# EDGAR Filing Document

**Accession Number:** 0000083246
**File Stem:** 0001104659-26-068792
**Filing Date:** 2026-6
**Character Count:** 3673
**Document Hash:** be3afc79fb175e9983d5bfed79d4a09c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-26-068792.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0001104659-26-068792

**CONFORMED SUBMISSION TYPE**: FWP

**PUBLIC DOCUMENT COUNT**: 4

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**SUBJECT COMPANY**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HSBC USA INC /MD/
- **CENTRAL INDEX KEY:** 0000083246
- **STANDARD INDUSTRIAL CLASSIFICATION:** NATIONAL COMMERCIAL BANKS [6021]
- **ORGANIZATION NAME:** 02 Finance
- **EIN:** 132764867
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** FWP
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 333-277211
- **FILM NUMBER:** 261049242

**BUSINESS ADDRESS:**
- **STREET 1:** 66 HUDSON BOULEVARD
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 212-525-5000

**MAIL ADDRESS:**
- **STREET 1:** 66 HUDSON BOULEVARD
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
**FILED BY**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HSBC USA INC /MD/
- **CENTRAL INDEX KEY:** 0000083246
- **STANDARD INDUSTRIAL CLASSIFICATION:** NATIONAL COMMERCIAL BANKS [6021]
- **ORGANIZATION NAME:** 02 Finance
- **EIN:** 132764867
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** FWP

**BUSINESS ADDRESS:**
- **STREET 1:** 66 HUDSON BOULEVARD
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 212-525-5000

**MAIL ADDRESS:**
- **STREET 1:** 66 HUDSON BOULEVARD
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

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| &nbsp;&nbsp;![GRAPHIC](tm2616470d10_fwpimg001.jpg) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diversified Dynamic Directional US Momentum-based Market Exposure Monthly Report - May 2026 The HSBC 3D Advantage Index ("3D Advantage") references the HSBC 3D Edge Index – a next generation, rules-based asset allocation strategy that invests across US Large-Cap Equity Futures and US Treasury Bond Futures with the objective of delivering smooth and steady returns over time. About 3D Advantage 1 HSBC 3D Advantage Index values shown here, and as calculated and published by MerQube UK Limited, are net of the 0.75% p.a. Adjustment Factor, or decrement. Data from 01/03/2007 to 05/29/2026. Past performance is no indication of future performance. The HSBC 3D Advantage Index was launched on February 19, 2026 and therefore has limited historical performance. See "Important Disclaimer Information – Use of Simulated Returns" in this document. Annualized Simulated & Historical Performance (1/3/2007 to 5/29/2026) YTD -1.24% 3Y 1.86% 5Y 3.35% 10Y 3.06% Full Period 3.98% Annualized Volatility 4.24% 1Y 0.13% Max Drawdown (Full Period) -7.64% ISSUER FREE WRITING PROSPECTUS Pursuant to Rule 433 Registration Statement No. 333-277211 June 1, 2026 HSBC 3D Edge Index 3.98% compound annual return S&P 500 RC 5% Index 3.16% compound annual return Daily updated performance can be found at: https://indices.gbm.hsbc.com/indices/adv3d HSBC 3D Advnatage Index S&P 500 RC 5% Index 3D Advantage Simulated & Historical Returns Index Information Asset Class Bloomberg Ticker ADV3D Geographical Focus United States Launch Date February 19, 2026 Type of Return HSBC Bank Plc Calculation Agent MerQube, Inc Equities & Bonds Adjustment Factor 0.75% p.a. 1 80% 100% 120% 140% 160% 180% 200% 220% 240% 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 |

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### Attached PDF Documents

**Attachment 1:** `tm2616470d10_fwp.pdf`

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