<SEC-DOCUMENT>0001144204-17-018233-index.html : 20170331
<SEC-HEADER>0001144204-17-018233.hdr.sgml : 20170331
<ACCEPTANCE-DATETIME>20170331163653
ACCESSION NUMBER:		0001144204-17-018233
CONFORMED SUBMISSION TYPE:	FWP
PUBLIC DOCUMENT COUNT:		16
FILED AS OF DATE:		20170331
DATE AS OF CHANGE:		20170331

SUBJECT COMPANY:	

	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:		FWP
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	333-202524
		FILM NUMBER:		17730868

	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

FILED BY:		

	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:		FWP

	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
</SEC-HEADER>
<DOCUMENT>
<TYPE>FWP
<SEQUENCE>1
<FILENAME>v463224_fwp.htm
<DESCRIPTION>HSBC VANTAGE5 INDEX METHODOLOGY GUIDE
<TEXT>
Document 1 - file: v463224_fwp.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>FWP
<SEQUENCE>2
<FILENAME>v463224_fwp.pdf
<DESCRIPTION>HSBC VANTAGE5 INDEX METHODOLOGY GUIDE
<TEXT>
Document 2 - file: v463224_fwp.pdf

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>3
<FILENAME>image_001.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 3 - file: image_001.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>4
<FILENAME>image_002.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 4 - file: image_002.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>5
<FILENAME>image_003.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 5 - file: image_003.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>6
<FILENAME>image_004.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 6 - file: image_004.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>7
<FILENAME>image_005.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 7 - file: image_005.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>8
<FILENAME>image_006.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 8 - file: image_006.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>9
<FILENAME>image_007.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 9 - file: image_007.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>10
<FILENAME>image_008.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 10 - file: image_008.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>11
<FILENAME>image_009.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 11 - file: image_009.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>12
<FILENAME>image_010.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 12 - file: image_010.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>13
<FILENAME>image_011.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 13 - file: image_011.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>14
<FILENAME>image_012.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 14 - file: image_012.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>15
<FILENAME>image_013.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 15 - file: image_013.jpg

</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>16
<FILENAME>image_014.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
Document 16 - file: image_014.jpg

</DOCUMENT>
</SEC-DOCUMENT>