If the Reference Return on the Final Valuation Date is less than the Buffer, you will lose some or all of your initial investment, but will keep any coupon payments made to you during the term of the Notes. If you lose some or all of your initial investment, even with any coupon payments, your yield on an investment in the Notes may be negative. The offering period for the Notes is through September 25, The RTY is designed to track the performance of the small-capitalization segment of the U.
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The graph above illustrates the daily five year performance of the Reference Asset through August 31, Past performance is not necessarily an indication of future results. We have derived all disclosure regarding the Reference Asset from publicly available information. The offering of Notes will have the terms described in this free writing prospectus and the accompanying prospectus supplement and prospectus. If the terms of the Notes offered hereby are inconsistent with those described in the accompanying prospectus supplement, prospectus or Equity Index Underlying Supplement, the terms described in this free writing prospectus shall control.
The following key terms relate to the offering of Notes:. Initial Value. This free writing prospectus relates to one security offering linked to the Reference Asset identified on the cover page. We reserve the right to withdraw, cancel or modify this offering and to reject orders in whole or in part. Although the offering of Notes relates to the Reference Asset identified on the cover page, you should not construe that fact as a recommendation as to the merits of acquiring an investment linked to the Reference Assset or as to the suitability of an investment in the Notes.
You should read this document together with the prospectus dated March 22, , the prospectus supplement dated March 22, and the Equity Index Underlying Supplement dated March 22, We urge you to consult your investment, legal, tax, accounting and other advisors before you invest in the Notes. HSBC has filed a registration statement including a prospectus, prospectus supplement and Equity Index Underlying Supplement with the SEC for the offering to which this free writing prospectus relates.
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You may also obtain:. We are using this free writing prospectus to solicit from you an offer to purchase the Notes. We reserve the right to change the terms of, or reject any offer to purchase, the Notes prior to their issuance. In the event of any material changes to the terms of the Notes, we will notify you.
Payments on the Notes. Payment at Maturity. The Final Settlement Value, which is an amount in cash, is determined as follows:. If any Coupon Payment Date falls on a day that is not a business day, such Coupon Payment Date will be postponed to the immediately succeeding business day.
In no event, however, will any additional interest accrue on the Notes as a result of any the foregoing postponements. For information regarding the record dates applicable to the Notes, please see the. Reference Sponsor.
Calculation Agent. We or one of our affiliates will act as calculation agent with respect to the Notes. Investor Suitability. The Notes may be suitable for you if:. The Notes may not be suitable for you if:.
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Risk Factors. Investing in the Notes is not equivalent to investing directly in the Reference Asset. You should understand the risks of investing in the Notes and should reach an investment decision only after careful consideration, with your advisors, of the suitability of the Notes in light of your particular financial circumstances and the information set forth in this free writing prospectus and the accompanying prospectus supplement, prospectus and Equity Index Underlying Supplement.
You will be subject to significant risks not associated with conventional fixed-rate or floating-rate debt securities. Your investment in the securities may result in a loss. The amount of the annual Coupon is uncertain and may be as low as the Minimum Coupon Rate. The amount of the annual Coupon you receive is not fixed and will depend on the performance of the Reference Asset. You will not directly participate in any increase in the level of the Reference Asset and your Coupon is capped.
You will not directly participate in any increase in the level of the Reference Asset. The Coupons payable to you will be based upon whether the level of the Reference Asset increases or decreases. Therefore, you may earn significantly less by investing in the Notes than you would have earned by investing directly in the Reference Asset. The Notes are senior unsecured debt obligations of the Issuer, HSBC, and are not, either directly or indirectly, an obligation of any third party.
As further described in the accompanying prospectus supplement and prospectus, the Notes will rank on par with all of the other unsecured and unsubordinated debt obligations of HSBC, except such obligations as may be preferred by operation of law. Any payment to be made on the Notes, including any Coupons or return of principal at maturity, depends on the ability of HSBC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of HSBC may affect the market value of the Notes and, in the event HSBC were to default on its obligations, you may not receive the amounts owed to you under the terms of the Notes.
Changes that affect the Reference Asset will affect the market value of the Notes and the amount you will receive at maturity. The policies of the reference sponsor of the Reference Asset concerning additions, deletions and substitutions of the constituents comprising the Reference Asset and the manner in which the reference sponsor takes account of certain changes affecting those constituents included in the Reference Asset may affect the value of the Reference Asset.
The policies of the reference sponsor with respect to the calculation of the Reference Asset could also affect the value of the Reference Asset. The reference sponsor may discontinue or suspend calculation or dissemination of the Reference Asset. Any such actions could affect the value of the Notes and the return on the Notes.
Certain built-in costs are likely to adversely affect the value of the Notes prior to maturity.
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The Notes are not designed to be short-term trading instruments. Accordingly, you should be able and willing to hold your Notes to maturity. The Notes lack liquidity. The Notes will not be listed on any securities exchange.
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Even if there is a secondary market, it may not provide enough liquidity to allow you to trade or sell the Notes easily. Because other dealers are not likely to make a secondary market for the Notes, the price at which you may be able to trade your Notes is likely to depend on the price, if any, at which HSBC Securities USA Inc.
Potential conflicts. HSBC and its affiliates play a variety of roles in connection with the issuance of the Notes, including acting as calculation agent and hedging our obligations under the Notes. In performing these duties, the economic interests of the calculation agent and other affiliates of ours are potentially adverse to your interests as an investor in the Notes. We will not have any obligation to consider your interests as a holder of the Notes in taking any action that might affect the value of your Notes. The Notes are not insured by any governmental agency of the United States or any other jurisdiction.
The Notes are not deposit liabilities or other obligations of a bank and are not insured by the Federal Deposit Insurance Corporation or any other governmental agency or program of the United States or any other jurisdiction. An investment in the Notes is subject to the credit risk of HSBC, and in the event that HSBC is unable to pay its obligations as they become due, you may not receive the full payment at maturity of the Notes. Tax treatment. For a discussion of the U. Illustrative Examples. The following examples are provided for illustrative purposes only and are hypothetical.
These examples are representative of only a few possible scenarios concerning increases or decreases in the level of the Reference Asset relative to its Initial Value and how those increases and decreases affect the Final Settlement Value or the Coupons payable on the Notes. The assumptions we have made in connection with the illustrations set forth below may not reflect actual events, and you should not take these examples as an indication or assurance of the expected performance of the Reference Asset or return on the Notes.
The total payment you receive over the term of the Notes may be less than the amount that you would have received from a conventional debt security with the same stated maturity, including those issued by HSBC.
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