Coupon: variable coupons linked to the performance of a basket of indices including Ftse100 index, S&P 500 index and Nikkei 225 index, will be payable on 28 October 2016, 30 October 2017, 29 October 2018, 28 October 2019, 28 October 2020, 28 October 2021 and 28 October 2022, and could be equal to gross 3.00 per cent per annum or zero.