# EDGAR Filing Document

**Accession Number:** 0000083246
**File Stem:** 0001104659-26-068800
**Filing Date:** 2026-6
**Character Count:** 3666
**Document Hash:** 6e52f40c9f9058d049765594e34127c3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-26-068800.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0001104659-26-068800

**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:** 261049306

**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](tm2616470d11_fwpimg001.jpg) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diversified Dynamic Directional Fact Sheet - May 2026 The HSBC 3D Edge Index ("3D Edge") is a next generation, rules-based asset allocation strategy that synthetically invests across US Large-Cap Equity Futures and US Treasury Bond Futures with the objective of delivering smooth and steady returns over time. Diversified Dynamic Directional US Market Exposure Annualized Index Returns: Simulated & Historical (as of 5/29/2026) YTD 2.04% 3Y 4.11% 5Y 4.76% 10Y 4.51% Full Period 4.50% Annualized Volatility 4.62% Bloomberg Ticker HSIE3EDG Index Live Date 12/24/2024 HSBC 3D Edge Index 4.50% compound annual return S&P 500 RC 5% Index 3.12% compound annual return Key Features Diversified Assets Combines exposure to US equities and US bonds to seek an attractive level of return for a given level of risk. Dynamic Signals Measures market stress in US equity and US bond markets on a daily basis. Directional Exposure Can potentially generate positive performance whether US equities or US bonds prices are appreciating or depreciating. Source: HSBC and Bloomberg. Data from 01/18/2005 to 5/29/2026. Past performance is no indication of future performance. Each of the 3D Edge Index, the Base Index and each Sub-Index was launched on December 24, 2024 and therefore has limited historical performance. See "Important Disclaimer Information – Use of Simulated Returns" in this document. Daily updated performance can be found at: https://indices.gbm.hsbc.com/indices/HSIE3EDG 1Y 4.16% Max Drawdown (Full Period) -7.21% HSBC 3D Edge Index S&P 500 RC 5% Index ISSUER FREE WRITING PROSPECTUS Pursuant to Rule 433 Registration Statement No. 333-277211 June 1, 2026 0 500 1000 1500 2000 2500 3000 '05 '06 '07 '08 '09 '10 '11 '12 '13 '14 '15 '16 '17 '18 '19 '20 '21 '22 '23 '24 '25 '26 |

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### Attached PDF Documents

**Attachment 1:** `tm2616470d11_fwp.pdf`

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