EFTA01344631.pdf

Page I of I I 424B2 I v338382_4241,2.Mm PRICING SUPPLEMENT CALCULATION OF REGISTRATION FEE Title of Each (lass of Mazhnum Aggregate ttttt 1,1 Securities Offered Offering Price Registration Frei') Debt Securities 55.950.000.00 \ x 1 I .5S I) Calculated in accordance with Rule 457 (r) of the Securities Act of 1933. as amended. Filed Pursuant to Rule 424(b)(2) Rcgistntion No. 333-180289 PRICING SUPPLEMENT Dated March 13. 2013 HSBC (To Prospectus dated March 22.2012 and Prospectus Supplement dated Mardi 22. 2012) Nil Uut,,rt'd HSBC USA Inc. an.. $5,950,000 Ranier Notes with Step Up Digital Return linked to the Performance of the Brazilian Real Relative to the U.S. Dollar due March 27.2014 Gnieral c Terms used in this pricing supplement are described or defined herein, in the prospectus supplement and in the prospectus. The Notes will have the terms described herein and in the prospectus supplement and prospectus. The Notes do not guarantee any return of principal and you may lose up to 100% of your initial Investment. The Notes will not bear interest. aa This pricing supplement relates to a single note offering. The purchaser of a Note will acquire a seeuntv linked to a single Reference Currency described below. cc Although the offering relates to a Reference Currency. you should not construe that fact as a recommendation as to the meats of acquiring an investment linked to the Reference Currency or as to the suitability of an investment in the Notes. Senior unsecured debt obligations of IISBC USA Inc. maturing March 27. 2014. Minimum denominations of $10,000 and integral multiples of $1,000 in excess thereof CC If the tents of the Notes set forth below are Inconsistent with thaw described in the prospectus supplement and prospectus, the tempts set forth below will supersede. • Any payment on the Notes is subject to the Issuer's credit risk. Key Tomo. Issuer: HSBC USA Inc. Reference Currency: Brazilian Real per one C.S. Dollar ("USDBRI") Principal Amount: $1,000 per Note. Barrier Level: -IS'. Trade Date: March 13.2013 Pricing Date: March 13,2013 Original Issue Date: March 20.2013 Final Valuation Date: March 20. 2014. subject to adjustment as described herein. Maturity Date: March 27. 2014. The Maturity Date is subject to further adjustment as described under "Market Disniption Events" herein. Payment at Maturity: if the Reference Currency Return is greater than 3%. you will receive a cash payment per 51.000 Principal Amount of Notes equal to 51.285.00. If the Reference Currency Return Is greater than zero but less than or equal to 3%. you will receive a cash payment per $1.000 Principal Amount of Notes equal to 51.050.00. If the Reference Currency Return Is less than or equal to zero but greater than or equal to the Barmier level. meaning that the Reference Currency depreciates against the U.S. Dollar by no more than 15% on the Final Valuation Date. you will receive $1.000. the Principal Amount (a zero return). If the Reference Currency Return Is less than the Ranier Level. meaning that the Reference Currency depreciates against the l'S. Dollar by inure than IS% on the Final Valuation Date, you will lose re of the Principal Amount for each percentage point that the Reference Currency Return is below zeta. calculated as follows: $1,000 ($1,000 - Reference Currency Return) This means that If the Reference Currency Return Is -100%, you will lase your entire Investment. Reference Currency The quotient, expressed as a percentage, calculated as follows: Return: Initial Snot Rate - Final Soot Rate Initial Spot Rate Spot Rate: The Spot Rate for the Brazilian real relative to the U.S. dollar (the "USDI3RI;) on each date of calculation will be the U.S. dollarBrazilian real exchange rate, expressed as the amount of Brazilian reels per one U.S. dollar, for settlement on the same day, as reported by Banco Central do Brasil on SISBACF:N Data System under transaction code PTAX-81:03 ("Consuha de Cambio" or Exchange Rate Inquiry). Option 5 ("Cotacom pare Cotahilidade" or Rates for Accounting Purposes) at approximately 1:15 p.m.. Sao Paulo time, which appears on Reuters page "IIRER" to the right of the caption "Dollar FITAX". or any successor page. The USDISRL shall be calculated to the fourth decimal place. Initial Spot Rate: 1.9619 Final Spot Rate: The Spot Rate as determined by the Calculation Agent in its sole discretion on the I mat aluation Date. Calculation Agent; HSBC or one of its affiliates CUSIRISIN: 40432XD32/US40432XD326 Form of Notes: Book-Entry Listing: The Notes will not be listed on any U.S. securities exchange or quotation syston. http.//www.sec.gov/Archives/edgar/data/83246/000114420413015558/v338382_424b2.htm 10/29/2013 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0030304 CONFIDENTIAL SDNY GM_00176488 EFTA01344631