Coupon: Gross fixed cuopons equal to 2.50 per cent per annum payable on 24 September 2016; then variable coupons linked to the performance of Nikkei 225 index, payable on 25 September 2017, 24 September 2018, 24 September 2019 and 24 September 2020, which could be equal to gross 4.00 per cent per annum or zero.