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0001144204-07-060614.txt : 20071113
0001144204-07-060614.hdr.sgml : 20071112
20071113172131
ACCESSION NUMBER: 0001144204-07-060614
CONFORMED SUBMISSION TYPE: 424B2
PUBLIC DOCUMENT COUNT: 6
FILED AS OF DATE: 20071113
DATE AS OF CHANGE: 20071113
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: HSBC USA INC /MD/
CENTRAL INDEX KEY: 0000083246
STANDARD INDUSTRIAL CLASSIFICATION: NATIONAL COMMERCIAL BANKS [6021]
IRS NUMBER: 132764867
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 424B2
SEC ACT: 1933 Act
SEC FILE NUMBER: 333-133007
FILM NUMBER: 071239564
BUSINESS ADDRESS:
STREET 1: 452 FIFTH AVE
CITY: NEW YORK
STATE: NY
ZIP: 10018
BUSINESS PHONE: 2125253735
MAIL ADDRESS:
STREET 1: 452 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10018
424B2
1
v093844_424b2.htm
PRICING
SUPPLEMENT
Filed
Pursuant to Rule 424(b)(2)
Registration
Statement No. 333-133007
Dated
November 13, 2007
|
|
Performance
Securities with Contingent Protection
Linked
to a Global Index Basket
Strategic
Alternatives to Indexing
HSBC
USA Inc. $5,161,000 Securities linked to a Global Index Basket due November
14,
2012
These
Performance Securities with Contingent Protection linked to a Global Index
Basket are notes issued by HSBC USA Inc., which we refer to as the “securities”.
The securities are designed to provide enhanced exposure to potential
appreciation in the performance of a weighted basket of equity indices (weighted
as described herein) consisting of the S&P 500®
Index
(“SPX”), the Dow Jones EURO STOXX 50SM
Index
(“SX5E”), the Nikkei 225®
Index
(“NKY”), the NASDAQ-100 Index®
(“NDX”),
the FTSE™ 100 Index (“UKX”), the MSCI®
Emerging
Markets IndexSM
(“MXEF”), the Hang Seng China Enterprises IndexTM
(“HSCEI”) and the KOSPI 200 Index (“KOSPI2”), each of which we refer to as an
“index,” and which together comprise the “indices”. The amount you receive at
maturity is based on the return of the basket and on whether the basket closing
level of the basket is below the specified trigger level on any scheduled
trading day during the observation period. If the basket return is positive,
at
maturity you will receive an amount in cash per security that is equal to the
sum of (a) your principal amount plus (b) the product of (i) your principal
amount multiplied by (ii) the basket return multiplied by the participation
rate. If the basket return is either (a) zero or (b) negative and the basket
closing level of the basket is never below the trigger level on any scheduled
trading day during the observation period, you will receive your principal
amount. If the basket return is negative and the basket closing level of the
basket is below the trigger level on any scheduled trading day during the
observation period, your securities will be fully exposed to any decline in
the
basket, and you could lose some or all of your investment in the securities.
Investors will not receive interest or dividend payments during the term of
the
securities. Investing
in the securities involves significant risks. You may lose some or all of your
principal amount.
q
|
Enhanced
Growth Potential:
The securities provide the opportunity to receive enhanced equity
returns
by multiplying the positive basket return by the participation rate.
The
securities are not capped by a maximum gain.
|
q
|
Contingent
Protection Against Loss:
Payment at maturity of the principal amount of your securities is
conditionally protected, so long as the basket closing level of the
basket
is never below the trigger level on any scheduled trading day during
the
observation period. If
the basket return is negative and the basket closing level of the
basket
is below the trigger level on any scheduled trading day during the
observation period, your securities will be fully exposed to any
decline
in the basket on the final valuation date, and you could lose some
or all
of your principal amount.
|
q
|
Diversification:
Investors can diversify their existing portfolios because the securities
are linked to a weighted basket of foreign indices comprised of stocks
in
various market sectors and listed in various foreign
jurisdictions.
|
Trade
Date
|
November
9, 2007
|
Settlement
Date
|
November
14, 2007
|
Final
Valuation Date
|
November
9, 2012
|
Maturity
Date
|
November
14, 2012
|
The
securities are linked to the performance of the basket. The securities are
not
subject to a predetermined maximum gain. The participation rate will be set
on
the trade date. The securities are offered at a minimum investment of
$1,000.
See
“Additional Information about HSBC USA Inc. and the Securities” on page 3. The
securities offered will have the terms specified in the accompanying base
prospectus dated April 5, 2006, the accompanying prospectus supplement dated
October 12, 2007, and the terms set forth herein. See “Key Risks” beginning on
page 9 and the more detailed “Risk Factors” beginning on page S-3 of the
accompanying prospectus supplement for risks related to the securities and
the
index.
Neither
the Securities and Exchange Commission nor any state securities commission
has
approved or disapproved of the securities or passed upon the accuracy or the
adequacy of this document, the accompanying base prospectus, prospectus
supplement and any other related prospectus supplements. Any representation
to
the contrary is a criminal offense. The securities 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 of the United States
or
any other jurisdiction.
The
securities will not be listed on any U.S. securities exchange or quotation
system. See “Supplemental Plan of Distribution” beginning on page 40 of this
pricing supplement for distribution arrangement.
UBS
Financial Services Inc.
|
HSBC
USA Inc.
|
|
Price
to Public
|
Underwriting
Discount
|
Proceeds
to Us
|
Per
Security
|
100%
|
3.50%
|
96.50%
|
Total
|
$5,161,000
|
$180,635
|
$4,980,365
|
CALCULATION
OF REGISTRATION FEE
Title
of Class of Securities Offered
|
Maximum
Aggregate Offering Price
|
Amount
of Registration
Fee
(1)
|
Performance
Securities with Contingent Protection Linked to a Global Index Basket
due
November 14, 2012
|
$5,161,000
|
$158.44
|
(1)
Calculated in accordance with Rule 457(r) of the Securities Act of 1933, as
amended
Additional
Information about HSBC USA Inc. and the
Securities
|
This
pricing supplement relates to one security offering linked to the basket
identified on the cover page. The basket described in this pricing supplement
is
a reference asset as defined in the prospectus supplement, and these securities
being offered are notes for purposes of the prospectus supplement. The purchaser
of a security will acquire an investment instrument linked to the basket. We
reserve the right to withdraw, cancel or modify any offering and to reject
orders in whole or in part. Although the security offering relates to the basket
identified on the cover page, you should not construe that fact as a
recommendation of the merits of acquiring an investment linked to the basket,
any index or stocks underlying the indices, or as to the suitability of an
investment in the securities.
You
should read this document together with the prospectus dated April 5, 2006
and
the prospectus supplement dated October 12, 2007. You should carefully consider,
among other things, the matters set forth in “Key Risks” beginning on page 9 of
this pricing supplement and in “Risk Factors” beginning on page S-3 of the
prospectus supplement, as the securities involve risks not associated with
conventional debt securities. We urge you to consult your investment, legal,
tax, accounting and other advisers before you invest in the securities.
HSBC
USA
Inc. has filed a registration statement (including a prospectus and prospectus
supplement) with the U.S. Securities and Exchange Commission, or the SEC, for
the offering to which this pricing supplement relates. Before you invest, you
should read the prospectus and prospectus supplement in that registration
statement and other documents HSBC USA Inc. has filed with the SEC for more
complete information about HSBC USA Inc. and this offering. You may get these
documents for free by visiting EDGAR on the SEC Web site at www.sec.gov.
Alternatively, HSBC USA Inc. or any dealer participating in this offering will
arrange to send you the prospectus and prospectus supplement if you request
them
by calling toll-free 1 888 800 4722.
You
may access these documents on the SEC web site at www.sec.gov as
follows:
|
¨
|
Prospectus
supplement dated October 12, 2007:
|
|
¨
|
Prospectus
dated April 5, 2006:
|
As
used herein, references to “HSBC”, “we,” “us” and “our” are to HSBC USA Inc.
References to the “prospectus supplement” mean the prospectus supplement dated
October 12, 2007 and references to “accompanying prospectus” mean the HSBC USA
Inc. prospectus, dated April 5, 2006.
Investor
Suitability
|
The
securities may be suitable for you if:
¨
You
believe the
basket will appreciate over the term of the securities.
¨
You
seek an
investment with an enhanced return linked to the performance of the
basket.
¨
You
are willing to
hold the securities to maturity.
¨
You
are willing to
expose your principal to the full downside performance of the basket
if
the basket closing level falls below the trigger level on any scheduled
trading day during the observation period.
¨
You
are willing to
forgo dividends paid on the stocks included in the indices in exchange
for
enhanced returns if the basket appreciates and contingent protection
if
the basket depreciates but never falls below the trigger
level.
¨
You
do not seek
current income from this investment.
¨
You
do not seek an
investment for which there is an active secondary market.
¨
You
seek an investment whose return is linked to indices that represent
companies in a variety of market sectors and foreign jurisdictions,
including emerging markets.
¨
You
are willing to
invest in the securities based on the participation rate of
115%.
|
|
The
securities may not be suitable for you if:
¨
You
do not believe
the basket will appreciate over the term of the securities.
¨
You
do not seek an
investment with exposure to the basket.
¨
You
are not willing
to make an investment that is conditionally exposed to the full downside
performance risk of the weighted basket.
¨
You
are unable or
unwilling to hold the securities to maturity.
¨
You
seek an
investment that is 100% principal protected.
¨
You
prefer the
lower risk, and therefore accept the potentially lower returns, of
fixed
income investments with comparable maturities issued by HSBC or another
issuer with a similar credit rating.
¨
You
prefer to
receive dividends paid on the stocks included in the indices.
¨
You
seek current
income from this investment.
¨
You
seek an
investment for which there will be an active secondary
market.
|
The
suitability considerations identified above are not exhaustive. Whether or
not
the securities are a suitable investment for you will depend on your individual
circumstances, and you should reach an investment decision only after you and
your investment, legal, tax, accounting and other advisors have carefully
considered the suitability of an investment in the securities in light of your
particular circumstances.
Issuer
|
HSBC
USA Inc. (Aa3/AA-)1
|
Principal
Amount
|
$10
per security
|
Term
|
5
years
|
Basket
|
The
securities are linked to a weighted basket consisting of the S&P
500®
Index (“SPX”), the Dow Jones EURO STOXX 50SM
Index (“SX5E”), the Nikkei 225®
Index (“NKY”), the NASDAQ-100 Index®
(“NDX”), the FTSE™ 100 Index (“UKX”), the MSCI®
Emerging Markets IndexSM
(“MXEF”), the Hang Seng China Enterprises IndexTM
(“HSCEI”) and the KOSPI 200 Index (“KOSPI2”), each of which we refer to as
an “index”, or collectively, as the “indices.”
|
Basket
Weightings
|
With
respect to the:
SPX,
35.00%;
SX5E,
15.00%;
NKY,
15.00%;
NDX,
10.00%;
UKX,
10.00%;
MXEF,
5.00%;
HSCEI,
5.00%;
KOSPI2,
5.00%.
|
Participation
Rate
|
115%.
|
Payment
at Maturity (per $10 security)
|
You
will receive a cash payment at maturity linked to the performance
of the
basket during the term of the securities.
If
the basket return is positive, you
will receive the sum of (a) your principal amount plus (b) the product
of
(i) your principal amount multiplied by (ii) the index return multiplied
by the participation rate:
$10
+ [$10 x (basket return
x
participation rate)]
If
the basket return is zero, you
will receive your principal amount of:
$10
If
the basket return is negative and the basket closing level of the
basket
is never below the trigger level on any scheduled trading day during
the
observation period, you
will receive your principal amount of:
$10
If
the basket return is negative and the basket closing level of the
basket
is below the trigger level on any scheduled trading day during the
observation period, you
will receive the sum of (a) your principal amount plus (b) the product
of
(i) your principal amount multiplied by (ii) the basket
return:
$10
+ [$10 x (basket return)]
In
this case, the contingent protection is lost and you will lose some
or all
of your principal amount.
|
Basket
Return
|
basket
ending level - basket starting level
|
basket
starting level
|
Basket
Starting Level
|
Set
equal to 100 on the trade date.
|
Basket
Ending Level
|
The
basket level on the final valuation date.
On
the final valuation date, the basket level will be calculated as
follows:
100
x [1 + (SPX return x 35.00%) + (SX5E return x 15.00%) + (NKY return
x
15.00%) + (NDX return x 10.00%) + (UKX return x 10.00%) + (MXEF return
x
5.00%) + (HSCEI return x 5.00%) + (KOSPI2 return x 5.00%) ],
where the return for each index is the index performance of the respective
index.
|
Basket
Closing Level
|
The
basket level on any scheduled trading day during the observation
period.
On
any scheduled trading day during the observation period, the basket
level
will be calculated in the same manner for determining the basket
ending
level, except the official closing levels of the indices on such
scheduled
trading day will be used instead of the official closing levels of
the
indices on the final valuation date.
|
Index
Performance
|
With
respect to each index, the percentage change from the respective
index
starting level to the respective index ending level, calculated as
follows:
Index
Ending Level - Index Starting Level
Index
Starting Level
|
Index
Starting Level
|
With
respect to the:
SPX,
1,453.70;
SX5E,
4,297.83;
NKY,
15,583.42;
NDX,
2,034.30;
UKX,
6,304.90;
MXEF,
1,278.03;
HSCEI,
17,704.08;
KOSPI2,
252.21.
|
Index
Ending Level
|
With
respect to an index, the official closing level for such index on
the
final valuation date, as determined by the calculation agent. For
the
purposes of calculating the basket closing level on any scheduled
trading
day, the index ending level with respect to each index will be the
official closing level of such index on that scheduled trading
day.
|
Trigger
Level
|
50,
representing 50% of the basket starting level.
|
Observation
Period
|
The
period from, but excluding, the trade date to, and including, the
final
valuation date.
|
CUSIP
/ ISIN
|
40428H
136 / US40428H1361
|
_______________________________
1
HSBC USA
Inc. is rated Aa3 by Moody’s and AA- by Standard & Poor’s. A credit rating
reflects the creditworthiness of HSBC USA Inc. and is not a recommendation
to
buy, sell or hold securities, and it may be subject to revision or withdrawal
at
any time by the assigning rating organization. The securities themselves have
not been independently rated. Each rating should be evaluated independently
of
any other rating. However, because the return on the securities is dependent
upon factors in addition to our ability to pay our obligations under the
securities, such as the trading level of each index, an improvement in our
credit ratings, financial condition or results of operations is not expected
to
have a positive effect on the trading value of the securities.
Determining
Payment at Maturity
|
You
will receive an amount equal to the sum of (a) your principal amount plus (b)
the product of (i) your principal amount multiplied by (ii) the basket return.
Accordingly, for each $10.00 invested, your payment at maturity will be
calculated as follows:
$10
+ [$10 x (basket return)]
Your
securities are not fully principal protected. If the basket return is negative
and the basket closing level of the basket is below the trigger level on any
scheduled trading day during the observation period, the contingent protection
is lost and your principal amount will be fully exposed to any decline in the
basket.
What
are the tax consequences of the
securities?
|
You
should carefully consider, among other things, the matters set forth in “Certain
U.S. Federal Income Tax Considerations” in the prospectus supplement. In the
opinion of Cadwalader, Wickersham & Taft LLP, special U.S. tax counsel to
us, the following discussion summarizes certain of the material U.S. federal
income tax consequences of the purchase, beneficial ownership, and disposition
of each of the securities. This summary supplements the section “Certain U.S.
Federal Income Tax Considerations” in the prospectus supplement and supersedes
it to the extent inconsistent therewith. This summary does not discuss the
tax
consequences that may be relevant to persons that own in the aggregate, directly
or indirectly (including by reason of investing in the securities) more than
5
percent of any entity included in an index in the basket.
There
are
no statutory provisions, regulations, published rulings or judicial decisions
addressing the characterization for U.S. federal income tax purposes of
securities with terms that are substantially the same as those of the
securities. Under one reasonable approach, the securities should be treated
as
pre-paid forward or other executory contracts with respect to the index. We
intend to treat the securities consistent with this approach and pursuant to
the
terms of the securities, you agree to treat the securities under this approach
for all U.S. federal income tax purposes. See “Certain U.S. Federal Income Tax
Considerations — Certain Equity-Linked Notes — Certain Notes Treated as Forward
Contracts” in the prospectus supplement for certain U.S. federal income tax
considerations applicable to securities that are treated as pre-paid
cash-settled forward or other executory contracts.
If
one or
more of the entities included in the indices in the basket are treated as a
REIT, partnership or trust, or PFIC for U.S. federal income tax purposes, or
otherwise as a "pass-thru entity" for purposes of section 1260 of the Code,
it
is possible that the security will be subject to the "constructive ownership"
rules of section 1260 of the Code. If so, the portion of any gain that relates
to a pass-thru entity that would otherwise be treated as long-term capital
gain
recognized on the sale, exchange, maturity, or other taxable disposition of
the
securities could be treated as ordinary income and subject to an interest
charge. Prospective investors in the securities should consult the offering
documents for the entities included in the indices in the basket and their
tax
advisors as to the possibility that one or more of the entities included in
the
indices in the basket is treated as a REIT, a partnership or trust, or a PFIC
for U.S. federal income tax purposes, or otherwise as a "pass-thru entity"
for
purposes of section 1260 of the Code, and section 1260 applies to their
security.
Because
there are no statutory provisions, regulations, published rulings or judicial
decisions addressing the characterization for U.S. federal income tax purposes
of securities with terms that are substantially the same as those of the
securities, other characterizations and treatments are possible and the timing
and character of income in respect of the securities might differ from the
treatment described above. For example, the securities could be treated as
debt
instruments that are “contingent payment debt instruments” for federal income
tax purposes. See “Certain U.S. Federal Income Tax Considerations — Certain
Equity-Linked Notes — Certain Notes Treated as Forward Contracts” in prospectus
supplement.
PROSPECTIVE
PURCHASERS OF SECURITIES SHOULD CONSULT THEIR TAX ADVISORS AS TO THE FEDERAL,
STATE, LOCAL, AND OTHER TAX CONSEQUENCES TO THEM OF THE PURCHASE, OWNERSHIP
AND
DISPOSITION OF SECURITIES.
Scenario
Analysis and Examples at
Maturity
|
The
following examples are provided for illustration purposes only and are
hypothetical. They do not purport to be representative of every possible
scenario concerning increases or decreases in the level of each index relative
to its respective index starting level. We cannot predict the closing level
of
each index on any scheduled trading day and, thus, the basket level of the
basket on any scheduled trading day during the observation period, including
the
final valuation date. You should not take these examples as an indication or
assurance of the expected performance of each index and the basket. The numbers
appearing in the examples below have been rounded for ease of
analysis.
The
following scenario analysis and examples illustrate the payment at maturity
for
a $10.00 security on a hypothetical offering of the securities, with the
following assumptions:
Basket
Starting Level:
|
100
|
Example
1—
The
level of the basket increases from the basket starting level of 100 to a basket
ending level of 110. The
basket return is positive, and expressed as a formula:
basket
return = (110-100)/100 = 10%
payment
at maturity = $10
+ ($10 x (10% x 115%))
= $11.15
Because
the basket return is equal to 10%, the payment at maturity is equal to $11.15
per $10.00 principal amount of securities, and the return on the securities
is
11.15%.
Example
2—
The
basket ending level is equal to the basket starting level. The
basket return is zero and the payment at maturity per security is equal to
the
original $10.00 principal amount per security:
basket
return = 0%
payment
at maturity = $10.00
Example
3—
The
level of the basket decreases from the basket starting level to a basket ending
level of 95. In addition, the basket closing level of the basket is never below
the trigger level on any scheduled trading day during the observation period.
The
basket return is negative, but there is contingent principal
protection:
basket
return = (95-100)/100 = -5%
payment
at maturity = $10.00
Because
the basket closing level of the basket is never below the trigger level on
any
scheduled trading day during the observation period, the investor has contingent
principal protection. Therefore the payment at maturity is equal to $10.00
per
$10.00 principal amount of securities.
Example
4—
The
level of the basket decreases from the basket starting level to a basket ending
level of 90. In addition, the basket closing level of the basket is below the
trigger level on one or more scheduled trading days during the observation
period.
The basket return is negative, but there is no principal protection. Expressed
as a formula:
basket
return = (90-100)/100 = -10%
payment
at maturity = $10 + ($10 x -10%) = $9.00
Because
the basket closing level of the basket is below the trigger level on at least
one scheduled trading day during the observation period, the investor loses
its
contingent principal protection and is fully exposed to any decline in the
basket ending level of the basket relative to the basket starting level on
the
final valuation date. Therefore the return on the securities is -10%. In this
case, the investor would lose some of its principal amount at
maturity.
|
|
Contingent
Protection1
|
|
No
Contingent Protection2
|
Basket
Return
|
|
Principal
Amount
|
|
Payment
at Maturity
|
|
Principal
Amount
|
|
Payment
at Maturity
|
100.00%
|
|
100%
|
|
$21.50
|
|
100%
|
|
$21.50
|
80.00%
|
|
100%
|
|
$19.20
|
|
100%
|
|
$19.20
|
60.00%
|
|
100%
|
|
$16.90
|
|
100%
|
|
$16.90
|
40.00%
|
|
100%
|
|
$14.60
|
|
100%
|
|
$14.60
|
20.00%
|
|
100%
|
|
$12.30
|
|
100%
|
|
$12.30
|
0.00%
|
|
100%
|
|
$10.00
|
|
100%
|
|
$10.00
|
-20.00%
|
|
100%
|
|
$10.00
|
|
-20.00%
|
|
$8.00
|
-40.00%
|
|
100%
|
|
$10.00
|
|
-40.00%
|
|
$6.00
|
-60.00%
|
|
N/A
|
|
N/A
|
|
-60.00%
|
|
$4.00
|
-80.00%
|
|
N/A
|
|
N/A
|
|
-80.00%
|
|
$2.00
|
-100.00%
|
|
N/A
|
|
N/A
|
|
-100.00%
|
|
$0.00
|
1
The basket closing level of the basket is never below the trigger level on
any
scheduled trading day during the observation period.
2 The
basket closing level of the basket is below the trigger level on any scheduled
trading day during the observation period.
An
investment in the securities involves significant risks. Some of the risks
that
apply to the securities are summarized here, but we urge you to read the more
detailed explanation of risks relating to the securities generally in the “Risk
Factors” section of the accompanying prospectus supplement. We also urge you to
consult your investment, legal, tax, accounting and other advisers before you
invest in the securities.
¨
|
Contingent
Principal Protection Only Applies if You Hold the Securities to
Maturity -
You
should be willing to hold your securities to maturity. The securities
are
not designed to be short-term trading instruments. The price at which
you
will be able to sell your securities to us, our affiliates or any
party in
the secondary market prior to maturity, if at all, may be at a substantial
discount from the principal amount of the securities, even in cases
where
the basket has appreciated since the trade
date.
|
¨
|
Principal
Protection Only in Limited Circumstances and Otherwise You May Lose
Up to
100% of Your Initial Investment -
Your principal amount will be protected only if the basket closing
level
of the basket is never below the trigger level on any scheduled trading
day during the observation period. The securities differ from ordinary
debt securities in that we may not pay you 100% of your principal
amount
if the basket closing level of the basket is below the trigger level
on
any scheduled trading day during the observation period. In that
event,
the contingent protection will be eliminated and, at maturity, you
will be
fully exposed to any decline in the basket. Accordingly, you may
lose up
to 100% of your principal amount.
|
¨
|
Changes
in the Levels of the Basket Indices May Offset Each
Other
-
The securities are linked to a weighted basket composed of the indices.
At
a time when the level of one or more of the other indices increases
on the
relevant date of determination, the level of one or more of the other
indices on such relevant date of determination may not increase as
much or
may even decline. Therefore, in calculating the basket closing level
on
any scheduled trading day during the observation period and the basket
ending level on the final valuation date, increases in the level
of one or
more of the indices may be moderated, or offset, by lesser increases
or
declines in the level of one or more of the other indices. This affect
is
further amplified by the differing weights of the indices. More heavily
weighted indices will have a larger impact than indices with lesser
weightings.
|
¨
|
Lack
of Liquidity -
The securities will not be listed on any securities exchange or quotation
system. We intend to offer to purchase the securities in the secondary
market but are not required to do so. Because other dealers are not
likely
to make a secondary market for the securities, the price at which
you may
be able to trade your securities is likely to depend on the price,
if any,
at which we are willing to buy the
securities.
|
¨
|
Uncertain
Tax Treatment -
There is no direct legal authority as to the proper tax treatment
of the
securities, and therefore significant aspects of the tax treatment
of the
securities are uncertain, as to both the timing and character of
any
inclusion in income in respect of the securities. Under one approach,
the
securities should be treated as pre-paid forward or other executory
contracts with respect to the basket. We intend to treat the securities
consistent with this approach and pursuant to the terms of the securities,
you agree to treat the securities under this approach for all U.S.
federal
income tax purposes. See “Certain U.S. Federal Income Tax Considerations —
Certain Equity-Linked Notes — Certain Notes Treated as Forward Contracts”
in the prospectus supplement for certain U.S. federal income tax
considerations applicable to securities that are treated as pre-paid
cash-settled forward or other executory contracts. Certain of the
entities
included in the indices in the basket could be treated as a "real
estate
investment trust" ("REIT"), partnership, trust, or "passive foreign
investment company" ("PFIC") for U.S. federal income tax purposes,
or
otherwise as a "pass-thru entity" for purposes of section 1260 of
the
Code, in which case it is possible that the security will be subject
to
the "constructive ownership" rules of section 1260 of the Code. If
so, the
portion of any gain that relates to a pass-thru entity that would
otherwise be treated as long-term capital gain recognized on the
sale,
exchange, maturity, or other taxable disposition of the securities
could
be treated as ordinary income and subject to an interest charge.
Because
of the uncertainty regarding the tax treatment of the securities,
we urge
you to consult your tax advisor as to the tax consequences of your
investment in a security. For a more complete discussion of the U.S.
federal income tax consequences of your investment in a security,
please
see the discussion under “Certain U.S. Federal Income Tax
Considerations.”
|
¨
|
Owning
the Securities is Not the Same as Owning the Stocks Underlying the
Indices
-The
return on your securities may not reflect the return you would realize
if
you actually owned the stocks included in the indices. As a holder
of the
securities, you will not receive interest payments, and you will
not have
voting rights or rights to receive dividends or other distributions
or
other rights that holders of stocks included in the indices would
have.
|
¨
|
Potential
Conflict of Interest -
HSBC and its affiliates may engage in business with the issuers of
the
stocks comprising the indices or any of the reference sponsors, which
may
present a conflict between the obligations of HSBC and you, as a
holder of
the securities. The calculation agent, which may be the issuer or
any of
its affiliates, will determine the payment at maturity based on observed
levels of each index in the market. The calculation agent can postpone
the
determination of any index ending level or the maturity date if a
market
disruption event occurs with respect to any index and is continuing
on the
final valuation date.
|
¨
|
Potentially
Inconsistent Research, Opinions or Recommendations by
HSBC
- HSBC and its affiliates may publish research, express opinions
or
provide recommendations that are inconsistent with investing in or
holding
any offering of the securities. Any such research, opinions or
recommendations could affect the value of any index or the stocks
included
in any index, and therefore, the market value of the
securities.
|
¨
|
Credit
of Issuer
- An investment in the securities is subject to the credit risk of
HSBC,
and the actual and perceived creditworthiness of HSBC may affect
the
market value of the securities.
|
¨
|
Additional
Risks Associated With Foreign Securities Market
-
Because stocks or companies included in the SX5E, NKY, UKX, MXEF,
HSCEI
and KOSPI2 are publicly traded in the applicable foreign countries
and are
denominated in currencies other than U.S. dollars, investments in
the
securities involve particular risks. For example, the foreign securities
markets may be more volatile than the United States securities markets,
and market developments may affect these markets differently from
the
United States or other securities markets. Direct or indirect government
intervention to stabilize the securities markets outside the United
States, as well as cross-shareholdings in certain companies, may
affect
trading prices and trading volumes in those markets. Also, the public
availability of information concerning foreign issuers may vary depending
on their home jurisdiction and the reporting requirements imposed
by their
respective regulators. In addition, the foreign issuers may be subject
to
accounting, auditing and financial reporting standards and requirements
that differ from those applicable to United States reporting
companies.
|
|
Securities
prices generally are subject to political, economic, financial and
social
factors that apply to the markets in which they trade and, to a lesser
extent, foreign markets. Securities prices outside the United States
are
subject to political, economic, financial and social factors that
apply in
foreign countries. These factors, which could negatively affect foreign
securities markets, include the possibility of changes in a foreign
government’s economic and fiscal policies, the possible imposition of, or
changes in, currency exchange laws or other laws or restrictions
applicable to foreign companies or investments in foreign equity
securities and the possibility of fluctuations in the rate of exchange
between currencies. Moreover, foreign economies may differ favorably
or
unfavorably from the United States economy in important respects
such as
growth of gross national product, rate of inflation, capital reinvestment,
resources and self-sufficiency.
|
¨
|
Index
Performance for SX5E, NKY, UKX, HSCEI and KOSP12 Will not be Adjusted
for
Changes in Exchange Rates
-
While the stocks included in the SX5E, NKY, UKX, HSCEI and KOSPI2
are
denominated in currencies other than the U.S. dollar, the index
performance for these indices will not be adjusted for changes in
exchange
rates. Therefore, if the currencies in which the stocks comprising
the
SX5E, NKY, UKX, HSCEI and KOSPI2 are denominated appreciate or depreciate
relative to the U.S. dollar over the term of the securities, you
will not
receive any additional payment or incur any reduction in payment
at
maturity.
|
¨
|
Currency
Exchange Risk for the MSCI® Emerging Markets Index SM
- The
MXEF, but not the stocks underlying the MXEF, is denominated in U.S.
dollars. Because the prices of the stocks underlying the MXEF will
be
converted by the applicable reference sponsor into U.S. dollars for
the
purposes of calculating the value of the MXEF, your investment in
the
securities will be exposed to currency exchange risk with respect
to each
of the emerging markets represented in the
MXEF.
|
If
the
final valuation date is not a scheduled trading day (as defined below) for
an
index, then the final valuation date for that index will be the next scheduled
trading day. If a market disruption event (as defined below) exists for an
index
on the final valuation date, then such final valuation date for that index
will
be the next scheduled trading day for which there is no Market Disruption Event
with respect to that index. If a market disruption event exists for an index
on
eight consecutive scheduled trading days, then that eighth scheduled trading
day
will be the final valuation date for that index, and the index ending level
of
that index will be determined by means of the formula for and method of
calculating that index which applied just prior to the market disruption event,
using the relevant exchange traded or quoted price of each stock in that index
(or a good faith estimate of the value of a stock in that index which is itself
the subject of a market disruption event). For the avoidance of doubt, if no
market disruption event exists with respect to an index on the final valuation
date for that index, the determination of that index’s index ending level will
be made on the originally scheduled final valuation date, irrespective of the
existence of a market disruption event with respect to one or more of the other
indices. If the final valuation date for any index is postponed, then the
maturity date will also be postponed until the third business day following
the
postponed final valuation date for that index.
“Market
disruption event” for an index means any scheduled trading day on which any
relevant exchange (as defined below) or related exchange (as defined below)
fails to open for trading during its regular trading session or on which any
of
the following events has occurred and is continuing which we determine is
material:
(a)
the
occurrence or existence of a condition specified below at any time:
(i)
any
suspension of or limitation imposed on trading by any relevant exchanges or
related exchanges or otherwise, (A) relating to any constituent included in
any
index or (B) in futures or options contracts relating to any index on any
related exchange; or
(ii)
any
event (other than any event described in (b) below) that disrupts or impairs
the
ability of market participants in general (A) to effect transactions in, or
obtain market values for any constituent included in any index or (B) to effect
transactions in, or obtain market values for, futures or options contracts
relating to any index on any relevant related exchange; or
(b)
the
closure on any scheduled trading day of any relevant exchange relating to any
constituent included in any index or any related exchange prior to its scheduled
closing time (unless the earlier closing time is announced by the relevant
exchange or related exchange at least one hour prior to the earlier of (i)
the
actual closing time for the regular trading session on the exchange and (ii)
the
submission deadline for orders to be entered into the Relevant Exchange or
Related Exchange for execution at the close of trading on that
day).
“Related
exchange” for an index means each exchange or quotation system on which futures
or options contracts relating to such index are traded, or any successor or
temporary substitute for such exchange or quotation system (provided that we
have determined, for a substitute exchange or quotation system, that liquidity
on such substitute is comparable to liquidity on the original related
exchange).
“Relevant
exchange” for an index means any primary exchange on which securities then
included in such index trade.
“Scheduled
closing time” means the scheduled weekday closing time of the Relevant Exchange
or Related Exchange, without regard to after hours or any other trading outside
of the regular trading session hours.
“Scheduled
trading day” for an index means any day on which all of the relevant exchanges
and related exchanges are scheduled to be open for trading for each security
then included in such index.
Hypothetical
Historical Basket
Performance
|
The
graph
below illustrates the hypothetical historical performance of the basket from
November 1, 2001 to November 9, 2007, as if the basket starting level was 100
on
November 9, 2007. Hypothetical historical levels of the basket should not be
taken as an indication of future performance.
BASKET
INFORMATION
This
pricing supplement is not an offer to sell and it is not an offer to buy stocks
comprising the indices. All disclosures contained in this pricing supplement
regarding the indices, including their make-up, performance, method of
calculation, and changes in their components, are derived from publicly
available information. Neither HSBC nor any of its affiliates assumes any
responsibilities for the adequacy or accuracy of information about the indices
or stocks comprising the indices contained in this pricing supplement. You
should make your own investigation into the indices as well as stocks included
in the indices. Each reference sponsor has no obligation to continue to publish,
and may discontinue publication of, the applicable index. Each reference sponsor
may discontinue or suspend the publication of the applicable index at any
time.
Neither
we nor any affiliate makes any representation that any publicly available
information regarding the reference sponsors is accurate or complete. For more
information, we urge you to read the section “Sponsors or Issuers and Reference
Asset” on page S-25 in the accompanying prospectus supplement.
Historical
Performance of the Indices
The
descriptions below of each index include a table that sets forth the quarterly
high and low intraday levels, as well as end-of-quarter index levels, of the
respective index for each quarter in the period from January 1, 2004 through
September 28, 2007 and for the period from October 1, 2007 through November
9,
2007. We obtained the data in these tables from Bloomberg Financial Service,
without independent verification by us. Historical levels of each index should
not be taken as an indication of future performance of such index.
The
S&P 500®
Index (“SPX”)
|
S&P
publishes the SPX.
The
SPX
is capitalization weighted and is intended to provide an indication of the
pattern of common stock price movement. The calculation of the level of the
SPX,
discussed below in further detail, is based on the relative value of the
aggregate market value of the common stocks of 500 companies as of a particular
time compared to the aggregate average market value of the common stocks of
500
similar companies during the base period of the years 1941 through 1943. As
of
October 24, 2007, 425 companies or 85.0% of the SPX, traded on the New York
Stock Exchange and 75 companies, or 15.0% of the SPX, traded on The NASDAQ
Stock
Market. S&P chooses companies for inclusion in the SPX with the aim of
achieving a distribution by broad industry groupings that approximates the
distribution of these groupings in the common stock population of the New York
Stock Exchange (the “NYSE”), which S&P uses as an assumed model for the
composition of the total market.
Relevant
criteria employed by S&P include the viability of the particular company,
the extent to which that company represents the industry group to which it
is
assigned, the extent to which the market price of that company’s common stock is
generally responsive to changes in the affairs of the respective industry and
the market value and trading activity of the common stock of that company.
Ten
main groups of companies comprise the SPX with the number of companies included
in each group, as of October 24, 2007, indicated in parenthesis: Consumer
Discretionary (88); Consumer Staples (39); Energy (34); Financials (93); Health
Care (53); Industrials (54); Information Technology (72); Materials (28);
Telecommunications Services (9); and Utilities (30). Changes in the SPX are
reported daily in the financial pages of many major newspapers, on the Bloomberg
Financial Service under the symbol “SPX” and on S&P website
(http://www.spglobal.com). Information contained in the S&P website is not
incorporated by reference in, and should not be considered a part of, this
pricing supplement. The SPX does not reflect the payment of dividends on the
stocks included in the SPX.
Computation
of the SPX
S&P
currently computes the SPX as of a particular time as follows:
|
i.
|
the
product of the market price per share and the number of then outstanding
shares of each component stock as determined as of that time (referred
to
as the “market value” of that
stock);
|
|
ii.
|
the
market values of all component stocks as of that time are
aggregated;
|
|
iii.
|
the
average of the market values as of each week in the base period of
the
years 1941 through 1943 of the common stock of each company in a
group of
500 substantially similar companies is
determined;
|
|
iv.
|
the
mean average market values of all these common stocks over the base
period
are aggregated (the aggregate amount being referred to as the “base
value”);
|
|
v.
|
the
current aggregate market value of all component stocks is divided
by the
base value; and
|
|
vi.
|
the
resulting quotient, expressed in decimals, is multiplied by
ten.
|
While
S&P currently employs the above methodology to calculate the SPX, no
assurance can be given that S&P will not modify or change this methodology
in a manner that may affect the performance of the SPX. S&P adjusts the
foregoing formula to offset the effects of changes in the market value of a
component stock that are determined by S&P to be arbitrary or not due to
true market fluctuations. These changes may result from causes such as: the
issuance of stock dividends, the granting to shareholders of rights to purchase
additional shares of stock, the purchase of shares by employees pursuant to
employee benefit plans, consolidations and acquisitions, the granting to
shareholders of rights to purchase other securities of the company, the
substitution by S&P of particular component stocks in the SPX, and other
reasons.
In
these
cases, S&P first recalculates the aggregate market value of all component
stocks, after taking account of the new market price per share of the particular
component stock or the new number of outstanding shares of that stock or both,
as the case may be, and then determines the new base value in accordance with
the following formula:
Old
Base
Value X New
Market Value
= New
Base Value
Old
Market Value
The
result is that the base value is adjusted in proportion to any change in the
aggregate market value of all component stocks resulting from the causes
referred to above to the extent necessary to negate the effects of these causes
upon the SPX.
In
addition, S&P standard practice is to remove all closely held shares and
shares held between corporations who are both in the calculations of the SPX
and
an SPX component’s market value.
License
Agreement with Standard & Poor’s (“S&P”):
We
have
entered into a nonexclusive license agreement providing for the license to
us,
in exchange for a fee, of the right to use indices owned and published by
S&P’s in connection with some securities, including the
securities.
The
securities are not sponsored, endorsed, sold or promoted by S&P, a division
of The McGraw Hill Companies, Inc. S&P makes no representation or warranty,
express or implied, to the holders of the securities or any member of the public
regarding the advisability of investing in securities generally or in the
securities particularly or the ability of the S&P 500®
to
track general stock market performance. S&P’s only relationship to HSBC.
(other than transactions entered into in the ordinary course of business) is
the
licensing of certain service marks and trade names of S&P and of the S&P
500®
which is determined, composed and calculated by S&P without regard to HSBC
or the securities. S&P has no obligation to take the needs of HSBC or the
holders of the securities into consideration in determining, composing or
calculating the S&P 500®.
S&P is not responsible for and has not participated in the determination of
the timing of the sale of the securities, prices at which the securities are
to
initially be sold, or quantities of the securities to be issued or in the
determination or calculation of the equation by which the securities are to
be
converted into cash. S&P has no obligation or liability in connection with
the administration, marketing or trading of the securities.
Historical
Performance of the SPX
The
following table sets forth the quarterly high and low intra-day levels, as
well
as end-of-quarter closing levels, of SPX for each quarter in the period from
January 1, 2004 through September 28, 2007 and for the period from October
1,
2007 through November 9, 2007. The closing level of the SPX on November 9,
2007
was 1,453.70. We obtained the data in the following table from Bloomberg
Financial Service, without independent verification by us. Historical
levels of SPX should not be taken as an indication of future performance, and
no
assurance can be given that the level of SPX will increase relative to the
index
starting level during the term of the notes.
Quarter
Ending
|
Quarterly
High
|
Quarterly
Low
|
Quarterly
Close
|
March
31, 2004
|
1,163.23
|
1,087.06
|
1,126.21
|
June
30, 2004
|
1,150.57
|
1,076.32
|
1,140.84
|
September
30, 2004
|
1,140.84
|
1,060.72
|
1,114.58
|
December
31, 2004
|
1,217.33
|
1,090.19
|
1,211.92
|
March
31, 2005
|
1,229.11
|
1,163.69
|
1,180.59
|
June
30, 2005
|
1,219.59
|
1,136.15
|
1,191.33
|
September
30, 2005
|
1,245.86
|
1,183.55
|
1,228.81
|
December
30, 2005
|
1,275.8
|
1,168.2
|
1,248.29
|
March
31, 2006
|
1,310.88
|
1,245.74
|
1,294.83
|
June
30, 2006
|
1,326.7
|
1,219.29
|
1,270.2
|
September
30, 2006
|
1,340.28
|
1,224.54
|
1,335.85
|
December
29, 2006
|
1,431.81
|
1,327.1
|
1,418.3
|
March
30, 2007
|
1,461.57
|
1,363.98
|
1,420.86
|
June
29, 2007
|
1,540.56
|
1,416.37
|
1,503.35
|
September
28, 2007
|
1,555.9
|
1,370.6
|
1,526.75
|
October
1, 2007 through
November
9, 2007
|
1,576.09
|
1,448.51
|
1,453.70
|
The
Dow Jones EURO STOXX 50SM
Index (“SX5E”)
|
The
SX5E
was created by STOXX Limited, a joint venture between Deutsche Börse AG, Dow
Jones & Company and SWX Group. Publication of the SX5E began on February 28,
1998, based on an initial SX5E value of 1,000 at December 31, 1991. The SX5E
is
reported daily in the financial pages of many major newspapers, on the Bloomberg
Financial Service under the symbol “SX5E” and on the STOXX Limited website:
http://www.stoxx.com.
Information contained in the STOXX Limited website is not incorporated by
reference in, and should not be considered a part of, this pricing
supplement.
SX5E
Composition and Maintenance
The
SX5E
is composed of 50 component stocks of market sector leaders from within the
Dow
Jones EURO STOXXSM
Index,
which includes stocks selected from the Eurozone. The component stocks have
a
high degree of liquidity and represent the largest companies across all market
sectors defined by the Dow Jones Global Classification Standard. The composition
of the SX5E is reviewed annually in September, based on the closing stock data
on the last trading day in August. The component stocks are announced the first
trading day in September. Changes to the component stocks are implemented on
the
third Friday in September and are effective the following trading day. Changes
in the composition of the SX5E are made to ensure that the SX5E includes the
50
market sector leaders from within the Dow Jones EURO STOXXSM
Index.
SX5E
Calculation
The
SX5E
is calculated with the “Laspeyres formula”, which measures the aggregate price
changes in the component stocks against a fixed base quantity weight. The
formula for calculating the SX5E value can be expressed as follows:
![](formula1.jpg)
Each
component’s weight is capped at 10% of the SX5E’s total free-float market
capitalization. Weights are reviewed quarterly. Within each of the SX5E market
sector indices, the component stocks are ranked by free-float market
capitalization. The largest stocks are added to the selection list until the
coverage is close to, but still less than, 60% of the free-float market
capitalization of the corresponding SX5E market sector index. If the next-ranked
stock brings the coverage closer to 60% in absolute terms, then it is also
added
to the selection list. Any remaining stocks that are current SX5E components
are
added to the selection list. The stocks on the selection list are ranked by
free-float market capitalization. In exceptional cases, the STOXX Limited
Supervisory Board may make additions and deletions to the selection
list.
The
40
largest stocks on the selection list are chosen as components. Any remaining
current components of the SX5E ranked between 41 and 60 are added as index
components. If the component number is still below 50, then the largest stocks
on the selection list are added until the index contains 50 stocks.
The
divisor of the aforementioned formula is adjusted to maintain the continuity
of
the SX5E value across changes due to corporate actions such as the issuance
of
dividends, the occurrence of stock splits, stock repurchase by the issuer and
other reasons.
License
Agreement with STOXX Limited
We
have
entered into a nonexclusive license agreement providing for the license to
us,
in exchange for a fee, of the right to use certain indices owned and published
by STOXX Limited in connection with some securities, including the
notes.
The
notes
are not sponsored, endorsed, sold or promoted by STOXX Limited (including its
affiliates) (collectively referred to as “STOXX Limited”). STOXX Limited has not
passed on the legality or suitability of, or the accuracy or adequacy of
descriptions and disclosures relating to the notes. STOXX Limited makes no
representation or warranty, express or implied to the owners of the notes or
any
member of the public regarding the advisability of investing in securities
generally or in the notes particularly, or the ability of the SX5E to track
general stock market performance. STOXX Limited has no relationship to us other
than the licensing of the SX5E and the related trademarks for use in connection
with the notes, which index is determined, composed and calculated by STOXX
Limited without regard to us or the notes. STOXX Limited has no obligation
to
take our needs or the needs of the owners of the notes into consideration in
determining, composing or calculating the SX5E. STOXX Limited is not responsible
for and has not participated in the determination of the timing of, prices
at,
or quantities of the notes to be issued or in the determination or calculation
of the equation by which the notes are to be converted into cash. STOXX Limited
has no liability in connection with the administration, marketing or trading
of
the notes.
STOXX
LIMITED DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE SX5E
OR
ANY DATA INCLUDED THEREIN AND STOXX LIMITED SHALL HAVE NO LIABILITY FOR ANY
ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. STOXX LIMITED MAKES NO WARRANTY,
EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY HSBC, HOLDERS OF THE NOTES,
OR ANY OTHER PERSON OR ENTITY IN CONNECTION WITH THE USE OF THE SX5E OR ANY
DATA
INCLUDED THEREIN. STOXX LIMITED MAKES NO EXPRESS OR IMPLIED WARRANTIES, AND
EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A
PARTICULAR PURPOSE OR USE WITH RESPECT TO THE SX5E OR ANY DATA INCLUDED THEREIN.
WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL STOXX LIMITED HAVE
ANY
LIABILITY FOR ANY LOST PROFITS OR SPECIAL, INCIDENTAL, PUNITIVE, INDIRECT,
OR
CONSEQUENTIAL DAMAGES, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF. THE
LICENSING AGREEMENT BETWEEN HSBC AND STOXX LIMITED IS SOLELY FOR THEIR BENEFIT
AND NOT FOR THE BENEFIT OF THE OWNERS OF THE NOTES OR ANY THIRD
PARTIES.
STOXX
Limited and Dow Jones have no relationship to HSBC, other than the licensing
of
the SX5E and the related trademarks for use in connection with the notes.
STOXX
Limited and Dow Jones do not:
|
·
|
Sponsor,
endorse, sell or promote the notes.
|
|
·
|
Recommend
that any person invest in the notes or any other
securities.
|
|
·
|
Have
any responsibility or liability for or make any decisions about the
timing, amount or pricing of the
notes.
|
|
·
|
Have
any responsibility or liability for the administration, management
or
marketing of the notes.
|
|
·
|
Consider
the needs of the notes or the owners of the notes in determining,
composing or calculating the SX5E or have any obligation to do
so.
|
STOXX
Limited and Dow Jones will not have any liability in connection with the notes.
Specifically,
|
·
|
STOXX
Limited and Dow Jones do not make any warranty, express or implied
and
disclaim any and all warranty
about:
|
|
·
|
The
results to be obtained by the notes, the owner of the notes or any
other
person in connection with the use of the SX5E and the data included
in the
SX5E;
|
|
·
|
The
accuracy or completeness of the SX5E and its
data;
|
|
·
|
The
merchantability and the fitness for a particular purpose or use of
the
SX5E and its data;
|
|
·
|
STOXX
Limited and Dow Jones will have no liability for any errors, omissions
or
interruptions in the SX5E and its
data;
|
|
·
|
Under
no circumstances will STOXX Limited or Dow Jones be liable for any
lost
profits or indirect, punitive, special or consequential damages or
losses,
even if STOXX Limited or Dow Jones knows that they might
occur.
|
The
licensing agreement between STOXX Limited and us is solely for their benefit
and
not for the benefit of the owners of the notes or any other third
parties.
THE
SX5E
IS PROPRIETARY AND COPYRIGHTED MATERIAL. THE SX5E AND THE RELATED TRADEMARKS
HAVE BEEN LICENSED FOR CERTAIN PURPOSES BY HSBC NEITHER STOXX LIMITED NOR DOW
JONES & COMPANY, INC. SPONSORS, ENDORSES OR PROMOTES THE NOTES BASED ON THE
SX5E.
Historical
Performance of the SX5E
The
following table sets forth the quarterly high and low intra-day levels, as
well
as end-of-quarter closing levels, of SX5E for each quarter in the period from
January 1, 2004 through September 28, 2007 and for the period from October
1,
2007 through November 9, 2007. The closing level of the SX5E on November 9,
2007
was 4,297.83. We obtained the data in the following table from Bloomberg
Financial Service, without independent verification by us. Historical
levels of SX5E should not be taken as an indication of future performance,
and
no assurance can be given that the level of SX5E will increase relative to
the
index starting level during the term of the notes.
Quarter
Ending
|
Quarterly
High
|
Quarterly
Low
|
Quarterly
Close
|
March
31, 2004
|
2,965.15
|
2,680.04
|
2,787.49
|
June
30, 2004
|
2,919.57
|
2,630.21
|
2,811.08
|
September
30, 2004
|
2,842.81
|
2,559.88
|
2,726.30
|
December
31, 2004
|
2,960.97
|
2,727.76
|
2,951.01
|
March
31, 2005
|
3,117.77
|
2,914.00
|
3,055.73
|
June
30, 2005
|
3,198.89
|
2,911.48
|
3,181.54
|
September
30, 2005
|
3,438.76
|
3,079.89
|
3,428.51
|
December
30, 2005
|
3,621.89
|
3,212.07
|
3,578.93
|
March
31, 2006
|
3,881.69
|
3,515.07
|
3,853.74
|
June
30, 2006
|
3,897.40
|
3,379.66
|
3,648.92
|
September
30, 2006
|
3,921.15
|
3,462.77
|
3,899.41
|
December
29, 2006
|
4,147.38
|
3,858.87
|
4,119.94
|
March
30, 2007
|
4,278.22
|
3,906.15
|
4,181.03
|
June
29, 2007
|
4,572.82
|
4,163.77
|
4,489.77
|
September
28, 2007
|
4,564.03
|
4,028.72
|
4,381.71
|
October
1, 2007 through
November
9, 2007
|
4,497.32
|
4,279.16
|
4,297.83
|
The
Nikkei 225®
Index (“NKY”)
|
The
NKY
is a stock index calculated, published and disseminated by NKS that measures
the
composite price performance of selected Japanese stocks. NKS first calculated
and published the NKY in 1970. The NKY currently is based on 225 underlying
stocks (the “Nikkei underlying stocks”) trading on the Tokyo Stock Exchange (the
“TSE”) representing a broad cross-section of Japanese industries. All 225 Nikkei
underlying stocks are stocks listed in the First Section of the TSE. Stocks
listed in the First Section of the TSE are among the most actively traded stocks
on the TSE. NKS rules require that the 75 most liquid issues (one-third of
the
component count of the NKY) be included in the NKY.
The
225
companies included in the NKY are divided into six sector categories:
Technology, Financials, Consumer Goods, Materials, Capital Goods/Others and
Transportation and Utilities. These six sector categories are further divided
into 36 industrial classifications as follows:
|
·
|
Technology
- Pharmaceuticals, Electric Machinery, Automobiles, Precision Machinery,
Telecommunications;
|
|
·
|
Financials
- Banks, Miscellaneous Finance, Securities, Insurance;
|
|
·
|
Consumer
Goods - Marine Products, Food, Retail, Services;
|
|
·
|
Materials
- Mining, Textiles, Paper and Pulp, Chemicals, Oil, Rubber, Ceramics,
Steel, Nonferrous Metals, Trading House;
|
|
·
|
Capital
Goods/Others - Construction, Machinery, Shipbuilding, Transportation
Equipment, Miscellaneous Manufacturing, Real Estate;
and
|
|
·
|
Transportation
and Utilities - Railroads and Buses, Trucking, Shipping, Airlines,
Warehousing, Electric Power, Gas.
|
The
NKY
is a modified, price-weighted index (i.e., a Nikkei underlying stock’s weight in
the index is based on its price per share rather than the total market
capitalization of the issuer) that is calculated by (i) multiplying the
per-share price of each Nikkei underlying stock by the corresponding weighting
factor for such Nikkei underlying stock (a “weight factor”),
(ii) calculating the sum of all these products and (iii) dividing such
sum by a divisor (the “divisor”). The divisor was initially set at 225 for the
date of May 16, 1949 using historical numbers from May 16, 1949, the
date on which the TSE was reopened. The divisor was 24.341 as of October 30,
2007 and is subject to periodic adjustments as set forth below. Each weight
factor is computed by dividing ¥50 by the par value of the relevant Nikkei
underlying stock, so that the share price of each Nikkei underlying stock,
when
multiplied by its weight factor, corresponds to a share price based on a uniform
par value of ¥50. The stock prices used in the calculation of the NKY are those
reported by a primary market for the Nikkei underlying stocks (currently the
TSE). The level of the NKY is calculated once per minute during TSE trading
hours.
In
order
to maintain continuity in the NKY in the event of certain changes due to
non-market factors affecting the Nikkei underlying stocks, such as the addition
or deletion of stocks, substitution of stocks, stock splits or distributions
of
assets to stockholders, the divisor used in calculating the NKY is adjusted
in a
manner designed to prevent any instantaneous change or discontinuity in the
level of the NKY. Thereafter, the divisor remains at the new value until a
further adjustment is necessary as the result of another change. As a result
of
such change affecting any Nikkei underlying stock, the divisor is adjusted
in
such a way that the sum of all share prices immediately after such change
multiplied by the applicable weight factor and divided by the new divisor (i.e.,
the level of the NKY immediately after such change) will equal the level of
the
NKY immediately prior to the change.
A
Nikkei
underlying stock may be deleted or added by NKS. Any stock becoming ineligible
for listing in the First Section of the TSE due to any of the following reasons
will be deleted from the Nikkei underlying stocks: (i) bankruptcy of the
issuer, (ii) merger of the issuer with, or acquisition of the issuer by,
another company, (iii) delisting of such stock, (iv) transfer of such
stock to the “Seiri−Post” because of excess debt of the issuer or because of any
other reason or (v) transfer of such stock to the Second Section. In
addition, a component stock transferred to the “Kanri−Post” (Posts for stocks
under supervision) is in principle a candidate for deletion. Nikkei underlying
stocks with relatively low liquidity, based on trading value and rate of price
fluctuation over the past five years, may be deleted by NKS. Upon deletion
of a
stock from the Nikkei underlying stocks, NKS will select a replacement for
such
deleted Nikkei underlying stock in accordance with certain criteria. In an
exceptional case, a newly listed stock in the First Section of the TSE that
is
recognized by NKS to be representative of a market may be added to the Nikkei
underlying stocks. In such a case, an existing underlying stock with low trading
volume and deemed not to be representative of a market will be deleted by
NKS.
A
list of
the issuers of the Nikkei underlying stocks constituting the NKY is available
from the Nikkei Economic Electronic Databank System and from the Stock Market
Indices Data Book published by NKS.
License
Agreement with Nihon Keizai Shimbun, Inc.
We
have
entered into a nonexclusive license agreement providing for the license to
us,
in exchange for a fee, of the right to use certain indices owned and published
by NKS in connection with some securities, including the notes. The copyrights
on “Nikkei 225” and the intellectual property rights and any other rights
relating to labels such as “Nikkei” and “Nikkei 225” all belong to NKS. NKS may
change the content of “Nikkei 225” and suspend publication thereof. The
responsibility for executing the business matters pursuant to the licensing
agreement shall rest solely with us and NKS shall not have any obligation or
responsibility therefor.
The
Tokyo Stock Exchange
The
TSE
is one of the world’s largest securities exchanges in terms of market
capitalization. Trading hours are currently from 9:00 a.m. to
11:00 a.m. and from 12:30 p.m. to 3:00 p.m., Tokyo time, Monday
through Friday.
Due
to
the time zone difference, on any normal trading day the TSE will close prior
to
the opening of business in New York City on the same calendar day. Therefore,
the final level of the NKY on a trading day will generally be available in
the
United States by the opening of business on the same calendar day.
The
TSE
has adopted certain measures, including daily price floors and ceilings on
individual stocks, intended to prevent any extreme short-term price fluctuations
resulting from order imbalances. In general, any stock listed on the TSE cannot
be traded at a price lower than the applicable price floor or higher than the
applicable price ceiling. These price floors and ceilings are expressed in
absolute Japanese yen, rather than percentage limits based on the closing price
of the stock on the previous trading day. In addition, when there is a major
order imbalance in a listed stock, the TSE posts a “special bid quote” or a
“special asked quote” for that stock at a specified higher or lower price level
than the stock’s last sale price in order to solicit counter orders and balance
supply and demand for the stock. The TSE may suspend the trading of individual
stocks in certain limited and extraordinary circumstances, including, for
example, unusual trading activity in that stock. As a result, changes in the
NKY
may be limited by price limitations or special quotes, or by suspension of
trading, on individual stocks that make up the NKY, and these limitations,
in
turn, may adversely affect the value of the notes.
Historical
Performance of the NKY
The
following table sets forth the quarterly high and low intra-day levels, as
well
as end-of-quarter closing levels, of NKY for each quarter in the period from
January 1, 2004 through September 28, 2007 and for the period from October
1,
2007 through November 9, 2007. The closing level of the NKY on November 9,
2007
was 15,583.42. We obtained the data in the following table from Bloomberg
Financial Service, without independent verification by us. Historical
levels of NKY should not be taken as an indication of future performance, and
no
assurance can be given that the level of NKY will increase relative to the
index
starting level during
Quarter
Ending
|
Quarterly
High
|
Quarterly
Low
|
Quarterly
Close
|
March
31, 2004
|
11,869.00
|
10,299.43
|
11,715.39
|
June
30, 2004
|
12,195.66
|
10,489.84
|
11,858.87
|
September
30, 2004
|
11,988.12
|
10,545.89
|
10,823.57
|
December
31, 2004
|
11,500.95
|
10,575.23
|
11,488.76
|
March
31, 2005
|
11,975.46
|
11,212.63
|
11,668.95
|
June
30, 2005
|
11,911.90
|
10,770.58
|
11,584.01
|
September
30, 2005
|
13,678.44
|
11,540.93
|
13,574.30
|
December
30, 2005
|
16,445.56
|
12,996.29
|
16,111.43
|
March
31, 2006
|
17,125.64
|
15,059.52
|
17,059.66
|
June
30, 2006
|
17,563.37
|
14,045.53
|
15,505.18
|
September
30, 2006
|
16,414.94
|
14,437.24
|
16,127.58
|
December
29, 2006
|
17,301.69
|
15,615.56
|
17,225.83
|
March
30, 2007
|
18,300.39
|
16,532.91
|
17,287.65
|
June
29, 2007
|
18,297.00
|
16,999.05
|
18,138.36
|
September
28, 2007
|
18,295.27
|
15,262.10
|
16,785.69
|
October
1, 2007 through
November
9, 2007
|
17,488.97
|
15,566.12
|
15,583.42
|
The
NASDAQ 100 Index®
(“NDX”)
|
The
NDX
was developed by Nasdaq. The NDX is determined and calculated by Nasdaq and
was
first published in January 1985. To be eligible for inclusion in the NDX, a
security must be traded on the NASDAQ Stock Market LLC and meet the other
eligibility criteria, including the following: the security’s U.S. listing must
be exclusively on the NASDAQ Global Select Market or the NASDAQ Global Market
(unless the security was dually listed on another U.S. market prior to January
1, 2004 and has continuously maintained such listing), the security must be
of a
non-financial company; only one class of security per issuer is allowed; the
security may not be issued by an issuer currently in bankruptcy proceedings;
the
security must have an average daily trading volume of at least 200,000 shares;
the security must have “seasoned” on The NASDAQ Stock Market LLC or another
recognized market (generally a company is considered to be seasoned by Nasdaq
if
it has been listed on a market for at least two years; in the case of spin-offs,
the operating history of the spin-off will be considered); if the security
would
otherwise qualify to be in the top 25% of the securities included in the NDX
by
market capitalization for the six prior consecutive month ends, then a one-year
“seasoning” criteria would apply; if the security is of a foreign issuer, it
must have listed options or be eligible for listed-options trading; the issuer
of the security may not have annual financial statements with an audit opinion
which the auditor or the company have indicated cannot be currently relied
upon;
and the issuer of the security may not have entered into a definitive agreement
or other arrangement which would result in the security no longer being listed
on The NASDAQ Stock Market LLC within the next six months.
In
addition, to be eligible for continued inclusion in the NDX, the following
criteria apply: the security’s U.S. listing must be exclusively on the NASDAQ
Global Select Market or the NASDAQ Global Market (unless the security was dually
listed on another U.S. market prior to January 1, 2004 and has continuously
maintained such listing); the security must be of a non-financial company;
the
security may not be issued by an issuer currently in bankruptcy proceedings;
the
security must have an average daily trading volume of at least 200,000 shares;
if the security is of a foreign issuer, it must have listed options or be
eligible for listed-options trading; the issuer of the security may not have
annual financial statements with an audit opinion which the auditor or the
company have indicated cannot be currently relied upon; and the security must
have an adjusted market capitalization equal to or exceeding 0.10% of the
aggregate adjusted market capitalization of the NDX at each month end. In the
event a company does not meet this criterion for two consecutive month ends,
it
will be removed from the NDX effective after the close of trading on the third
Friday of the following month.
The
securities in the NDX are monitored every day by Nasdaq with respect to changes
in total shares outstanding arising from secondary offerings, stock repurchases,
conversions or other corporate actions. Nasdaq has adopted the following
quarterly scheduled weight adjustment procedures with respect to such changes.
If the change in total shares outstanding arising from such corporate action
is
greater than or equal to 5.0%, such change is made to the NDX on the evening
prior to the effective date of such corporate action or as soon as practical
thereafter. Otherwise, if the change in total shares outstanding is less than
5.0%, then all such changes are accumulated and made effective at one time
on a
quarterly basis after the close of trading on the third Friday in each of March,
June, September and December. In either case, the NASDAQ-100 Index®
share
weights for such NDX component securities are adjusted by the same percentage
amount by which the total shares outstanding have changed in such NDX component
securities.
Additionally,
Nasdaq may periodically (ordinarily, several times per quarter) replace one
or
more component securities in the NDX due to mergers, acquisitions, bankruptcies
or other market conditions, or due to delisting if an issuer chooses to list
its
securities on another marketplace, or if the issuers of such component
securities fail to meet the criteria for continued inclusion in the
NDX.
The
NDX
share weights are also subject, in certain cases, to a rebalancing. Ordinarily,
whenever there is a change in the NDX share weights or a change in a component
security included in the NDX, Nasdaq adjusts the divisor to assure that there
is
no discontinuity in the value of the NDX which might otherwise be caused by
such
change.
Calculation
Methodology
The
NDX
is a modified capitalization-weighted index of 100 of the largest non-financial
companies listed on The NASDAQ Stock Market LLC. The NDX constitutes a broadly
diversified segment of the largest securities listed on The NASDAQ Stock Market
LLC and includes companies across a variety of major industry groups. The exact
formula is:
![](formula2.jpg)
At
any
moment in time, the value of the NDX equals the aggregate value of the
then-current NDX share weights of each of the NDX component securities, which
are based on the total shares outstanding of each such NDX component security,
multiplied by each such security’s respective last sale price on The NASDAQ
Stock Market LLC (which may be the official closing price published by The
NASDAQ Stock Market LLC), and divided by a scaling factor (the “divisor”), which
becomes the basis for the reported NDX value. The divisor serves the purpose
of
scaling such aggregate value (otherwise in the trillions) to a lower order
of
magnitude which is more desirable for NDX reporting purposes.
Historical
Performance of the NDX
The
following table sets forth the quarterly high and low intra-day levels, as
well
as end-of-quarter closing levels, of NDX for each quarter in the period from
January 1, 2004 through September 28, 2007 and for the period from October
1,
2007 through November 9, 2007. The closing level of the NDX on November 9,
2007
was 2,034.30. We obtained the data in the following table from Bloomberg
Financial Service, without independent verification by us. Historical
levels of NDX should not be taken as an indication of future performance, and
no
assurance can be given that the level of NDX will increase relative to the
index
starting level during the term of the notes.
Quarter
Ending
|
Quarterly
High
|
Quarterly
Low
|
Quarterly
Close
|
March
31, 2004
|
1,559.47
|
1,368.08
|
1,438.41
|
June
30, 2004
|
1,523.48
|
1,372.46
|
1,516.64
|
September
30, 2004
|
1,514.82
|
1,301.93
|
1,412.74
|
December
31, 2004
|
1,635.70
|
1,416.29
|
1,621.12
|
March
31, 2005
|
1,635.45
|
1,458.26
|
1,482.53
|
June
30, 2005
|
1,568.96
|
1,394.36
|
1,493.52
|
September
30, 2005
|
1,628.57
|
1,484.18
|
1,601.66
|
December
30, 2005
|
1,716.65
|
1,515.42
|
1,645.20
|
March
31, 2006
|
1,761.46
|
1,633.62
|
1,703.66
|
June
30, 2006
|
1,750.23
|
1,511.53
|
1,575.23
|
September
30, 2006
|
1,666.03
|
1,446.77
|
1,654.13
|
December
31, 2006
|
1,824.21
|
1,623.07
|
1,756.90
|
March
30, 2007
|
1,851.47
|
1,710.97
|
1,772.36
|
June
29, 2007
|
1,948.58
|
1,761.65
|
1,934.10
|
September
28, 2007
|
2,101.96
|
1,805.66
|
2,091.11
|
October
1, 2007 through November 9, 2007
|
2,239.23
|
2,033.88
|
2,034.30
|
License
Agreement with Nasdaq
We
have
entered into a nonexclusive license agreement providing for the license to
us,
in exchange for a fee, of the right to use certain indices owned and published
by Nasdaq in connection with some securities, including the notes.
The
notes are not sponsored, endorsed, sold or promoted by the Nasdaq Stock Market,
Inc. (including its affiliates, “Nasdaq”). Nasdaq has not passed on the legality
or suitability of, or the accuracy or adequacy of descriptions and disclosures
relating to, the notes. Nasdaq makes no representation or warranty, express
or
implied to the owners of the notes or any member of the public regarding the
advisability of investing in securities generally or in the notes particularly,
or the ability of the Nasdaq-100 Index®
to
track general stock market performance. Nasdaq’s only relationship to HSBC is in
the licensing of the
Nasdaq-100®,
Nasdaq-100 Index®,
Nasdaq-100 TrustSM,
Nasdaq-100 SharesSM,
Nasdaq-100 Index Tracking StockSM,
QQQQSM
and
Nasdaq®
trademarks or service marks, and certain trade names of Nasdaq, and the use
of
the Nasdaq-100 Index®
which is determined, composed and calculated by Nasdaq without regard to HSBC
or
the notes. Nasdaq has no obligation to take the needs of the HSBC or the owners
of the notes into consideration in determining, composing or calculating the
Nasdaq-100 Index®.
Nasdaq is not responsible for and has not participated in the determination
of
the timing of, prices at, or quantities of the notes to be issued or in the
determination or calculation of the equation by which the notes are to be
converted into cash. Nasdaq has no liability in connection with the
administration, marketing or trading of the notes.
NASDAQ
DOES NOT Guarantee the accuracy and/or uninterrupted calculation of the
Nasdaq-100 index®
or any data included therein. NASDAQ makes no warranty, express or implied,
as
to results to be obtained by HSBC, owners of the NOTES, or any other person
or
entity from the use of the Nasdaq-100 Index®
or any data included therein. NASDAQ makes no express or implied warranties,
and
expressly disclaim all warranties of merchantability or fitness for a particular
purpose or use with respect to the Nasdaq-100 Index®
or any data included therein. Without limiting any of the foregoing, in no
event
shall NASDAQ have any liability for any lost profits or special, incidental,
punitive, indirect, or consequential damages, even if notified of the
possibility of such damages.
The
FTSE™ 100 Index (“UKX”)
|
The
UKX
is an index calculated, published and disseminated by FTSE, a company owned
equally by the London Stock Exchange (the “LSE”) and The Financial Times Limited
(“FT”), in association with the Institute and the Faculty of Actuaries. The UKX
measures the composite price performance of stocks of the largest 100 companies
(determined on the basis of market capitalization) traded on the LSE.
Publication of the UKX began in February 1984.
The
UKX
is calculated by (i) multiplying the per share price of each stock included
in
the UKX by the number of outstanding shares, (ii) calculating the sum of all
these products (such sum referred to hereinafter as the “FTSE Aggregate Market
Value”) as of the starting date of the UKX, (iii) dividing the FTSE Aggregate
Market Value by a divisor which represents the FTSE Aggregate Market Value
on
the base date of the UKX and which can be adjusted to allow changes in the
issued share capital of individual underlying stocks including the deletion
and
addition of stocks, the substitution of stocks, stock dividends and stock splits
to be made without distorting the UKX and (iv) multiplying the result by 1,000.
Because of such capitalization weighting, movements in share prices of companies
with relatively larger market capitalization will have a greater effect on
the
level of the entire UKX than will movements in share prices of companies with
relatively smaller market capitalization.
The
100
stocks included in the UKX (the “UKX Underlying Stocks”) were selected from a
reference group of stocks trading on the LSE which were selected by excluding
certain stocks that have low liquidity based on public float, accuracy and
reliability of prices, size and number of trading days. The UKX Underlying
Stocks were selected from this reference group by selecting 100 stocks with
the
largest market value. A list of the issuers of the UKX Underlying Stocks is
available from FTSE. The UKX is reviewed quarterly by an Index Steering
Committee of the LSE in order to maintain continuity in the level. The UKX
Underlying Stocks may be replaced, if necessary, in accordance with
deletion/addition rules which provide generally for the removal and replacement
of a stock from the UKX if such stock is delisted or its issuer is subject
to a
takeover offer that has been declared unconditional or it has ceased, in the
opinion of the Index Steering Committee, to be a viable component of the UKX.
To
maintain continuity, a stock will be added at the quarterly review if it has
risen to 90th place or above and a stock will be deleted if at the quarterly
review it has fallen to 111th place or below, in each case ranked on the basis
of market capitalization.
Discontinuation
of the UKX; Alteration of Method of Calculation
If
FTSE
discontinues publication of the UKX and FTSE or another entity publishes a
successor or substitute index that the calculation agent determines to be
comparable to the discontinued UKX (such index being referred to herein as
a
“FTSE successor index”), then the UKX closing level will be determined by
reference to the level of such FTSE successor index at the close of trading
on
the relevant exchange or market for the FTSE successor index on the final
Observation Date, applicable to the UKX. Upon any selection by the calculation
agent of a FTSE successor index, the calculation agent will cause written notice
thereof to be promptly furnished to the trustee, to us and to the holders of
the
notes.
If
FTSE
discontinues publication of the UKX prior to, and such discontinuation is
continuing on, the final Observation Date, applicable to the UKX, and the
calculation agent determines that no FTSE successor index is available at such
time, or the calculation agent has previously selected a FTSE successor index
and publication of such FTSE successor index is discontinued prior to, and
such
discontinuation is continuing on, the final Observation Date, applicable to
the
UKX, then the calculation agent will determine the UKX closing level for such
date. The UKX closing level will be computed by the calculation agent in
accordance with the formula for and method of calculating the UKX or FTSE
successor index, as applicable, last in effect prior to such discontinuation,
using the closing price (or, if trading in the relevant securities has been
materially suspended or materially limited, its good faith estimate of the
closing price that would have prevailed but for such suspension or limitation)
at the close of the principal trading session on such date of each security
most
recently composing the UKX or FTSE successor index, as applicable.
Notwithstanding these alternative arrangements, discontinuation of the
publication of the UKX or FTSE successor index, as applicable, on the relevant
exchange may adversely affect the value of the notes.
If
at any
time the method of calculating the UKX or a FTSE successor index, or the level
thereof, is changed in a material respect, or if the UKX or a FTSE successor
index is in any other way modified so that the UKX or such FTSE successor index
does not, in the opinion of the calculation agent, fairly represent the level
of
the UKX or such FTSE successor index had such changes or modifications not
been
made, then the calculation agent will, at the close of business in New York
City
on each date on which the UKX closing level is to be determined, make such
calculations and adjustments as may be necessary in order to arrive at a level
of a stock index comparable to the UKX or such FTSE successor index, as the
case
may be, as if such changes or modifications had not been made, and the
calculation agent will calculate the UKX closing level with reference to the
UKX
or such FTSE successor index, as adjusted. Accordingly, if the method of
calculating the UKX or a FTSE successor index is modified so that the level
of
the UKX or such FTSE successor index is a fraction of what it would have been
if
there had been no such modification (e.g., due to a split in the UKX or such
FTSE successor index), then the calculation agent will adjust the UKX or such
FTSE successor index in order to arrive at a level of the UKX or such FTSE
successor index as if there had been no such modification (e.g., as if such
split had not occurred).
License
Agreement with UKX
We
have entered
into a non-exclusive license agreement with FTSE, whereby we
and
our
affiliates and subsidiary companies and certain of our affiliates, in exchange
for a fee, will be permitted to use the UKX, which is owned and published by
FTSE, in connection with certain products, including the notes.
Neither
FTSE, the LSE nor FT makes any representation or warranty, express or implied,
to the owners of the notes or any member of the public regarding the
advisability of investing in structured products generally or in the notes
particularly, or the ability of the UKX to track general stock market
performance. FTSE, the LSE, and FT’s only relationship with us is the licensing
of certain trademarks and trade names of FTSE, respectively, without regard
to
us or the notes. FTSE, the LSE and FT have no obligation to take the needs
of
us
or
the
holders of the notes into consideration in determining, composing or calculating
the UKX Neither FTSE nor the LSE nor FT is responsible for and has not
participated in the determination of the timing, price or quantity of the notes
to be issued or in the determination or calculation of the amount due at
maturity of the notes. Neither FTSE nor the LSE nor FT has any obligation or
liability in connection with the administration, marketing or trading of the
notes.
The
notes
are not in any way sponsored, endorsed, sold or promoted by FTSE, the LSE or
FT,
and neither FTSE, the LSE nor FT makes any warranty or representation
whatsoever, expressly or impliedly, either as to the results to be obtained
from
the use of the UKX and/or the figure at which the said Component stands at
any
particular time on any particular day or otherwise. The UKX is compiled and
calculated by FTSE. However, neither FTSE, the LSE nor FT shall be liable
(whether in negligence or otherwise) to any person for any error in the UKX
and
neither FTSE nor the LSE nor FT shall be under any obligation to advise any
person of any error therein.
“FTSE®”,
“FT-SE®”
and
“Footsie®”
are
trade marks of the London Stock Exchange Plc and The Financial Times Limited
and
are used by FTSE International Limited under license. “All-World”, “All-Share”
and “All-Small” are trade marks of FTSE International Limited.
Historical
Performance of the UKX
The
following table sets forth the quarterly high and low intra-day levels, as
well
as end-of-quarter closing levels, of UKX for each quarter in the period from
January 1, 2004 through September 28, 2007 and for the period from October
1,
2007 through November 9, 2007. The closing level of the UKX on November 9,
2007
was 6,304.90. We obtained the data in the following table from Bloomberg
Financial Service, without independent verification by us. Historical
levels of UKX should not be taken as an indication of future performance, and
no
assurance can be given that the level of UKX will increase relative to the
index
starting level during the term of the notes.
Quarter
Ending
|
Quarterly
High
|
Quarterly
Low
|
Quarterly
Close
|
March
31, 2004
|
4,566.20
|
4,291.30
|
4,385.70
|
June
30, 2004
|
4,601.60
|
4,363.00
|
4,464.10
|
September
30, 2004
|
4,630.70
|
4,283.00
|
4,570.80
|
December
31, 2004
|
4,826.20
|
4,551.60
|
4,814.30
|
March
31, 2005
|
5,077.80
|
4,765.40
|
4,894.40
|
June
30, 2005
|
5,138.20
|
4,773.70
|
5,113.20
|
September
30, 2005
|
5,508.40
|
5,022.10
|
5,477.70
|
December
30, 2005
|
5,647.20
|
5,130.90
|
5,618.80
|
March
31, 2006
|
6,047.00
|
5,618.80
|
5,964.60
|
June
30, 2006
|
6,137.10
|
5,467.40
|
5,833.40
|
September
30, 2006
|
6,002.90
|
5,654.60
|
5,960.80
|
December
29, 2006
|
6,271.40
|
5,897.30
|
6,220.80
|
March
30, 2007
|
6,451.40
|
5,989.60
|
6,308.00
|
June
29, 2007
|
6,751.30
|
6,293.90
|
6,607.90
|
September
28, 2007
|
6,754.10
|
5,821.70
|
6,466.80
|
October
1, 2007 through
November
9, 2007
|
6,751.70
|
6,268.90
|
6,304.90
|
The
MSCI®
Emerging
Markets IndexSM
(“MXEF”)
|
The
MXEF
Index is a free float-adjusted market capitalization index designed to measure
equity market performance in the global emerging markets. As of September 4,
2007, the index comprised 29 emerging market economies, which were Argentina,
Bermuda, Brazil, Cayman Islands, Chile, China, Colombia, Czech Republic, Egypt,
Hungary, Hong Kong, India, Indonesia, Israel, Jordan, Luxembourg, Malaysia,
Mexico, Morocco, Pakistan, Peru, Philippines, Poland, Russia, South Africa,
South Korea, Taiwan, Thailand and Turkey.
As
of
September 4, 2007, the MXEF Index was weighted by sector as follows:
|
Weights
|
Financial
|
21.71%
|
Energy
|
14.77%
|
Basic
Materials
|
12.73%
|
Communications
|
13.02%
|
Industrial.
|
11.71%
|
Technology
|
8.24%
|
Consumer,
Non-cyclical.
|
6.13%
|
Consumer,
Cyclical
|
5.96%
|
Utilities
|
3.28%
|
Diversified
|
2.07%
|
Grand
Total
|
100.00%
|
The
MXEF
Index is part of a series of indices sponsored by MSCI called the “MSCI Standard
Index series.”
Constructing
the MSCI Standard Index Series
MSCI
undertakes an index construction process which involves:
|
·
|
Defining
the equity universe.
|
|
·
|
Adjusting
the total market capitalization of all securities in the universe
for free
floating available to foreign investors.
|
|
·
|
Classifying
the universe of securities under the Global Industry Classification
Standard (“GICS”).
|
|
·
|
Selecting
securities for inclusion according to MSCI’s index construction rules and
guidelines.
|
Defining
the Equity Universe
The
index
construction process starts at the country level, with the identification of
the
universe of investment opportunities.
MSCI
classifies each company and its securities in one and only one country. This
allows securities to be sorted distinctly by their respective countries. In
general, companies and their respective securities are classified as belonging
to the country in which they are incorporated. All listed equity securities,
or
listed securities that exhibit characteristics of equity securities, except
investment trusts, mutual funds and equity derivatives, are eligible for
inclusion in the universe. Generally, only equity or equity-like securities
that
are listed in the country of classification are included in the universe.
After
identifying the universe of securities, MSCI calculates the free float-adjusted
market capitalization of each security in that universe. The process of free
floating-adjusting market capitalization involves:
|
·
|
Defining
and estimating the free float available to foreign investors for
each
security, using MSCI’s definition of free float.
|
|
·
|
Assigning
a free float-adjustment factor to each security.
|
|
·
|
Calculating
the free float-adjustment market capitalization of each security.
|
MSCI
defines the free float of a security as the proportion of shares outstanding
that are deemed to be available for purchase in the public equity markets by
international investors. In practice, limitations on free float available to
international investors include:
|
·
|
Strategic
and other shareholdings not considered part of available free float.
|
|
·
|
Limits
on share ownership for foreign investors.
|
|
·
|
Other
foreign investment restrictions.
|
MSCI’s
estimation of free float is based solely on publicly available shareholder
information obtained from multiple information sources. For each security,
all
available shareholdings are considered where public data is available,
regardless of the size of the shareholding. Construction may be conducted with
analysts, other industry experts and official company contracts, particularly
where disclosure standards or data quality make the estimation of free float
difficult.
In
addition to the free floating-adjustment of market capitalization, all
securities in the universe are assigned to the industry that best describes
their business activities. To this end, MSCI has designed, in conjunction with
S&P, the Global Industry Classification Standard (“GICS”). The comprehensive
classification scheme provides a universal approach to industries worldwide
and
forms the basis for achieving MSCI’s objective of reflecting broad and fair
representation in its indexes.
GICS
consists of 10 sectors, 24 industry groups, 67 industries and 147
sub-industries. Each company is assigned to one sub-industry. The GICS
guidelines used to determine the appropriate industry classification are:
|
·
|
A
security is classified in a sub-industry according to the business
activities that generate approximately 60% or more of the company’s
revenues.
|
|
·
|
A
company engaged in two or more substantially different business
activities, none of which contributes 60% or more of revenues, is
classified in the sub-industry that provides the majority of both
the
company’s revenues and earnings.
|
|
·
|
Where
the above guidelines cannot be applied, or are considered inappropriate,
further analysis is conducted, and other factors are analyzed to
determine
an appropriate classification.
|
Selecting
Securities for Index Inclusion
In
order
to ensure a broad and fair representation in the indexes of the diversity of
business activities in the universe, MSCI follows a “bottom-up” approach to
index construction, building indexes from the industry group level up. The
bottom-up approach to index construction requires a thorough analysis and
understanding of the characteristics of the universe. This analysis drives
the
individual security selection decisions, which aim to reflect the overall
features of the universe in the country index.
MSCI
targets an 85% free float-adjusted market representation level within each
industry group, within each country. The security selection process within
each
industry group is based on the careful analysis of:
|
·
|
Each
company’s business activities and the diversification that its securities
would bring to the index.
|
|
·
|
The
size (based on free float-adjusted market capitalization) and liquidity
of
securities. All other things being equal, MSCI targets for inclusion
the
most sizable and liquid securities in an industry group. In addition,
securities that do not meet the minimum size guidelines discussed
below
and/or securities with inadequate liquidity are not considered for
inclusion.
|
|
·
|
The
estimated free float for the company and its individual share classes.
Only securities of companies with an estimated overall and/or security
free float greater than 15% are, in general, considered for inclusion.
|
Maintaining
the MSCI Standard Index Series
Overall,
index maintenance can be described by three broad categories of implementation
of changes.
|
·
|
Annual
full country index reviews that systematically re-assess the various
dimensions of the equity universe for all countries and are conducted
on a
fixed annual timetable.
|
|
·
|
Quarterly
index reviews, aimed at promptly reflecting other significant market
events.
|
|
·
|
Ongoing
event-related changes, such as mergers and acquisitions, which are
generally implemented in the indexes rapidly as they occur.
|
Potential
changes in the status of countries (standalone, emerging, developed) follow
their own separate timetables. These changes are normally implemented in one
or
more phases at the regular annual full country index review and quarterly index
review dates.
Annual
Full Country Index Review
The
objective of the annual full country review, which is carried out every May,
is
to systematically re-assess the various dimensions of the equity universe for
all countries on a fixed annual timetable. This includes a re-appraisal of
the
free float-adjusted industry group representation within a country, a detailed
review of the shareholder information used to estimate free float for
constituent and non-constituent securities, updating of minimum size guidelines
for new and existing constituents, as well as changes typically considered
for a
quarterly index review as discussed below.
Quarterly
Index Review
The
quarterly index review process is designed to ensure that the indexes continue
to be an accurate reflection of the evolving equity marketplace. This is
achieved by rapidly reflecting significant market driven changes that were
not
captured in the index at the time of their actual occurrence and that should
not
wait until the annual full country index review due to their importance.
During
a
quarterly index review, securities may be added to or deleted from a country
index for a variety of reasons including the following:
|
·
|
Additions
or deletions of securities, due to one or more industry groups having
become significant over- or under-represented as a result of mergers,
acquisitions, restructuring and other major market events affecting
that
industry group.
|
|
·
|
Additions
or deletions resulting from changes in industry classification,
significant increases or decreases in free float, and relaxation/removal
or decreases of foreign ownership limitations not implemented immediately.
|
|
·
|
Replacement
of companies, which are no longer suitable industry representatives.
|
|
·
|
Deletion
of securities whose company and/or security free float has fallen
to less
than 15%.
|
|
·
|
Deletion
of securities that have become very small or illiquid.
|
|
·
|
Replacement
of securities (additions or deletions) resulting from the review
of price
source for constituents with both domestic and foreign board quotations.
|
|
·
|
Additions
or deletions of securities as a result of other market events.
|
Ongoing
Event-Related Changes
Ongoing
event-related changes to the indexes are the result of mergers, acquisitions,
spin-offs, bankruptcies, reorganizations and other similar corporate events.
Ongoing event-related charges can also result from capital reorganizations
in
the form of rights issues, bonus issues, public placements and other similar
corporate actions that take place on a continuing basis. These changes are
reflected in the indexes at the time of the event.
Announcement
Policy
The
results of the annual full country index review are announced at least two
weeks
in advance of their effective implementation dates as of the close of the last
business day of May.
The
results of the quarterly index reviews are announced at least two weeks in
advance of their effective implementation dates as of the close of the last
business day of February, August and November.
All
changes resulting from the corporate events are announced prior to their
implementations.
The
changes are typically announced at least ten business days prior to these
changes becoming effective in the indexes as an “expected” announcement, or as
an “undetermined” announcement, when the effective dates are not known yet or
when aspects of the event are uncertain. MSCI sends “confirmed” announcements at
least two business days prior to events becoming effective in the indexes,
provided that all necessary public information concerning the event is
available. The full list of all new and pending changes is delivered to clients
on a daily basis, at 5:30 PM U.S. Eastern Standard Time (EST).
In
exceptional cases, events are announced during market hours for same or next day
implementation. Announcements made by MSCI during market hours are usually
linked to late company disclosure of corporate events or unexpected changes
to
previously announced corporate events.
In
the
case of large secondary offerings for existing constituents, where possible,
these changes will be announced prior to the end of a relevant subscription
period and a subsequent announcement confirming the details of the event
(including the date of implementation) will be made as soon as the results
are
available.
Both
equity offerings and secondary offerings for U.S. securities will be confirmed
through an announcement during market hours for same or next day implementation,
as the completion of the events cannot be confirmed prior to the notification
of
the pricing.
Early
deletions of constituents due to bankruptcy or other significant cases are
announced as soon as practicable.
MSCI
and
HSBC have agreed to enter into a non-exclusive license agreement providing
for
the license to HSBC, and certain of its affiliates, in exchange for a fee,
of
the right to use the MSCI Emerging Markets Index in connection with securities,
including the notes. The MSCI Emerging Markets Index is owned and published
by
MSCI.
The
notes
are not sponsored, endorsed, sold or promoted by MSCI or any affiliate of MSCI.
Neither MSCI nor any other party makes any representation or warranty, express
or implied, to the owners of the notes or any member of the public regarding
the
advisability of investing in securities generally or in the notes or the ability
of the MSCI Indices to track general stock market performance. MSCI is the
licensor of certain trademarks, service marks and trade names of MSCI and of
the
MSCI Emerging Markets Index, which is determined, composed and calculated by
MSCI without regard to the notes or HSBC MSCI has no obligation to take the
needs of HSBC or the owners of this security into consideration in determining,
composing or calculating the MSCI Emerging Markets Index. MSCI is not
responsible for and has not participated in the determination of the timing
of,
pricing at or quantities of this security or in the determination or calculation
of the equation by which this security is redeemable for cash. Neither MSCI
nor
any other party has any obligation or liability to owners of the notes in
connection with the administration, marketing or trading of the notes.
ALTHOUGH
MSCI SHALL OBTAIN INFORMATION FOR INCLUSION IN OR FOR USE IN THE CALCULATION
OF
THE MSCI INDICES FROM SOURCES WHICH MSCI CONSIDERS RELIABLE, NEITHER MSCI NOR
ANY OTHER PARTY GUARANTEES THE ACCURACY AND/OR THE COMPLETENESS OF THE INDICES
OR ANY DATA INCLUDED THEREIN. NEITHER MSCI NOR ANY OTHER PARTY MAKES ANY
WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY LICENSEE,
LICENSEE’S CUSTOMERS OR COUNTERPARTIES, OWNERS OF THE PRODUCTS OR ANY OTHER
PERSON OR ENTITY FROM THE USE OF THE INDICES OR ANY DATA
INCLUDED THEREIN IN CONNECTION WITH THE RIGHTS LICENSED HEREUNDER OR FOR ANY
OTHER USE. FURTHER, NEITHER MSCI NOR ANY OTHER PARTY MAKES ANY EXPRESS OR
IMPLIED WARRANTIES AND MSCI HEREBY EXPRESSLY DISCLAIMS ALL WARRANTIES OF
MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE WITH RESPECT TO THE INDICES
AND ANY DATA INCLUDED THEREIN. NEITHER MSCI NOR ANY OTHER PARTY SHALL HAVE
ANY
LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS OF OR IN CONNECTION WITH
THE MSCI INDICES OR ANY DATA INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE
FOREGOING, IN NO EVENT SHALL MSCI OR ANY OTHER PARTY HAVE ANY LIABILITY FOR
ANY
DIRECT, INDIRECT, SPECIAL, PUNITIVE, CONSEQUENTIAL OR ANY OTHER DAMAGES
(INCLUDING LOST PROFITS) EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.
No
purchaser, seller or holder of the notes, or any other person or entity, should
use or refer to MSCI’s trade name, trade mark or service mark rights to the
designations Morgan Stanley Capital International®,
MSCI®,
Morgan
Stanley Capital International Perspective®,
to
sponsor, endorse, market or promote the notes without first contacting MSCI
to
determined whether MSCI’s permission is required. Under no circumstances may any
person or entity claim affiliation with MSCI without the prior written
permission of MSCI.
Historical
Performance of the MXEF
The
following table sets forth the quarterly high and low intra-day levels, as
well
as end-of-quarter closing levels, of MXEF for each quarter in the period from
January 1, 2004 through September 28, 2007 and for the period from October
1,
2007 through November 9, 2007. The closing level of the MXEF on November 9,
2007
was 1,278.03. We obtained the data in the following table from Bloomberg
Financial Service, without independent verification by us. Historical
levels of MXEF should not be taken as an indication of future performance,
and
no assurance can be given that the level of MXEF will increase relative to
the
index starting level during
Quarter
Ending
|
Quarterly
High
|
Quarterly
Low
|
Quarterly
Close
|
March
31, 2004
|
489.77
|
442.95
|
482.06
|
June
30, 2004
|
498.68
|
394.58
|
432.20
|
September
30, 2004
|
467.71
|
416.39
|
464.15
|
December
31, 2004
|
542.55
|
462.42
|
542.17
|
March
31, 2005
|
590.28
|
517.39
|
548.69
|
June
30, 2005
|
573.07
|
524.91
|
565.17
|
September
30, 2005
|
661.32
|
560.80
|
661.32
|
December
30, 2005
|
709.57
|
601.27
|
706.48
|
March
31, 2006
|
793.45
|
704.40
|
787.80
|
June
30, 2006
|
883.53
|
663.54
|
747.54
|
September
30, 2006
|
791.49
|
707.56
|
778.17
|
December
29, 2006
|
913.94
|
767.08
|
912.65
|
March
30, 2007
|
945.04
|
841.96
|
929.03
|
June
29, 2007
|
1,070.03
|
926.59
|
1,059.69
|
September
28, 2007
|
1,210.24
|
934.57
|
1,204.90
|
October
1, 2007 through November 9, 2007
|
1,345.18
|
1,206.30
|
1,278.03
|
The
Hang Seng China Enterprises Index
(“HSCEI”)
|
The
HSCEI
is compiled, published and managed by HSI Services Limited and was first
calculated and published on August 8, 1994. The HSCEI was launched as a
market-capitalization weighted index, consisting of all the Hong Kong listed
H-shares of Chinese enterprises one year after the first H share company was
listed on the Stock Exchange of Hong Kong Ltd. H-shares are Hong Kong listed
shares, traded in Hong Kong dollars, of Chinese state-owned enterprises. With
the launch of the 200-stock Hang Seng Composite Index (“HSCI”) on October 3,
2001, the HSCEI became part of the Hang Seng Composite Index Series (the “HSCI
Series”). Since then, constituents of the HSCEI comprise only the largest
H-share companies which are included in the 200-stock HSCI. The HSCEI had a
base
index of 1,000 at launch, but on October 3, 2001 with the launch of the HSCI
Series, the HSCEI was rebased with a value of 2,000 at January 3, 2000 to align
with the HSCI Series. The HSCEI is reviewed semi-annually together with the
HSCI
Series. H-Share companies joining or leaving the HSCI are automatically included
or excluded from the HSCEI.
To
be
included in the HSCI and be eligible for inclusion in the HSCEI, a stock must
have a primary listing on the main board of the Stock Exchange of Hong Kong
and
the issuer must not have a secondary listing in Hong Kong, stocks listed on
the
Growth Enterprises Market, or preference shares, debt securities, or other
derivatives. A stock is removed from the HSCI if (a) it had more than 20 trading
days without turnover over the past 12 months, excluding days when the stock
is
suspended from trading, or (b) if the stock’s 12-month average market
capitalization ranks fall to the 240th position or below. Stocks with less
than
one year listing history will be counted on a pro-rata basis. A stock is added
to HSCI if (a) it has had less than 20 trading days without turnover over the
past 12 months, excluding days when the stock is suspended from trading, and
(b)
the stock’s 12-month average market capitalization ranks rises to the 160th
position or better. The number of constituent stocks in the HSCI is fixed at
200, so the next highest ranking stock will be added or the next lowest ranking
constituents will be removed if the numbers of stocks that leave and join the
HSCI are not the same.
The
calculation methodology of the HSCEI changed on March 6, 2006 to a free
float-adjusted market capitalization methodology. This free float adjustment
aims to exclude from the HSCEI calculation long-term core shareholdings that
are
not readily available for trading. A free float-adjusted factor, which
represents the proportion of shares that are free-floating as a percentage
of
issued shares, is now used to adjust the number of shares for index calculation.
A 15% cap on individual stock weights is also applied to assure no one stock
dominates the HSCEI.
License
Agreement with Hang Seng Data Services Limited
The
HSCEI is published and compiled by HSI Services Limited pursuant to a license
from Hang Seng Data Services Limited. The marks and names “The Hang Seng
Index®”
and
“The Hang Seng China Enterprises Index®”
are
proprietary to Hang Seng Data Services Limited. HSI Services Limited and Hang
Seng Data Services Limited have agreed to the use of, and reference to, the
Index by HSBC in connection with the notes, but neither HSI Services Limited
nor
Hang Seng Data Services Limited warrants or represents or guarantees to any
broker or holder of the notes or any other person (i) the accuracy or
completeness of any of the Index and its computation or any information related
thereto; or (ii) the fitness or suitability for any purpose of any of the Index
or any component or data comprised in it; or (iii) the results which may be
obtained by any person from the use of any of the Index or any component or
data
comprised in it for any purpose, and no warranty or representation or guarantee
of any kind whatsoever relating to any of the Index is given or may be implied.
The process and basis of computation and compilation of any of the Index and
any
of the related formula or formulae, constituent stocks and factors may at any
time be changed or altered by HSI Services Limited without notice. To the extent
permitted by applicable law, no responsibility or liability is accepted by
HSI
Services Limited or Hang Seng Data Services Limited (i) in respect of the use
of
and/or reference to any of the Index by HSBC in connection with the notes;
or
(ii) for any inaccuracies, omissions, mistakes or errors of HSI Services Limited
in the computation of any of the Index; or (iii) for any inaccuracies,
omissions, mistakes, errors or incompleteness of any information used in
connection with the computation of any of the Index which is supplied by any
other person; or (iv) for any economic or other loss which may be directly
or
indirectly sustained by any broker or holder of the notes or any other person
dealing with the notes as a result of any of the aforesaid, and no claims,
actions or legal proceedings may be brought against HSI Services Limited and/or
Hang Seng Data Services Limited in connection with the notes in any manner
whatsoever by any broker, holder or other person dealing with the notes. Any
broker, holder or other person dealing with the notes does so therefore in
full
knowledge of this disclaimer and can place no reliance whatsoever on HSI
Services Limited and Hang Seng Data Services Limited. For the avoidance of
doubt, this disclaimer does not create any contractual or quasi-contractual
relationship between any broker, holder or other person and HSI Services Limited
and/or Hang Seng Data Services Limited and must not be construed to have created
such relationship.
Historical
Performance of the HSCEI
The
following table sets forth the quarterly high and low intra-day levels, as
well
as end-of-quarter closing levels, of HSCEI for each quarter in the period from
January 1, 2004 through September 28, 2007 and for the period from October
1,
2007 through November 9, 2007. The closing level of the HSCEI on November 9,
2007 was 17,704.08. We obtained the data in the following table from Bloomberg
Financial Service, without independent verification by us. Historical
levels of HSCEI should not be taken as an indication of future performance,
and
no assurance can be given that the level of HSCEI will increase relative to
the
index starting level during the term of the securities.
Quarter
Ending
|
Quarterly
High
|
Quarterly
Low
|
Quarterly
Close
|
March
31, 2004
|
5,440.75
|
1,475.25
|
4,778.13
|
June
30, 2004
|
5,053.89
|
3,501.95
|
4,291.02
|
September
30, 2004
|
4,701.59
|
3,949.46
|
4,649.66
|
December
31, 2004
|
5,020.07
|
4,429.21
|
4,741.32
|
March
31, 2005
|
5,166.97
|
4,460.95
|
4,792.77
|
June
30, 2005
|
4,914.65
|
4,485.45
|
4,861.87
|
September
30, 2005
|
5,541.76
|
4,791.09
|
5,227.28
|
December
30, 2005
|
5,384.13
|
4,663.75
|
5,330.34
|
March
31, 2006
|
6,794.76
|
5,318.92
|
6,703.78
|
June
30, 2006
|
7,468.01
|
5,864.40
|
6,784.60
|
September
30, 2006
|
7,190.50
|
6,512.47
|
7,097.25
|
December
29, 2006
|
10,455.45
|
7,033.36
|
10,340.36
|
March
30, 2007
|
10,877.99
|
8,426.81
|
9,616.21
|
June
29, 2007
|
12,357.32
|
9,594.70
|
12,001.12
|
September
28, 2007
|
17,126.67
|
10,253.29
|
17,017.94
|
October
1, 2007 through November 9, 2007
|
20,609.10
|
16,536.61
|
17,704.08
|
The
KOSPI 200 Index (“KOSP12”)
|
The
KOSPI2 is a capitalization-weighted index of 200 Korean blue-chip stocks which
make up a large majority of the total market value of the Korea Exchange
(“KSE”). The KOSPI2 is the underlying index for stock index futures and options
trading. The constituent stocks are selected on the basis of the market value
of
the individual stocks, liquidity and their relative positions in their
respective industry groups.
Selection
Criteria
All
common stocks listed on the KSE as of the periodic realignment date will be
included in the selection process, except for the stocks which fall into one
of
the following categories:
•
stocks
with administrative issues;
•
stocks
with liquidation issues;
•
stocks
issued by securities investment companies;
•
stocks
that have been listed less than one year as of the last trading in April of
the
year in which the periodic review and selection process occurs;
•
stocks
belonging to the industry groups other than those industry groups listed
below;
•
a
constituent stock merged into a non-constituent stock;
•
a
company established as a result of a merger between two constituent stocks;
and
•
any
other stocks that are deemed unsuitable to be included in the constituents
of
the KOSPI2.
The
companies listed on the KOSPI 200 are classified into the following industry
groups: (i) fisheries, (ii) mining, (iii) manufacturing, (iv) construction,
(v)
electricity and gas, (vi) services, (vii) post and communication and (viii)
finance. The constituents of the KOSPI2 are selected first from the
non-manufacturing industry cluster, and then from the manufacturing industry
cluster. The constituents from the non-manufacturing industry cluster are
selected in accordance with the following:
•
Selection is made in descending order of market capitalization, from large
to
small, in the same industry group, while ensuring the accumulated market
capitalization of the concerned industry group is within 70% of that of all
industry groups.
•
Notwithstanding the above, the stocks whose ranking of trading volume in
descending order is below 85% of the stocks included in deliberation within
the
same industry group are excluded. In such case, the excluded stock is replaced
by a stock that is next in ranking in market capitalization, but satisfies
the
trading volume criteria.
The
constituents from the manufacturing industry cluster are selected in descending
order of market capitalization, while excluding stocks whose ranking of trading
volume in descending order is below 85% of the stocks included in the process
within the same industry group. The excluded stock is replaced by a stock that
is next in ranking in market capitalization, but satisfies the trading volume
criteria.
Notwithstanding
anything above, if a stock whose market capitalization is within the top 50
in
terms of market capitalization, such stock may be included in the constituents
of the KOSPI2, by taking into consideration the influence that the industry
group has on the KOSPI2, as well as the liquidity of the concerned stock. Stocks
to be placed on the replacement list are selected from the stocks included
for
deliberation, excluding those already selected as constituents of the
KOSPI2.
KOSPI2
Calculation
The
KOSPI2 is computed by multiplying (i) the market capitalization as of the
calculation time divided by the market capitalization as of the base date,
by
(ii) 100. The base date of the KOSPI2 is January 3, 1990 with a base index
of
100. Market capitalization is obtained by multiplying the number of listed
common shares of the constituents by the price of the concerned common
share.
If
the
number of listed shares increases due to rights offering, bonus offering and
stock dividend, which accompany ex-right or ex-dividend, such increase is
included in the number of listed shares on the ex-right date or ex-dividend
date. Share prices refer to the market price established during the regular
trading session. If no trading took place on such day, quotation price is used
and if no quotation price is available, the closing price of the most recent
trading day is used.
Stock
Revision
The
constituents of the KOSPI 200 are realigned once a year while observing each
of
the following:
•
An
existing constituent will not be removed if the ranking of the market
capitalization of such stock is within 100/110 of the ranking of the KOSPI
200
constituents of the same industry group;
•
In
order to be included in the constituents of the KOSPI 200, the ranking of the
market capitalization of a stock must be within 90/100 of the ranking of the
KOSPI 200 constituents of the same industry group;
•
If
the
ranking of the market capitalization of an existing constituent falls below
100/110 of the ranking of the KOSPI 200 constituents of the same industry group,
but there is no stock satisfying the requirement specified in the preceding
clause, the existing constituent will not be removed; and
•
When
removing the existing constituents, a constituent whose ranking of market
capitalization within the same industry group is the lowest will be removed
first. The periodic realignment date is the trading day following the last
trading day of June contracts in the KOSPI 200 index futures and index options.
With respect to any component security in the KOSPI 200, if any of the following
events occur, such component security shall be removed from the KOSPI 200 and
the removal date is as follows:
•
Delisting: the trading day following the delisting date;
•
Designation as administrative issue: the designation date;
•
Merger:
the day of trading halt; and
•
It
is
determined that the stock is unsuitable as a component security of the KOSPI
200: the trading day following the day of such determination, which is the
last
trading day of the nearest month contracts of both the index futures and index
options, after the date of such decision.
When
realigning the component securities of the KOSPI 200, the replacement stocks
are
chosen from the replacement list in accordance with the rank order. In the
case
of an industry group that has no stock listed on the replacement list, a
replacement stock is chosen from the replacement list of manufacturing industry
cluster.
The
Korea Exchange
The
KSE’s
predecessor, the Daehan Stock Exchange, was established in 1956. The KSE is
a
typical order-driven market, where buy and sell orders compete for best prices.
The KSE seeks to maintain a fair and orderly market for trading and regulates
and supervises its member firms. Throughout the trading hours, orders are
matched at a price satisfactory to both buy and sell sides, according to price
and time priorities. The opening and closing prices, however, are determined
by
call auctions; at the market opening and closing, orders received for a certain
period of time are pooled and matched at the price at which the most number
of
shares can be executed. The KSE uses electronic trading procedures, from order
placement to trade confirmation. The KSE is open from 9:00 a.m. to 3:00 p.m.,
Korean time, during weekdays. Investors can submit their orders from 8:00 a.m.,
one hour before the market opening. Orders delivered to the market during the
period from 8:00 a.m. to 9:00 a.m. are queued in the order book and matched
by
call auction method at 9:00 a.m. to determine opening prices. After opening
prices are determined, the trades are conducted by continuous auctions until
2:50 p.m. (10 minutes before the market closing).
Besides
the regular session, the KSE conducts pre-hours and after-hours sessions for
block trading and basket trading. During pre-hours sessions from 7:30 to 8:30
a.m., orders are matched at the previous day’s respective closing prices.
After-hours sessions are open for 50 minutes from 3:10 p.m. to 4:00 p.m. During
after-hours sessions, orders are matched at the closing prices of the
day.
On
January 26, 2004, the KSE introduced the random-end system at the opening and
closing call auctions. The stated purpose of the random-end system is to prevent
any distortion in the price discovery function of the KSE caused by “fake”
orders placed with an intention of misleading other investors. In cases where
the highest or lowest indicative price of a stock set during the last 5 minutes
before the closing time of the opening (or closing) call session, 8:55-9:00
a.m.
(or 2:55-3:00 p.m.), deviates from the provisional opening (or closing) price
by
5% or more, the KSE delays the determination of the opening (or closing) price
of the stock up to five minutes. The official opening (or closing) price of
such
stock is determined at a randomly chosen time within five minutes after the
regular opening (or closing) time. The KSE makes public the indicative prices
during the opening (or closing) call trading sessions. Pooling together all
bids
and offers placed during the order receiving hours for the opening (or closing)
session, 8:10-9:00 a.m. (or 2:50-3:00 p.m.), the indicative opening (or closing)
prices of all stocks are released to the public on a real-time
basis.
The
KSE
sets a limit on the range that the price of individual stocks can change during
a day. As of June 2004, that limit was set at 15%, which meant that the price
of
each stock could neither fall nor rise by more than 15% from the previous day’s
closing price. In addition, when the price and/or trading activities of a stock
are expected to show an abnormal movement in response to an unidentified rumor
or news, or when an abnormal movement is observed in the market, the KSE may
halt the trading of the stock. In such cases, the KSE requests the company
concerned to make a disclosure regarding the matter. Once the company makes
an
official announcement regarding the matter, trading can resume within an hour;
however, if the KSE deems that the situation was not fully resolved by the
disclosure, trading resumption may be delayed. The KSE introduced circuit
breakers in December 1998. The trading in the equity markets is halted for
20
minutes when the KOSPI 200 falls by 10% or more from the previous day’s closing
and the situation lasts for one minute or longer. The trading resumes by call
auction where the orders submitted during the 10 minutes after the trading
halt
ended are matched at a single price.
License
Agreement with the Korea Exchange:
HSBC
USA
Inc. has entered into a non-exclusive license agreement with KSE, whereby HSBC
and its affiliates and subsidiary companies, in exchange for a fee, will be
permitted to use the KOSPI2, which is owned and published by KSE, in connection
with certain products, including the notes.
The
notes
are not sponsored, endorsed, sold or promoted by the KSE. KSE not passed on
the
legality or appropriateness of, or the accuracy or adequacy of descriptions
and
disclosures relating to the Notes. KSE makes no representation or warranty,
express or implied to the owners of the notes or any member of the public
regarding the advisability of investing in securities generally or in the notes
particularly, or the ability of the KOSPI2 to track general stock market
performance. KSE has no relationship to HSBC other than the licensing of the
KOSPI2 and the related trademarks for use in connection with the Notes, which
index is determined, composed and calculated by KSE without regard to HSBC
or
the notes. KSE has no obligation to take the needs of HSBC or the owners of
the
notes into consideration in determining, composing or calculating the KOSPI2.
KSE is not responsible for and has not participated in the determination of
the
timing of, prices at, or quantities of the notes to be issued or in the
determination or calculation of the equation by which the notes are to be
converted into cash. KSE has no liability in connection with the administration,
marketing or trading of the notes.
KSE
is
under no obligation to continue the calculation and dissemination of the KOSPI2
and the method by which the KOSPI2 is calculated and the name “KOSPI 200 Index”
or “KOSPI2” may be changed at the discretion of KSE. No inference should be
drawn from the information contained in this pricing supplement that KSE makes
any representation or warranty, implied or express, to you or any member of
the
public regarding the advisability of investing in securities generally or in
the
notes in particular or the ability of the KOSPI2 to track general stock market
performance. KSE has no obligation to take into account your interest, or that
of anyone else having an interest in determining, composing or calculating
the
KOSPI2. KSE is not responsible for, and has not participated in the
determination of the timing of, prices for or quantities of, the notes or in
the
determination or calculation of the equation by which the notes are to be
settled in cash. KSE has no obligation or liability in connection with the
administration, marketing or trading of the notes. The use of and reference
to
the KOSPI2 in connection with the notes have been consented to by
KSE.
KSE
disclaims all responsibility for any inaccuracies in the data on which the
KOSPI2 is based, or any mistakes or errors or omissions in the calculation
or
dissemination of the KOSPI2.
Historical
Performance of the KOSPI2
The
following table sets forth the quarterly high and low intra-day levels, as
well
as end-of-quarter closing levels, of KOSPI2 for each quarter in the period
from
January 1, 2004 through September 28, 2007 and for the period from October
1,
2007 through November 9, 2007. The closing level of the KOSPI2 on November
9,
2007 was 252.21. We obtained the data in the following table from Bloomberg
Financial Service, without independent verification by us. Historical
levels of KOSPI2 should not be taken as an indication of future performance,
and
no assurance can be given that the level of KOSPI2 will increase relative to
the
index starting level during
Quarter
Ending
|
Quarterly
High
|
Quarterly
Low
|
Quarterly
Close
|
March
31, 2004
|
119.64
|
105.63
|
115.98
|
June
30, 2004
|
122.66
|
92.63
|
101.85
|
September
30, 2004
|
111.26
|
92.49
|
107.69
|
December
31, 2004
|
115.69
|
103.25
|
115.25
|
March
31, 2005
|
132.22
|
112.07
|
124.78
|
June
30, 2005
|
130.41
|
116.54
|
129.43
|
September
30, 2005
|
159.97
|
128.56
|
157.55
|
December
30, 2005
|
177.96
|
146.11
|
177.43
|
March
31, 2006
|
183.02
|
166.62
|
176.21
|
June
30, 2006
|
190.20
|
153.89
|
167.45
|
September
30, 2006
|
178.99
|
159.34
|
178.05
|
December
29, 2006
|
187.07
|
169.57
|
185.39
|
March
30, 2007
|
190.58
|
173.58
|
187.60
|
June
29, 2007
|
229.79
|
187.67
|
221.31
|
September
28, 2007
|
255.38
|
207.09
|
247.20
|
October
1, 2007 through
November
9, 2007
|
263.91
|
236.86
|
252.21
|
Certain
ERISA Considerations
|
We
urge
you to read and consult “Certain ERISA Conditions” in the prospectus
supplement.
Discontinuance
or Modification of the
Index
|
If
a
reference sponsor (as defined below) discontinues publication of or otherwise
fails to publish the applicable index on any day on which that index is
scheduled to be published and that reference sponsor or another entity publishes
a successor or substitute index that the calculation agent determines to be
comparable to the discontinued index (the comparable index, the “successor
index”), then that successor index will be deemed to be the index for all
purposes relating to the securities, including for purposes of determining
whether a market disruption event exists. Upon any selection by the calculation
agent of a successor index, the calculation agent will furnish written notice
to
us and the holders of the securities.
If
an
index is discontinued or if a reference sponsor fails to publish the applicable
index and the calculation agent determines that no successor index is available
at that time, then the calculation agent will determine the applicable basket
closing level using the same general methodology previously used by the
reference sponsor. The calculation agent will continue to make that
determination until the earlier of (i) the final valuation date or (ii) a
determination by the calculation agent that the index or a successor index
is
available. In that case, the calculation agent will furnish written notice
to us
and the holders of the securities.
If
at any
time the method of calculating an index or a successor index, or the level
thereof, is changed in a material respect, or if an index or a successor index
is in any other way modified so that, in the determination of the calculation
agent, the level of that index does not fairly represent the level of such
index
or successor index that would have prevailed had those changes or modifications
not been made, then the calculation agent will make the calculations and
adjustments as may be necessary in order to determine a level comparable to
the
level that would have prevailed had those changes or modifications not been
made. If, for example, the method of calculating an index or a successor index
is modified so that the level of that index is a fraction of what it would
have
been if it had not been modified, then the calculation agent will adjust that
index in order to arrive at a level of such index or successor index as if
it
had not been modified. In that case, the calculation agent will furnish written
notice to us and the holders of the securities.
Notwithstanding
these alternative arrangements, discontinuance of the publication of the index
may adversely affect the value of, and trading in, the securities.
“Reference
sponsor” means:
|
•
|
with
respect to the SPX, Standard & Poor’s, a division of The McGraw Hill
Companies, Inc.;
|
|
•
|
with
respect to the SX5E, STOXX Limited;
|
|
•
|
with
respect to the NKY, Nihon Keizai Shimbun, Inc.;
|
|
•
|
with
respect to the NDX, Nasdaq Stock Market, Inc. (including its
affiliates);
|
|
•
|
With
respect to the UKX, FTSE International Limited;
|
|
•
|
with
respect to the MXEF, Morgan Stanley Capital International Inc.;
|
|
•
|
With
respect to the HSCEI, HSI Services Limited;
and
|
|
•
|
with
respect to the KOSPI2, Korea Exchange.
|
Events
of Default and Acceleration
|
If
the
calculation agent determines that the securities have become immediately due
and
payable following an event of default (as defined in the prospectus) with
respect to the securities, the calculation agent will determine the accelerated
payment at maturity due and payable in the same general manner as described
in
“Final Terms” in this pricing supplement. In that case, the scheduled trading
day preceding the date of acceleration will be used as the final valuation
date
for purposes of determining the accelerated return of each index. If a market
disruption event exists with respect to any index on that scheduled trading
day,
then the accelerated final valuation date for such index will be postponed
for
up to eight scheduled trading days (in the same general manner used for
postponing the originally scheduled final valuation date). The accelerated
maturity date will be the third business day following the accelerated final
valuation date.
If
the
securities have become immediately due and payable following an event of
default, you will not be entitled to any additional payments with respect to
the
securities. For more information, see “Description of Debt Securities — Events
of Default” and “— Events of Default; Defaults” in the prospectus.
Supplemental
Plan of Distribution
|
We
will agree to sell to UBS Financial Services Inc. (the “Agent”), and the Agent
has agreed to purchase, all of the securities at the price indicated on the
cover of this pricing supplement. We have agreed to indemnify the Agent against
liabilities, including liabilities under the Securities Act of 1933, as amended,
or to contribute to payments that the Agent may be required to make relating
to
these liabilities as described in the accompanying prospectus supplement and
the
prospectus. UBS Financial Services Inc. may allow a concession not in excess
of
the underwriting discount to its affiliates.
Subject
to regulatory constraints, HSBC USA Inc. (or an affiliate thereof) intends
to
offer to purchase the securities in the secondary market, but is not required
to
do so. We or our affiliate will enter into swap agreements or related hedge
transactions with one of our other affiliates or unaffiliated counterparties
in
connection with the sale of the securities and the Agent and/or an affiliate
may
earn additional income as a result of payments pursuant to the swap or related
hedge transactions.
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end
-----END PRIVACY-ENHANCED MESSAGE-----