-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, RbVqGfSmcnsvXqXXrp970BoqaxJgJJIu16XMlFZ/OTUlZmr/Lezmu9vwakna+OY+ USwGV8Lr5uxGgbKYEQr4ow== 0001144204-10-010963.txt : 20100302 0001144204-10-010963.hdr.sgml : 20100302 20100302143223 ACCESSION NUMBER: 0001144204-10-010963 CONFORMED SUBMISSION TYPE: 424B2 PUBLIC DOCUMENT COUNT: 5 FILED AS OF DATE: 20100302 DATE AS OF CHANGE: 20100302 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: 333-158385 FILM NUMBER: 10648674 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 v175995_424b2.htm Unassociated Document
CALCULATION OF REGISTRATION FEE
Title of Class of Securities Offered
Maximum Aggregate
Offering Price
Amount of
Registration Fee (1)
Buffered Accelerated Market Participation SecuritiesTM Linked to the S&P 500® Index due August 31, 2011
$1,812,000
$129.20
(1) Calculated in accordance with Rule 457(r) of the Securities Act of 1933, as amended.

 
Filed Pursuant to Rule 424(b)(2)
Registration No. 333-158385
February 26, 2010
PRICING SUPPLEMENT
 (To Prospectus dated April 2, 2009,
Prospectus Supplement dated April 9, 2009,
Product Supplement dated April 9, 2009, and
Underlying Supplement No. 1 dated January 8, 2010)
 
HSBC USA Inc.
Buffered Accelerated Market Participation SecuritiesTM (“AMPS”)
 
} This Pricing Supplement relates to:
 
- $1,812,000 Buffered AMPSTM linked to the S&P 500® Index (“SPX”)
 
} 18-month maturity
 
} 2x exposure to any positive return in the reference asset, subject to a maximum return
 
} Protection from the first 10% of any losses in the reference asset
 
The Buffered Accelerated Market Participation SecuritiesTM (“AMPS” or, each a “security” and collectively the “securities") offered hereunder 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 and include investment risks including possible loss of the principal amount invested due to the credit risk of HSBC USA Inc.
 
The AMPS will not be listed on any U.S. securities exchange or automated quotation system.
 
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 underlying supplement, product supplement, prospectus or prospectus supplement. Any representation to the contrary is a criminal offense.  We have appointed HSBC Securities (USA) Inc., an affiliate of ours, as the agent for the sale of the securities.  HSBC Securities (USA) Inc. will purchase the securities from us for distribution to other registered broker dealers or will offer the securities directly to investors.  In addition, HSBC Securities (USA) Inc. or another of its affiliates or agents may use this pricing supplement in market-making transactions in any securities after their initial sale.  Unless we or our agent informs you otherwise in the confirmation of sale, this pricing supplement is being used in a market-making transaction.  See “Supplemental Plan of Distribution (Conflicts of Interest)” on page PS-9 of this pricing supplement.
 
Investment in the securities involves certain risks. You should refer to “Risk Factors” beginning on page PS-6 of this document, page PS-4 of the accompanying product supplement, page S-3 of the accompanying prospectus supplement, and page US1-1 of the accompanying underlying supplement no. 1.
 
 
Price to Public
Fees and Commissions1
Proceeds to Issuer
Per security / total
$1,000.00 / $1,812.00
$6.00 / $10,872.00
$994.00 / $1,801,128.00
 
1 HSBC USA Inc. or one of our affiliates may pay varying discounts and commissions of between 0.25% and 0.60% per $1,000 principal amount of securities in connection with the distribution of the securities, which may consist of a combination of selling concessions of up to 0.25% and referral fees of up to 0.60%. See “Supplemental Plan of Distribution (Conflicts of Interest)” on page PS-9 of this pricing supplement.
 

 
 

 

HSBC USA Inc.
Buffered Accelerated Market Participation SecuritiesTM (AMPS)
$1,812,000 Linked to the S&P 500® Index

All references to “Enhanced Market Participation Notes” in the accompanying product supplement shall refer to these Buffered Accelerated Market Participation Securities. The offering of securities will have the terms described in this pricing supplement and the accompanying product supplement, prospectus supplement, prospectus and underlying supplement.  If the terms of the securities offered hereby are inconsistent with those described in the accompanying product supplement, prospectus supplement, prospectus or underlying supplement, the terms described in this pricing supplement shall control.  You should be willing to forgo interest and dividend payments during the term of the securities and, if the Reference Return is negative, lose up to 90% of your principal.

This pricing supplement relates to an offering of securities linked to the performance of the S&P 500® Index (the “Reference Asset”).  The purchaser of a security will acquire a senior unsecured debt security of HSBC USA Inc. linked to the Reference Asset as described below.  The following key terms relate to the offerings of securities:
 
Issuer:
HSBC USA Inc.
Issuer Rating:
AA- (S&P), A1 (Moodys), AA (Fitch)
Principal amount:
$1,000 per security
Reference Asset
Ticker
Upside Participation Rate
Maximum Cap
CUSIP/ISIN
Underwriting discounts and commissions per security/total1
Proceeds to HSBC
USA Inc. per security/total2
The S&P 500® Index
SPX
200%
16.50%
4042K0Q73 / US4042K0Q732
$6.00 / $10,872.00
$994.00 / $1,801,128.00
 
1 See “Supplemental Plan of Distribution (Conflicts of Interest)” on page PS-9 of this pricing supplement.
2 The proceeds to us will depend on the underwriting discounts and commissions and the additional fees we will pay.
Trade Date:
February 26, 2010
Pricing Date:
February 26, 2010
Original Issue Date:
March 3, 2010
Final Valuation Date:
August 26, 2011.  The Final Valuation Date is subject to adjustment as described under “Additional Terms of the Notes” in the accompanying underlying supplement.
Maturity Date:
3 business days after the Final Valuation Date, which is expected to be August 31, 2011.  The Maturity Date is subject to adjustment as described under “Additional Terms of the Notes” in the accompanying underlying supplement.
Payment at Maturity:
On the Maturity Date, for each security, we will pay you the Final Settlement Value.
Final Settlement Value:
If the Reference Return is greater than zero, you will receive a cash payment on the maturity date, per $1,000 principal amount of securities, equal to the lesser of:
 
(a) $1,000 + ($1,000 × Reference Return × Upside Participation Rate)
 
(b) $1,000 + ($1,000 × Maximum Cap)
 
If the Reference Return is less than or equal to zero but greater than or equal to the Buffer Value, you will receive $1,000 per $1,000 principal amount of securities (zero return).
 
If the Reference Return is less than the Buffer Value, you will receive a cash payment on the maturity date, per $1,000 principal amount of securities, calculated as follows:
 
$1,000 + [$1,000 × (Reference Return + 10%)]
 
Under these circumstances, you will lose 1% of the principal amount of your securities for each percentage point that the Reference Return is below the Buffer Value.  For example, because the buffer protects the first 10% of loss, if the Reference Return is -30%, you will suffer a 20% loss and receive 80% of the principal amount.  If the Reverence Return is less than the Buffer Value, you may lose up to 90% of your investment.
Reference Return:
The quotient, expressed as a percentage, calculated as follows:
 
Final Value Initial Value
          Initial Value
Buffer Value
-10%
Initial Value:
1,104.49, which was the Official Closing Value of the Reference Asset on the Pricing Date.

 
PS-2

 


Final Value:
The Official Closing Value of the Reference Asset on the Final Valuation Date.
Official Closing Value:
The closing level of the Reference Asset on any scheduled trading day as determined by the calculation agent based upon the value displayed on Bloomberg Professional® service page “SPX<Index>”, or on any successor page on Bloomberg Professional® service or any successor service, as applicable.
Form of securities:
Book-Entry
Listing:
The securities will not be listed on any U.S. securities exchange or quotation system.

 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.

We have appointed HSBC Securities (USA) Inc., an affiliate of ours, as the agent for the sale of the securities.  HSBC Securities (USA) Inc. will purchase the securities from us for distribution to other registered broker dealers or will offer the securities directly to investors.  HSBC Securities (USA) Inc. or another of its affiliates or agents may use this pricing supplement in market-making transactions in any securities after their initial sale.  Unless we or our agent informs you otherwise in the confirmation of sale, this pricing supplement is being used in a market-making transaction.  See “Supplemental Plan of Distribution (Conflicts of Interest)” on page PS-9 of this pricing supplement.
 

 
PS-3

 

GENERAL
 
This pricing supplement relates to an offering of securities linked to the Reference Asset identified on the cover page.  The purchaser of a security will acquire a senior unsecured debt security of HSBC USA Inc. linked to a single Reference Asset.  Although the offering of securities relates to the Reference Asset identified on the cover page, you should not construe that fact as a recommendation as to the merits of acquiring an investment linked to the Reference Asset or any component security included in the Reference Asset or as to the suitability of an investment in the securities.
 
You should read this document together with the prospectus dated April 2, 2009, the prospectus supplement dated April 9, 2009, the product supplement dated April 9, 2009, and underlying supplement no. 1 dated January 8, 2010.  All references to “Enhanced Market Participation Notes” in the accompanying product supplement shall refer to these Accelerated Market Participation Securities. If the terms of the securities offered hereby are inconsistent with those described in the accompanying product supplement, prospectus supplement, prospectus, or underlying supplement, the terms described in this pricing supplement shall control.  You should carefully consider, among other things, the matters set forth in “Risk Factors” beginning on page PS-6 of this pricing supplement, page PS-4 of the product supplement, page S-3 of the prospectus supplement and page US1-1 of underlying supplement no. 1, 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.  As used herein, references to the “Issuer”, “HSBC”, “we”, “us” and “our” are to HSBC USA Inc.
 
HSBC has filed a registration statement (including a prospectus, a prospectus supplement, a product supplement and underlying supplement no. 1) with the US Securities and Exchange Commission (“SEC”) for the offering to which this pricing supplement relates.  Before you invest, you should read the prospectus, prospectus supplement and underlying supplement no. 1 in that registration statement and other documents HSBC has filed with the SEC for more complete information about HSBC and this offering.  You may get these documents for free by visiting EDGAR on the SECs web site at www.sec.gov.  Alternatively, HSBC Securities (USA) Inc. or any dealer participating in this offering will arrange to send you the prospectus, prospectus supplement, product supplement and underlying supplement if you request them by calling toll-free 1-866-811-8049.
 
You may also obtain:
 
}
The underlying supplement no. 1 at: http://www.sec.gov/Archives/edgar/data/83246/000114420410001030/v170879_424b2.htm
 
 
 
 
PAYMENT AT MATURITY
 
On the maturity date, for each security you hold, we will pay you the Final Settlement Value, which is an amount in cash, as described below:
 
If the Reference Return is greater than zero, you will receive a cash payment on the maturity date, per $1,000 principal amount of securities, equal to the lesser of:
 
(a) $1,000 + ($1,000 × Reference Return × Upside Participation Rate)
 
(b) $1,000 + ($1,000 × Maximum Cap)
 
If the Reference Return is less than or equal to zero but greater than or equal to the Buffer Value, you will receive $1,000 per $1,000 principal amount of securities (zero return).
 
If the Reference Return is less than the Buffer Value, you will receive a cash payment on the Maturity Date, per $1,000 principal amount of securities, calculated as follows:
 
$1,000 + [$1,000 × (Reference Return + 10%)]
 
Under these circumstances, you will lose 1% of the principal amount of your securities for each percentage point that the Reference Return is below the Buffer Value.  For example, because the buffer protects the first 10% loss, if the Reference Return is -30%, you will suffer a 20% loss and receive 80% of the principal amount.  You should be aware that if the Reference Return is less than the Buffer Value, you may lose up to 90% of your investment.
 
Interest
 
The securities will not pay periodic interest.
 
Calculation Agent
 
We or one of our affiliates will act as calculation agent with respect to the securities.
 

 
PS-4

 
 
Trustee
 
Notwithstanding anything contained in the accompanying prospectus supplement or product supplement to the contrary, the securities will be issued under the senior indenture dated March 31, 2009, between HSBC USA Inc., as Issuer, and Wells Fargo Bank, National Association, as trustee.  Such indenture has substantially the same terms as the indenture described in the accompanying prospectus supplement.
 
Paying Agent
 
Notwithstanding anything contained in the accompanying prospectus supplement or product supplement to the contrary, HSBC Bank USA, N.A. will act as paying agent with respect to the securities pursuant to a Paying Agent and Securities Registrar Agreement dated June 1, 2009, between HSBC USA Inc. and HSBC Bank USA, N.A.
 
Reference Sponsor
 
Standard and Poors Financial Services LLC, a subsidiary of The McGraw-Hill Companies, Inc., is the reference sponsor.

INVESTOR SUITABILITY
 
The securities may be suitable for you if:
The securities may not be suitable for you if:
   
} You seek an investment with an enhanced return linked to the potential positive performance of the Reference Asset and you believe the value of the Reference Asset will increase over the term of the securities.
 
} You are willing to invest in the securities based on the Maximum Cap indicated herein, which may limit your return at maturity.
 
} You are willing to make an investment that is exposed to the negative Reference Return on a 1-to-1 basis for each percentage point that the Reference Return is less than -10%.
 
} You are willing to forego dividends or other distributions paid to holders of stocks comprising the Reference Asset.
 
} You do not seek current income from your investment.
 
} You do not seek an investment for which there is an active secondary market.
 
} You are willing to hold the securities to maturity.
 
} You are comfortable with the creditworthiness of HSBC, as Issuer of the securities.
} You believe the Reference Return will be negative on the Final Valuation Date or that the Reference Return will not be sufficiently positive to provide you with your desired return.
 
} You are unwilling to invest in the securities based on the Maximum Cap indicated herein, which may limit your return at maturity.
 
} You are unwilling to make an investment that is exposed to the negative Reference Return on a 1-to-1 basis for each percentage point that the Reference Return is below -10%
 
} 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 the dividends or other distributions paid on any stocks comprising the Reference Asset.
 
} You seek current income from your investment.
 
} You seek an investment for which there will be an active secondary market.
 
} You are unable or unwilling to hold the securities to maturity.
 
} You are not willing or are unable to assume the credit risk associated with HSBC, as Issuer of the securities.

 
PS-5

 

RISK FACTORS
 
We urge you to read the section “Risk Factors” on page S-3 in the accompanying prospectus supplement, on page PS-4 of the accompanying product supplement and on page US1-1 of underlying supplement no. 1.  Investing in the securities is not equivalent to investing directly in any of the stocks comprising the Reference Asset or the Reference Asset itself, as applicable.  You should understand the risks of investing in the securities and should reach an investment decision only after careful consideration, with your advisers, of the suitability of the securities in light of your particular financial circumstances and the information set forth in this pricing supplement and the accompanying underlying supplement, product supplement, prospectus supplement and prospectus.
 
In addition to the risks discussed below, you should review “Risk Factors” in the accompanying prospectus supplement, product supplement and underlying supplement including the explanation of risks relating to the securities described in the following sections:
 
}
“— Risks Relating to All Note Issuances” in the prospectus supplement; and
 
}
“— Additional Risks Relating to Notes with an Equity Security or Equity Index as the Reference Asset” in the prospectus supplement
 
You will be subject to significant risks not associated with conventional fixed-rate or floating-rate debt securities.
 
Your investment in the securities may result in a loss.
 
You will be exposed to the decline in the Final Value from the Initial Value beyond the Buffer Value of - -10%.  Accordingly, if the Reference Return is less than -10%, your payment at maturity will be less than the principal amount of your securities.  You may lose up to 90% of your investment at maturity if the Reference Return is negative.
 
The appreciation on the securities is limited by the Maximum Cap.
 
You will not participate in any appreciation in the value of the Reference Asset (as magnified by the Upside Participation Rate) beyond the Maximum Cap of 16.50%.  You will not receive a return on the securities greater than the Maximum Cap.
 
Credit risk of HSBC USA Inc.
 
The securities are senior unsecured debt obligations of the issuer, HSBC, and are not, either directly or indirectly, an obligation of any third party. Any payment to be made on the securities, including any principal protection at maturity, depends on the ability of HSBC to satisfy its obligations as they come due. As a result, the actual and perceived creditworthiness of HSBC may affect the market value of the securities and, in the event HSBC were to default on its obligations, you may not receive the amounts owed to you under the terms of the securities.
 
The securities will not bear interest.
 
As a holder of the securities, you will not receive periodic interest payments.
 
Changes that affect the Reference Asset will affect the market value of the securities and the amount you will receive at maturity.
 
The policies of the reference sponsor concerning additions, deletions and substitutions of the constituents comprising the Reference Asset and the manner in which the reference sponsor takes account of certain changes affecting those constituents included in the Reference Asset may affect the value of the Reference Asset.  The policies of the reference sponsor with respect to the calculation of the Reference Asset could also affect the value of the Reference Asset.  The reference sponsor may discontinue or suspend calculation or dissemination of the Reference Asset. Any such actions could affect the value of the securities.
 
Please read and pay particular attention to the section “Additional Risks Relating to Notes with an Equity Security or Equity Index as the Reference Asset” in the accompanying prospectus supplement.
 
The securities are not insured by any governmental agency of the United States or any other jurisdiction.
 
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 or program of the United States or any other jurisdiction.  An investment in the securities is subject to the credit risk of HSBC, and in the event that HSBC is unable to pay its obligations as they become due, you may not receive the full payment at maturity of the securities.
 
Certain built-in costs are likely to adversely affect the value of the securities prior to maturity.
 
While the payment at maturity described in this pricing supplement is based on the full principal amount of your securities, the original issue price of the securities includes the placement agents commission and the estimated cost of HSBC hedging its obligations under the securities. As a result, the price, if any, at which HSBC Securities (USA) Inc. will be willing to purchase securities from you in secondary market transactions, if at all, will likely be lower than the original issue price, and any sale prior to the maturity date could result in a substantial loss to you. The securities are not designed to be short-term trading instruments. Accordingly, you should be able and willing to hold your securities to maturity.
 

 
PS-6

 
 
The securities lack liquidity.
 
The securities will not be listed on any securities exchange. HSBC Securities (USA) Inc. is not required to offer to purchase the securities in the secondary market, if any exists. Even if there is a secondary market, it may not provide enough liquidity to allow you to trade or sell the securities easily. 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 HSBC Securities (USA) Inc. is willing to buy the securities.
 
 
Potential conflicts.
 
HSBC and its affiliates play a variety of roles in connection with the issuance of the securities, including acting as calculation agent and hedging our obligations under the securities.  In performing these duties, the economic interests of the calculation agent and other affiliates of ours are potentially adverse to your interests as an investor in the securities. We will not have any obligation to consider your interests as a holder of the securities in taking any action that might affect the value of your securities.
 
Uncertain tax treatment.
 
For a discussion of certain 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” herein, the discussion under “Certain U.S. Federal Income Tax Considerations” in the accompanying product supplement and the discussion under “Certain U.S. Federal Income Tax Considerations” in the accompanying prospectus supplement.
 
ILLUSTRATIVE EXAMPLES
 
The following table and examples are provided for illustrative purposes only and are hypothetical. They do not purport to be representative of every possible scenario concerning increases or decreases in the value of the Reference Asset relative to its Initial Value.  We cannot predict the Final Value of the Reference Asset on the Final Valuation Date.  The assumptions we have made in connection with the illustrations set forth below may not reflect actual events.  You should not take this illustration or these examples as an indication or assurance of the expected performance of the Reference Asset or return on the securities.  With respect to the securities, the Final Settlement Value may be less than the amount that you would have received from a conventional debt security with the same stated maturity, including those issued by HSBC. The numbers appearing in the table below and following examples have been rounded for ease of analysis.
 
The table below illustrates the payment at maturity on a $1,000 investment in securities for a hypothetical range of performance for the Reference Return from -100% to +100%. The following results are based solely on the assumptions outlined below.  The “Hypothetical Return on the Security” as used below is the number, expressed as a percentage, that results from comparing the Payment at Maturity per $1,000 principal amount security to $1,000.  The potential returns described here assume that your securities are held to maturity. You should consider carefully whether the securities are suitable to your investment goals.  The following table and examples reflect the following:
 
}
Principal Amount:
$1,000
 
}
Initial Value:
1,104.49
 
}
Upside Participation Rate:
200%
     
}
Maximum Cap:
16.50%
 
Hypothetical
Final Value
Hypothetical
Reference Return
Hypothetical
Payment at Maturity
Hypothetical
Return on the Security
2,208.98
100.00%
$1,165.00
16.50%
1,988.08
80.00%
$1,165.00
16.50%
1,767.18
60.00%
$1,165.00
16.50%
1,546.29
40.00%
$1,165.00
16.50%
1,325.39
20.00%
$1,165.00
16.50%
1,270.16
15.00%
$1,165.00
16.50%
1,214.94
10.00%
$1,165.00
16.50%
1,195.61
8.25%
$1,165.00
16.50%
1,159.71
5.00%
$1,100.00
10.00%
1,126.58
2.00%
$1,040.00
4.00%
1,115.53
1.00%
$1,020.00
2.00%
1,104.49
0.00%
$1,000.00
0.00%
1,093.45
-1.00%
$1,000.00
0.00%
1,082.40
-2.00%
$1,000.00
0.00%
1,049.27
-5.00%
$1,000.00
0.00%
994.04
-10.00%
$1,000.00
0.00%
938.82
-15.00%
$950.00
-5.00%
883.59
-20.00%
$900.00
-10.00%
662.69
-40.00%
$700.00
-30.00%
441.80
-60.00%
$500.00
-50.00%
220.90
-80.00%
$300.00
-70.00%
0.00
-100.00%
$100.00
-90.00%
 
The following examples indicate how the Final Settlement Value would be calculated with respect to a hypothetical $1,000 investment in the securities.
 

 
PS-7

 


 
Example 1: The level of the Reference Asset increases from the Initial Value of 1,104.49 to a Final Value of 1,159.71.53.
 
   
Reference Return:
5.00%
Final Settlement Value:
$1,100.00

Because the Reference Return is positive, and such Reference Return multiplied by the Upside Participation Rate is less than the Maximum Cap, the Final Settlement Value would be $1,100.00 per $1,000 principal amount of securities calculated as follows:
 
$1,000 + ($1,000 × Reference Return × Upside Participation Rate)
 
= $1,000 + ($1,000 × 5.00% × 200%)
 
= $1,100.00
 
Example 1 shows that you will receive the return of your principal investment plus a return equal to the Reference Return multiplied by 200% when such Reference Return is positive and if such amount is equal to or less than the Maximum Cap.
 
Example 2: The level of the Reference Asset increases from the Initial Value of 1,104.49 to a Final Value of 1,214.94.
 
   
Reference Return:
10.00%
Final Settlement Value:
$1,165.00

Because the Reference Return is positive, and such Reference Return multiplied by the Upside Participation Rate is greater than the Maximum Cap, the Final Settlement Value would be $1,165.00 per $1,000 principal amount of securities calculated as follows:
 
$1,000 + ($1,000 × Maximum Cap)
 
= $1,000 + ($1,000 × 16.50%)
 
= $1,165.00
 
Example 2 shows that you will receive the return of your principal investment plus a return equal to the Maximum Cap when the Reference Return is positive and if such Reference Return multiplied by 200% exceeds the Maximum Cap.
 
Example 3: The level of the Reference Asset decreases from the Initial Value of 1,104.49 to a Final Value of 1,049.27.
 
   
Reference Return:
-5.00%
Final Settlement Value:
$1,000.00

Because the Reference Return is less than zero but greater than the Buffer Value, the Final Settlement Value would be $1,000.00 per $1,000 principal amount of securities (a zero return).
 
Example 4: The level of the Reference Asset decreases from the Initial Value of 1,104.49 to a Final Value of 662.69.
 
   
Reference Return:
-40.00%
Final Settlement Value:
$700.00
 
Here, the Reference Return is -40.00%.  Because the Reference Return is less than the Buffer Value of -10%, the Final Settlement Value would be $700.00 per $1,000 principal amount of securities calculated as follows:
 
$1,000 + [$1,000 × (Reference Return + 10%)]
 
= $1,000 + [$1,000 × (-40.00% + 10%)]
 
= $700.00
 
Example 4 shows that you are exposed on a 1-to-1 basis to declines in the value of the Reference Asset beyond the Buffer Amount of -10%.  YOU MAY LOSE UP TO 90% OF THE PRINCIPAL AMOUNT OF YOUR SECURITIES.
 

 
PS-8

 

THE S&P 500Ò INDEX (“SPX”)
Description of the SPX
 
The SPX is a capitalization-weighted index of 500 U.S. stocks. It is designed to measure performance of the broad domestic economy through changes in the aggregate market value of 500 stocks representing all major industries.
 
Historical Performance of the SPX
 
The following graph sets forth the historical performance of the SPX based on the daily historical closing levels from January 31, 2005 through February 26, 2010.  The closing level for the SPX on February 26, 2010 was 1,104.49. We obtained the closing levels below from Bloomberg Professional® service. We make no representation or warranty as to the accuracy or completeness of the information obtained from Bloomberg Professional® service.
 
For more information about the SPX, see “The S&P 500Ò Index” on page US1-4 of the accompanying underlying supplement no. 1.
The historical levels of the SPX should not be taken as an indication of future performance, and no assurance can be given as to the SPX closing level on the Final Valuation Date.
 
SUPPLEMENTAL PLAN OF DISTRIBUTION (CONFLICTS OF INTEREST)
 
We have appointed HSBC Securities (USA) Inc., an affiliate of HSBC, as the agent for the sale of the securities.  Pursuant to the terms of a distribution agreement, HSBC Securities (USA) Inc. will purchase the securities from HSBC for distribution to other registered broker dealers or will offer the securities directly to investors.  HSBC Securities (USA) Inc. will offer the securities at the offering price set forth on the cover page of this term sheet and will receive underwriting discounts and commissions of between 0.25% and 0.60%, or between $2.50 and $6.00 per $1,000 principal amount of securities.  HSBC Securities (USA) Inc. may re-allow up to the full amount of the selling concession of up to 0.25% or $2.50 per $1,000 principal amount of securities on sales of such securities by other brokers or dealers and may pay referral fees to other broker-dealers of up to 0.60%, or $6.00, per $1,000 principal amount of securities.
 
An affiliate of HSBC has paid or may pay in the future an amount to broker dealers in connection with the costs of the continuing implementation of systems to support these securities.
 
In addition, HSBC Securities (USA) Inc. or another of its affiliates or agents may use this pricing supplement in market-making transactions after the initial sale of the securities, but is under no obligation to do so and may discontinue any market-making activities at any time without notice.
 
See “Supplemental Plan of Distribution” on page S-52 in the prospectus supplement.
 
CERTAIN U.S. FEDERAL INCOME TAX CONSIDERATIONS
 
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, a security should be treated as a pre-paid forward or other executory contract with respect to the Reference Asset. We intend to treat the securities consistent with this approach. Pursuant to the terms of the securities, you agree to treat the securities under this approach for all U.S. federal income tax purposes.  Notwithstanding any disclosure in the accompanying product supplement to the contrary, our special U.S. tax counsel in this transaction is Sidley Austin llp. Subject to the limitations described therein, and based on certain factual representations received from us, in the opinion of our special  U.S. tax counsel, Sidley Austin llp, it is reasonable to treat a security as a pre-paid forward or other executory contract with respect to the Reference Asset.  Pursuant to this approach, we do not
 

 
PS-9

 

intend to report any income or gain with respect to the securities prior to their maturity or an earlier sale or exchange and we intend to treat any gain or loss upon maturity or an earlier sale or exchange as long-term capital gain or loss, provided that you have held the security for more than one year at such time for U.S. federal income tax purposes.
 
For a discussion of certain 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” in the accompanying product supplement and the discussion under “Certain U.S Federal Income Tax Considerations” in the accompanying prospectus supplement.
 

 
PS-10

 
 
TABLE OF CONTENTS
 
 
You should only rely on the information contained in this pricing supplement, any accompanying underlying supplement, product supplement, prospectus supplement and prospectus.  We have not authorized anyone to provide you with information or to make any representation to you that is not contained in this pricing supplement, the accompanying underlying supplement, product supplement, prospectus supplement and prospectus.  If anyone provides you with different or inconsistent information, you should not rely on it.  This pricing supplement, the accompanying underlying supplement, product supplement, prospectus supplement and prospectus are not an offer to sell these securities, and these documents are not soliciting an offer to buy these securities, in any jurisdiction where the offer or sale is not permitted.  You should not, under any circumstances, assume that the information in this pricing supplement, the accompanying underlying supplement, product supplement, prospectus supplement and prospectus is correct on any date after their respective dates.
 
 
 
 
 
HSBC USA Inc.
 
 
 
 
 
$1,812,000 Buffered Accelerated Market Participation Securities Linked to the
S&P 500® Index
 
 
 
 
 
 
February 26, 2010
 
 
 
 
 
 
PRICING SUPPLEMENT
 
Pricing Supplement
 
General
PS-4
 
Investor Suitability
PS-5
 
Risk Factors
PS-6
 
Illustrative Examples
PS-7
 
The S&P 500Ò Index
PS-9
 
Supplemental Plan of Distribution (Conflicts of Interest)
PS-9
 
Certain U.S. Federal Income Tax Considerations
PS-9
 
Underlying Supplement No. 1
 
Risk Factors
US1-1
 
The S&P 500® Index
US1-4
 
The Russell 2000® Index
US1-6
 
The Dow Jones Industrial AverageSM
US1-9
 
The Hang Seng China Enterprises Index®
US1-11
 
The Hang Seng® Index
US1-13
 
The Korea Stock Price Index 200
US1-15
 
The MSCI Singapore IndexSM
US1-18
 
The MSCI Taiwan IndexSM
US1-22
 
The Dow Jones EURO STOXX 50® Index
US1-26
 
The PHLX Housing SectorSM Index
US1-29
 
The TOPIX® Index
US1-33
 
The NASDAQ-100 Index®
US1-36
 
S&P BRIC 40 Index
US1-40
 
The Nikkei 225 Index
US1-43
 
The FTSE™ 100 Index
US1-45
 
The MSCI EAFE® Index
US1-47
 
The MSCI Emerging Markets Index
US1-52
 
Other Components
US1-57
 
Additional Terms of the Notes
US1-57
 
Product Supplement
 
Notice to Investors
PS-1
 
Product Supplement Summary
PS-1
 
Risk Factors
PS-4
 
Pricing Supplement Overview
PS-7
 
Valuation of the Notes
PS-7
 
Hypothetical Examples
PS-10
 
Specific Terms of the Notes
PS-19
 
Certain U.S. Federal Income Tax Considerations
PS-24
 
Events of Default and Acceleration
PS-25
 
Information Regarding the Reference Asset and Reference Issuers
PS-25
 
Certain ERISA Considerations
PS-25
 
Validity of the Notes
PS-25
 
Prospectus Supplement
 
Risk Factors
S-3
 
Pricing Supplement
S-16
 
Description of Notes
S-16
 
Sponsors or Issuers and Reference Asset
S-37
 
Use of Proceeds and Hedging
S-37
 
Certain ERISA
S-38
 
Certain U.S. Federal Income Tax Considerations
S-39
 
Supplemental Plan of Distribution
S-52
 
Prospectus
 
About this Prospectus
2
 
Special Note Regarding Forward-Looking Statements
2
 
HSBC USA Inc.
3
 
Use of Proceeds
3
 
Description of Debt Securities
4
 
Description of Preferred Stock
16
 
Description of Warrants
22
 
Description of Purchase Contracts
26
 
Description of Units
29
 
Book-Entry Procedures
32
 
Limitations on Issuances in Bearer Form
36
 
Certain U.S. Federal Income Tax Considerations Relating to Debt Securities
37
 
Plan of Distribution
52
 
Notice to Canadian Investors
54
 
Certain ERISA Matters
58
 
Where You Can Find More Information
59
 
Legal Opinions
59
 
Experts
 59
 
     
 
 
 

 
 

 

 
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