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Form FWP HSBC USA INC /MD/ Filed by: HSBC USA INC /MD/
Filed Pursuant to Rule 433
Registration No. 333-277211
October 2, 2026
FREE WRITING PROSPECTUS
(To Prospectus dated February 21, 2024,
Prospectus Supplement dated February 21, 2024 and
Equity Index Underlying Supplement dated February 21, 2024)
Linked to the EURO STOXX 50® Index (the “Reference Asset”)
►If the Reference Return is less than or equal to zero, a Minimum Return of 18.50%
►If the Reference Return is positive, the greater of:
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