# EDGAR Filing Document

**Accession Number:** 0000083246
**File Stem:** 0001104659-26-022119
**Filing Date:** 2026-3
**Character Count:** 3667
**Document Hash:** 0cc21abb0658a11af300766ac0821199
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-26-022119.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001104659-26-022119

**CONFORMED SUBMISSION TYPE**: FWP

**PUBLIC DOCUMENT COUNT**: 4

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**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:** 26706344

**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](tm267724d16_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 - February 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 2/27/2026) YTD 0.39% 3Y 3.74% 5Y 5.30% 10Y 4.82% Full Period 4.53% Annualized Volatility 4.60% Bloomberg Ticker HSIE3EDG Index Live Date 12/24/2024 HSBC 3D Edge Index 4.53% compound annual return S&P 500 RC 5% Index 3.01% 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 2/27/2026. 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 1.96% 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 March 2, 2026 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:** `tm267724d16_fwp.pdf`

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