 25/2/8 19/9/8,1 I , 1 6,2992,439, ,599 5 Deutsche Boerse AG 11 IT DAX3 73, 25/2/8 19/9/8,1 I , 1 7,298,439, ,599 5 Deutsche Boerse AG

21 12 IT DAX3 67, 25/2/8 19/9/8,1 I , 1 5,3192,439, ,599 5 Deutsche Boerse AG 13 IT DAX3 65, 25/2/8 19/9/8,1 I , 1 6,3299,439, ,599 5 Deutsche Boerse AG 14 IT DAX3 72, 25/2/8 19/12/8,1 I3379 1, 1 5,2983,439, ,599 5 Deutsche Boerse AG 15 IT DAX3 74, 25/2/8 19/12/8,1 I , 1 6,2891,439, ,599 5 Deutsche Boerse AG 16 IT DAX3 66, 25/2/8 19/12/8,1 I , 1 4,3273,439, ,599 5 Deutsche Boerse AG 17 IT DAX3 64, 25/2/8 19/12/8,1 I , 1 5,3372,439, ,599 5 Deutsche Boerse AG 18 IT IBEX 15, 25/2/8 2/6/8,1 I , 1 2,2713,438, , Bolsa De Madrid 19 IT IBEX 12, 25/2/8 2/6/8,1 I , 1 5,3546,438, , Bolsa De Madrid 2 IT IBEX 14, 25/2/8 19/9/8,1 I , 1 4,2864,439, , Bolsa De Madrid 21 IT IBEX 16, 25/2/8 19/9/8,1 I , 1 2,2554,439, , Bolsa De Madrid 22 IT IBEX 12, 25/2/8 19/9/8,1 I , 1 4,3299,439, , Bolsa De Madrid 23 IT IBEX 11, 25/2/8 19/9/8,1 I , 1 6,3516,439, , Bolsa De Madrid

22 24 IT NASDA 1 18, 25/2/8 19/9/8,1 I , 1 25,3478,285, ,334 4 The Nasdaq Stock Market Inc. 25 IT NASDA 1 2, 25/2/8 19/9/8,1 I3382 5, 1 45,3234,285, ,334 4 The Nasdaq Stock Market Inc. 26 IT NASDA 1 17, 25/2/8 19/9/8,1 I , 1 3,362,285, ,334 4 The Nasdaq Stock Market Inc. 27 IT NASDA 1 15, 25/2/8 19/9/8,1 I , 1 5,385,285, ,334 4 The Nasdaq Stock Market Inc. 28 IT NASDA 1 18, 25/2/8 19/12/8,1 I , 1 2,3525,272, ,334 4 The Nasdaq Stock Market Inc. 29 IT NASDA 1 2, 25/2/8 19/12/8,1 I , 1 3,335,272, ,334 4 The Nasdaq Stock Market Inc. 3 IT NASDA 1 17, 25/2/8 19/12/8,1 I , 1 25,3612,272, ,334 4 The Nasdaq Stock Market Inc. 31 IT NASDA 1 15, 25/2/8 19/12/8,1 I , 1 4,3779,272, ,334 4 The Nasdaq Stock Market

23 Inc. 32 IT NIKKEI , 25/2/8 19/9/8,1 I , 1 9,342,13, , Nikkei Inc. 33 IT NIKKEI , 25/2/8 19/9/8,1 I , 1 15,2982,13, , Nikkei Inc. 34 IT NIKKEI , 25/2/8 19/9/8,1 I , 1 5,3523,13, , Nikkei Inc. 35 IT NIKKEI , 25/2/8 19/9/8,1 I3383 4, 1 8,375,13, , Nikkei Inc. 36 IT NIKKEI , 25/2/8 19/12/8,1 I , 1 7,2797,17, , Nikkei Inc. 37 IT NIKKEI , 25/2/8 19/12/8,1 I , 1 15,2721,17, , Nikkei Inc. 38 IT NIKKEI , 25/2/8 19/12/8,1 I , 1 4,326,17, , Nikkei Inc. 39 IT NIKKEI , 25/2/8 19/12/8,1 I , 1 6,3416,17, , Nikkei Inc. 4 IT S&P5 14, 25/2/8 2/6/8,1 I3388 5, 1 8,2614,298, ,544 Standard & Poor s Coorp. 41 IT S&P5 12, 25/2/8 2/6/8,1 I3389 5, 1 12,382,298, ,544 Standard & Poor s Coorp. 42 IT S&P5 13, 25/2/8 19/9/8,1 I3381 5, 1 3,2949,285, ,544 Standard & Poor s Coorp. 43 IT S&P5 14, 25/2/8 19/9/8,1 I , 1 5,267,285, ,544 Standard & Poor s Coorp. 44 IT S&P5 15, 25/2/8 19/9/8,1 I , 1 1,2419,285, ,544 Standard & Poor s

24 Coorp. 45 IT S&P5 13, 25/2/8 19/9/8,1 I , 1 45,2949,285, ,544 Standard & Poor s Coorp. 46 IT S&P5 12, 25/2/8 19/9/8,1 I , 1 7,3222,285, ,544 Standard & Poor s Coorp. 47 IT S&P5 14, 25/2/8 19/12/8,1 I , 1 4,2799,272, ,544 Standard & Poor s Coorp. 48 IT S&P5 15, 25/2/8 19/12/8,1 I , 1 6,2633,272, ,544 Standard & Poor s Coorp. 49 IT S&P5 13, 25/2/8 19/12/8,1 I , 1 35,2985,272, ,544 Standard & Poor s Coorp. 5 IT S&P5 12, 25/2/8 19/12/8,1 I , 1 5,3171,272, ,544 Standard & Poor s Coorp. 51 IT S&PMIB 34, 25/2/8 2/6/8,1 I3376 1, 1 25,2789,438, ,62 2 Standard & Poor s Coorp. 52 IT S&PMIB 35, 25/2/8 2/6/8,1 I , 1 3,2691,438, ,62 2 Standard & Poor s Coorp. 53 IT S&PMIB 33, 25/2/8 2/6/8,1 I , 1 15,291,438, ,62 2 Standard & Poor s Coorp. 54 IT S&PMIB 32, 25/2/8 2/6/8,1 I , 1 15,326,438, ,62 2 Standard & Poor s Coorp. 55 IT S&PMIB 34, 25/2/8 19/9/8,1 I , 1 15,2787,439, ,62 2 Standard & Poor s

25 Coorp. 56 IT S&PMIB 37, 25/2/8 19/9/8,1 I , 1 3,2553,439, ,62 2 Standard & Poor s Coorp. 57 IT S&PMIB 4, 25/2/8 19/9/8,1 I , 1 8,2371,439, ,62 2 Standard & Poor s Coorp. 58 IT S&PMIB 31, 25/2/8 19/9/8,1 I , 1 15,376,439, ,62 2 Standard & Poor s Coorp. 59 IT S&PMIB 3, 25/2/8 19/9/8,1 I , 1 15,3176,439, ,62 2 Standard & Poor s Coorp. 6 IT S&PMIB 36, 25/2/8 19/12/8,1 I , 1 15,2636,439, ,62 2 Standard & Poor s Coorp. 61 IT S&PMIB 4, 25/2/8 19/12/8,1 I3377 1, 1 4,2427,439, ,62 2 Standard & Poor s Coorp. 62 IT S&PMIB 31, 25/2/8 19/12/8,1 I , 1 1,366,439, ,62 2 Standard & Poor s Coorp. 63 IT S&PMIB 28, 25/2/8 19/12/8,1 I , 1 15,3355,439, ,62 2 Standard & Poor s Coorp. 64 IT DJ EUROS TOXX5 39, 25/2/8 2/6/8,1 I , 1 3,2671,438, ,226 4 Stoxx Limited 65 IT DJ EUROS TOXX5 37, 25/2/8 2/6/8,1 I , 1 9,2925,438, ,226 4 Stoxx Limited 66 IT DJ EUROS 35, 25/2/8 2/6/8,1 I , 1 15,3193,438, ,226 4 Stoxx Limited

26 TOXX5 67 IT DJ EUROS TOXX5 4, 25/2/8 19/9/8,1 I , 1 2,2574,439, ,226 4 Stoxx Limited 68 IT DJ EUROS TOXX5 42, 25/2/8 19/9/8,1 I , 1 35,2419,439, ,226 4 Stoxx Limited 69 IT DJ EUROS TOXX5 36, 25/2/8 19/9/8,1 I , 1 9,2982,439, ,226 4 Stoxx Limited 7 IT DJ EUROS TOXX5 34, 25/2/8 19/9/8,1 I , 1 15,3197,439, ,226 4 Stoxx Limited 71 IT DJ EUROS TOXX5 41, 25/2/8 19/12/8,1 I3378 1, 1 2,2512,439, ,226 4 Stoxx Limited 72 IT DJ EUROS TOXX5 43, 25/2/8 19/12/8,1 I , 1 3,2396,439, ,226 4 Stoxx Limited 73 IT DJ EUROS TOXX5 37, 25/2/8 19/12/8,1 I , 1 7,2811,439, ,226 4 Stoxx Limited 74 IT DJ EUROS TOXX5 36, 25/2/8 19/12/8,1 I , 1 8,2895,439, ,226 4 Stoxx Limited 75 IT DJ EUROS TOXX5 35, 25/2/8 19/12/8,1 I , 1 9,2979,439, ,226 4 Stoxx Limited

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29 " F 3@ J 6 A< B B # G 2' F 3@ J 6 A< B B 1' 3J 6FF 3J 6FF L 3J 6FF ; 3J 6F F " 3J 6FF " 3J 6F F A*M > 3J 6F F < M? 3J 6F F H * 3J 6FF H M * 3J 6F F N 3J 6F F? M * 3J6FF 3J6F F 3J6F F 7 M N? 3J6F F; 3J6FF A G 3J 6FF A 3J 6FF K 3@ J * 3@ J L 6 3@ J? # A 1' 3@ J G A 4' 3@ J A< B B 1' 3@ J A< B B :'' 3JF F :'' # M 7 3JFF:'' L 3JF F :'' ; 3JFF :''" 3JF F :''" M 3JF F :''H * 3JF F :'' H M * 3J FF :'' N 3J FF :''? M * 3JFF:'' 3JF F :'' 3JF F :''< M? 3J F F :'' 7 M N? 3J F F :'' ; 3J FF :'' A G 3J F F :'' A 3J F F :'' A*M > 3J F F :'' K 3@ J A< B B :'' ; 6 3@ J A< B B 6K 6 $1 3@ J A< B B &'' 3@ J A< B B = 4' 3@ J AL G A &' F N E N " 6 F E 6B 41 E # L 6F = 4' 6 4' O < 7 &'' E O > " F, H A6$'' E H A65 AN 6B &' H A6 67; 5= ; 6A 6 P H A6 %' H A65J6 A< 72' H A65># F A H A65B " &1 F# F " 6 H 6 F " 6 L " H F " A@ " " - F = + $'' E = + G E = + " E = L L &&1 E 7 < B 7? M *B K ; &''' E ; 3G ; F ; 3B E M 75 B &'' E M 7 1' E M 7"= B = G E M 75 E M 7"2'' E M 75AB :' E M 71'' E E 6 1' E A3 B E A E A ** &1 F E AN > = 36A E 1'A< 7B E! '( "* "* - 8 * " 3 *,(! 5. * * * *,7; H. / **. "* - 6 * " 3 * W "*-, '., '(.,@ (. "* - * "* - C 8 *" 3 * $4:

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

32 ? M * 3J 6FF 3J 6F F 3J 6FF 7 M N? 3J 6F F ; 3J 6F F A G 3J 6F F A 3J 6F F K 7 ; H *+ * 3J 6FF + * 6K ; 6B A * * @ F 3 # # ** ** * $$D1'"6A $&D''"6A 3 "*- * + 3@ J * 7 ; H * + 3@ J * + *" A" < AA* * @ # 3 ## ** < R " < A 3 + "* - * + 3@ J L 6 7 ; H 3@ J L 6 3 "*- * + 3@ J? # A 1' 7; H *+ 3@ J? # A 1' + *6K ; 6B @ F 3 # # * * * * $:D1'"6A $(D''"6A 3 "*- * + 3@ J G A 4' 7; H *+ 3@ J G A 4' + *6K ; 6B @ F 3 # # = * * * 3 "* - * + 3@ J F F 1' 7; H *+ 3 3@ J FF1' + * 6K ; 6B A * * @ F 3 $4)

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

34 J AL G A &' 3 # # "*- * + N E7 ; H * + 3 N E + * N O H 6F N O H 6 A * * @ L F L 3 A * * * 1 3 "* - * + N " 6 E 7 ; H * + N " 6 + *N O H 6F N O H 6 "*- * + 6B 41 E 7 ; H *+ 6B 41 E + * ; I A** @ 3 # # ** * * $:D$1 "6A$:D21"6A3 "*- * + # L 6F = 4' 6 4' E 7 ; H * + # L 6F = 4'64' E + * AL 3**6F AL 36B "*- * + O < 7&'' E 7 ; H *+ O < 7 &'' E + * O H 6F O H 6 "*- * + O > " F E 7; H *+ O >" F E + * G 3** "*- * + H A6$'' E 7 ; H *+ H A6$'' E + * 6 F > A * * @ F 3 # # * * * $2$

35 * $'D$' > A $'D4' > A3 "*- * + H A65 AN 6B &' E 7; H *+ H A65 AN 6B &' E + * L6F UU "*- * + H A667; 5= ; 6A 6P E 7; H H A667; 5= ; 6A6P E 3 L L "* - * + H A6 %' E 7 ; H * + H A6 %' E + *6 F > "*- * + H A65J6A< 72'E 7 ; H * + 3 H A65J6A< 72'E + * H 6B A * * @ F 3 # # = * * * # J6* :' $2D'$$1D2'3 "*- * + H A65># F A E 7 ; H H A65># F A E 3 "*- * + H A65B " &1 E 7; H *+ H A65B " &1 E + *N O H 6F N O H 6 "*- * + F # E 7 ; H *+ F # E + * F 3 "* - * + F E 7 ; H F E 3 ++"*- * + "6 H 6 7 ; H *+ $2&

36 "6 H 6 + * " 6F "6 "* - * + " 6 L 7; H "6 L 3 "*- * + " H F 7; H *+ " H F + * 6F >? B "* - * + " A@ 7 ; H * + "A@ + * 6F >? B "* - * + " " - F 7 ; H " "- F 3 **"*- * + = +$'' E 7 ; H *+ = + $'' E + * " 6F "6A** @ 3 # # ** < R "* - * + = + G E 7; H *+ = + G E + *" 6F "6 F F "*- * + = +"E 7 ; H * + 3 = +"E + *" 6F "6A ** @ 3 A* < R "6 3 G G "*- * + = LL&&1 E 7 ; H *+ = LL &&1 E + * " 6F "6A** # # $24

37 @ 3 # # ** < R "6 3 "* - * + 7 < B 7; H * + 7 < B + *7 L 6F "* - * + 7? M *B K 7; H * + 7? M *B K + *7 L 6F # # # "*- * + ; &''' 7; H *+ ; &''' + *" 6F "6 "*- * + ; 3 G ; F ; 3B 7 ; H * + ; 3G ; F; 3B + * < A< -? "*- * + M 7 B &''E# 7; H *+ 3 M 7 B &''E + *H 6A** @ F 3 ## = ** * 3 "*- * + M 7 1' 7; H *+ M 7 1' + *" 6F "6 "*- * + M 7 "= B = G 7; H *+ M 7"= B = G + * 6F >? B "*- * + M 75 E 7 ; H *+ M 75 E + * 36A** @ # $22

38 3 # # = * * * 3 "*- * + M 7"2'' 7; H *+ M 7"2'' + *" 6F "6 "*- * + M 75AB :' 7 ; H *+ M 75AB :' + * /L 6F 6 UUU "*- * + M 71'' E 7 ; H *+ * + *" 6F "6 A * * @ 3 # # * * < R "6 3 L L L "*- * + E7 ; H * + 3 E + * 6K ; 6B A * * @ F 3 # # = ** * 3 "*- * + 61' 7 ; H 61' 3 "*- * + A3 B E 7 ; H *+ A3 B E + * 6K ; 6B A** @ F 3 # # * * ** G $4'' B 6A; "*- * + A 7 ; H A 3 "*- * + A **&1 F E 7; H *+ $21

39 A **&1 F E + * A **L 6F A 6 "*- * + A 6A1' 7; H A 6A 1' "*- * + A< 7B E 7 ; H *+ A< 7B E + *AL GL6F A6 = * * 3 7; H 9 + # :,/ ' (. "*- 9 # * * " 3 * # # D 1 L 6F F I G F 6 G F A G, Amex Financial Select Sector 6B 41 E F # O >" F "M F L 6F 3 c? 3@ J M " G 6 F 7 H L ; " G H A6 > N * " 64' E 3 B 4' E A3 B E 3@ J * 3@ J? # A 1' 3@ J G A 4' 3@ J A< B B :''; 6 " "2' E ; &''' E H A6$'' E H A65 AN 6B &' H A65J6 A< 7 2' H A6 67; 5= ; 6A 6 P H A6 %' H A65># F A H A65B " &1 N N " 6 F $2:

40 F * 7 M 7"= B = G E # L6F O L6F G" # L6F = 4'64' O < 7&'' E "6 H 6 F "6 L " H F " A@ " " - F = O # = LL&&1 E 7 L6F 7 < B 7? M *B K 7L6F L 6F M 7" A< B B > < I 67 61' E F M 71'' E M 75 B &'' E M 7 1' E M 75 E M 7 " 2'' E M 75AB :' E A E 3J6A< B B 3J6A< B B " F 3J 6A< B B " F 3J 6A< B B # G F 3J 6 A< B B 1' 3J 6FF 3J 6F F L 3J 6FF ; 3J 6F F " 3J 6F F " 3J 6FF A*M > 3J6F F < M? 3J 6F F H * 3J 6F F H M * 3J6FF N 3J 6FF? M * 3J6F F 3J 6F F 3J 6F F 7 M N? 3J 6FF ; 3J 6F F A G 3J 6F F A 3J 6F F K 3@ J A< B B 1' 3@ J A< B B :'' 3JF F:'' # M 7 3J FF :'' L 3J F F :'' ; 3J F F :'' " 3J F F :'' " M 3J FF :'' H * 3J FF :'' H M * 3J FF :'' N 3J F F :''? M * 3JF F:'' 3J F F :'' 3J F F :'' < M? 3J F F :'' 7 M N? 3J F F :'' ; 3J FF :'' A G 3J FF :'' A $2(

41 - 6F E 3J FF :'' A*M > 3J FF :'' K 3@ J L 6 3@ J A< B B 6K 6 $1 3@ J A< B B &'' 3@ J A< B B = 4' 3@ J AL G A &' F A H 6F A = +L L A **L 6F AL G L6F A 6A1' E = +$'' E = + G E = +" E A **&1 F E A< 7B E -? "6"6 " ; 3G ; F ; 3B E,( 5! (. "*- * * ; D $ & 4 * *# * 3* * "*- * * # = * '' 1! ) F # 3* ; * * * * ; F 9 * " 6? I @ # 7; A"# 8 4 6; * L ##? I $24' # G ## ; ;? I * 9A " # * * A " # 6 * $:4' *,3 &'''.# ** * # # 6? I ( "H! '7! $2%

42 "* - A 3 > &$45$))% * * *= 8+ * * W "*- "* - **9 * 6 A A 7,!. $ & ( 3 H'( "*- 3 = "*- *+ 28 * # + D. / $ " 7 *9 9 "* - + * >+ 7 *9 * F 6 $''' 3 **? I 3 *"*- + M 7 E F E A E R *9 6 $''' *3 ** *? I 3 *"*- 9 * > 8 *# *9 ; > *9 "*- > 6 ** 9 * * "* - * > 6 ** W * "* - 9 < * "* - $2)

43 > 6 9 & 4 " 7 9 * ; + 9 "* >6 9 * # # # * "* - + * 7 * 6 (,! /!! / A '(- E $ & "* - 6 *9 7 +* >+ * # > 6 > >+! 6 9 * * 7 6 # 9 * *# # # 6 >+ ' (/ E $ & = *>+ *6 **9 * * "*- 3 +*7# # = * >+ 6 9 * # # # * "* - 7 * 6 **9? >**3 *+ * * : ( 2H( 5! ( 7"*- * + /* + 7 < B ** 7? M * B K * 3 * 7 ; $1'

44 H 9 *+ 3 * ** * + 7 < B ** 7? M * B K 9 *+ 3 * + * 3* 7 "* - * + 7; H * *3 ** 6 * *? I *9? = R 7; H 8* ** F E A E * + * * +* *? I *9? = * * * 7 ; H * R 7 ; H * *? = *? I 7; H 9 6 # condizioni prevalenti di mercato, dei prezzi di negoziazione - o, laddove necessario, di una stima dei medesimi da parte dell emittente di ciascun titolo compreso nell indice sottostante e di ogni altra informazione / elemento che l Emittente ritenga rilevante. ( -H5 5 5 (7(* * * 6 9 # L 7 5 * "*- * * "*- ** 6 + # +* + "*- * * + 9 * >6 9 * 7 ; + + * '(! = * # # *,.*9 "*- ; 9! A $1$

45 7*9 +? = * 9 A ## * $$ ; ' ($ = * D A 9* +* "*- # + *9 A * * 6 9 "* # 9 # # * "*- + * * '(! R A * # # 6 *9 9 # ## * "*- 7 * "*- # + # A * *! * $$ ; > # * *9 7? >** * + * 8 " "*- ; $1&

46 > 6 ( * * * 7 6 ( = H! / '# '''/ ' R + * ** "*- 9 7 ( >H(A ' /! > "* - 9 # "* -! + ( & %H 7(*! 5? # # 6 * "* - * ** * 6 * 9 # * 6 * "*-? = * * # * # # **9 # 9 * 7 # # $$ ; > 6 $' * * * 7 6 ( & &H1! ( H * + * * ; 6 7 9* # @ # ( & $ H 7(*! $14

47 9 * * 7 * 6 9 ; # **9 7 $$ ; ( & "H / / ( ) 7 (! / > "*-! # # * ; 7 ** ; **8 ** > :# &''1 V &': + * ( & 3H! '' >6 * *@ "*- ( &,H >6 * "*- ; ** * + + C ** * + *6 / >+ * + "* $$ = + * ; * * * ; * > W # ; $12

48 1 1 C 1 1? 1 : 71%%% 8 9%:/6;:)<*)<,= >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> ' = 71%%%( = 7 1%%% 7 1%%% >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> 2"? " = 7 1%%% >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> '%)* 2%4%&@)<; *: /::* $" 7"'"" '% 4' " " ' '%( " A " % B ( 7% ' '%62%4%)<;C/::*% >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> $11