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http://archive.fast-edgar.com/20260706/ASZZQ22CN222T2ZZ2E2R2MZXDRRCZ22SZI82
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http://archive.fast-edgar.com/20260706/AC22E222Q222T2Z2222822YPDLN7B222B282
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http://archive.fast-edgar.com/20260706/AU2ZV2227222B2Z2222M224NB7L8Z2229282
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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
July 6, 2026
FREE WRITING PROSPECTUS
(To Prospectus dated February 21, 2024,
Prospectus Supplement dated February 21, 2024,
Equity Index Underlying Supplement dated February 21, 2024) and
ETF Underlying Supplement dated February 21, 2024)
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