New Issue: HSBC prices $9.52 million leveraged buffered capped basket-linked notes on indexes

Chicago, Sept. 15 – HSBC Bank plc priced $9.52 million of leveraged buffered capped basket-linked notes due Oct. 16, 2024, according to a 424B2 filed with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 36% weight, the Topix index with a 26% weight, the FTSE 100 index with a 17% weight, the Swiss Market index with a 12% weight and the S&P/ASX 200 index with an 9% weight.

If the basket return is positive, the payout at maturity will be par plus two times the basket return, subject to a maximum payout of par plus 18.82%.

Investors will receive par if the basket falls by up to 10% and will lose 1.1111% for every 1% decline beyond 10%.

HSBC Securities (USA) LLC is the distributor.

Issuer:	HSBC Bank plc
Issue:	Leveraged buffered capped basket-linked notes
Basket components:	Euro Stoxx 50 (36% weight), Topix (26% weight), FTSE 100 (17% weight), Swiss Market (12% weight) and S&P/ASX 200 (9% weight)
Amount:	$9,515,000
Maturity:	Oct. 16, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	If the index return is positive, par plus 200% of the basket return, capped at 18.82%; par if the basket falls by up to 10%; 1.1111% loss for every 1% decline beyond 10%
Initial levels:	4,254.33 for Euro Stoxx, 2,360.48 for Topix, 7,496.87 for FTSE, 10,972.21 for Swiss Market, 7,192.315 for S&P/ASX
Buffer level:	90% of initial level
Pricing date:	Sept. 11
Settlement date:	Sept. 18
Agent:	HSBC Securities (USA) LLC
Fees:	1.09%
Cusip:	40442B3P0

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