# EDGAR Filing Document

**Accession Number:** 0000083246
**File Stem:** 0001104659-25-096212
**Filing Date:** 2025-10
**Character Count:** 3861
**Document Hash:** 502c1ddf84b6d988ef274f4aaaa9dc4f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-25-096212.hdr.sgml**: 20251003

**ACCESSION NUMBER**: 0001104659-25-096212

**CONFORMED SUBMISSION TYPE**: FWP

**PUBLIC DOCUMENT COUNT**: 4

**FILED AS OF DATE**: 20251003

**DATE AS OF CHANGE**: 20251002

**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:** 251371020

**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

![](tm2527726d64_fwpimg001.jpg)

AI Powered US Equity Index 6 Q3 2025 Fact Sheet Index Returns: Simulated & Historical Source: Solactive, EquBot, HSBC, Bloomberg, from 4/30/2004 to 9/30/2025 AiPEX6 YTD 3Y 5Y Annualized Volatility Bloomberg Ticker 10Y Key Features Index returns as of 9/30/2025 AiPEX6 3.86% compound annual return SPXT5UE 3.05% compound annual return ISSUER FREE WRITING PROSPECTUS Filed Pursuant to Rule 433 Registration Statement No. 333-277211 October 2, 2025 An Artificially Intelligent Equity Index with IBM Watson™ The AI Powered US Equity Index 6 ("AiPEX6") is a risk controlled, excess return index. AiPEX6 is comprised of approximately 250 U.S. publicly traded companies, selected monthly based on a process that utilizes artificial intelligence techniques to dynamically select the underlying constituents. Source: Solactive, EquBot, HSBC, Bloomberg, from 4/30/2004 to 9/30/2025. The graph and table above sets forth the hypothetical back-tested performance of the Index from April 30, 2004 through November 19, 2019 and actual index performance thereafter through September 30, 2025. See the risk factors and "Use of Simulated Returns" herein. AI Powered US Equity Index 6 (ER) AiPEX6 S&P 500 Daily RC 5% (ER) SPXT5UE 1Y 1.19% 4.02% -0.15% 29.91% 0.62% 5.84% The HSBC AI Powered US Equity Indexes won the Best New Index award from SPi. This award recognises the best non-traditional index provider of the year, based on methodology, innovation, and value to investors. Winner Best New Index 2021 Information Advantage AiPEX6 is the first and only index to use IBM Watson's unique insights to continuously learn and analyze millions of pieces of traditional and non-traditional data each day. Equity Selection Applying what it has learned, AiPEX6 objectively evaluates and scores each of the 1,000 largest U.S. publicly traded companies in order to find those whose stock prices are poised for growth and rebalances its portfolio monthly. Risk Control In an attempt to provide steady returns at a reduced risk for the investor, AiPEX6 targets a daily volatility of 6%. SPXT5UE AiPEX6 0 500 1000 1500 2000 2500 3000 '04 '05 '06 '07 '08 '09 '10

![](tm2527726d64_fwpimg002.jpg)

### Attached PDF Documents

**Attachment 1:** `tm2527726d64_fwp.pdf`

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