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Published on 5/24/2012 in the Prospect News Structured Products Daily.

HSBC plans one-year notes linked to MSCI Daily Total Return Net World

By Susanna Moon

Chicago, May 24 - HSBC USA Inc. plans to price 0% notes due June 14, 2013 linked to the MSCI Daily Total Return Net World index, according to an FWP filing with the Securities and Exchange Commission.

The payout at maturity will be par the index return, with exposure to any losses.

HSBC Securities (USA) Inc. is the underwriter.

The notes will price on May 25 and settle on May 31.

The Cusip number is 4042K1P49.


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