JAM3I FAMILY 1 EPISODE 1

The Estimated Initial Value does not represent a minimum price at which we or any of our affiliates would be willing to purchase your Notes in the secondary market if any exists at any time. With respect to each Underlying, the quotient, expressed as a percentage, calculated as follows:. Pursuant to the approach discussed above, we intend to treat any gain or loss upon maturity or an earlier sale, exchange or call as capital gain or loss in an amount equal to the difference between the amount you receive at such time other than with respect to a Contingent Coupon and your tax basis in the Note. If the terms of the Notes offered hereby are inconsistent with those described in the accompanying prospectus supplement, prospectus or Equity Index Underlying Supplement, the terms described in this pricing supplement shall control. We will not have any obligation to consider your interests as a holder of the Notes in taking any action that might affect the value of your Notes. This pricing supplement relates to an offering of Notes linked to the least performing of two indices.

Investment in the Notes involves certain risks. For a discussion of the U. These companies often have greater stock price volatility, lower trading volume and less liquidity than large-capitalization companies and therefore the level of the RTY may be more volatile than an investment in stocks issued by large-capitalization companies. These pricing models rely in part on certain forecasts about future events, which may prove to be incorrect. You seek an investment for which there will be an active secondary market. The prospectus supplement at: You should only rely on the information contained in this pricing supplement, the accompanying Equity Index Underlying Supplement, prospectus supplement and prospectus. Although Ramadan is always on the same day of the Islamic calendar, the date on the Gregorian calendar varies from year to year, since the Gregorian calendar is a solar calendar and the Islamic calendar is a lunar calendar.

You prefer the lower risk, and therefore accept dpisode potentially lower returns, of conventional debt securities with comparable maturities issued by HSBC or another issuer with a similar credit rating.

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However, in the case of these Notes, the individual performance of each fpisode the Underlyings would not be combined to calculate your return and the depreciation of either Underlying would not be mitigated by the appreciation of the other Underlying.

The Estimated Initial Value reflects our internal funding rate, which is the borrowing rate we pay to issue market-linked securities, as well as the mid-market value of the embedded derivatives in the Notes.

Pursuant to the approach discussed above, we intend to treat any gain or loss upon maturity or an earlier sale, exchange or call as capital gain or loss in an amount equal to the difference between the amount you receive at such time other than with respect to a Contingent Coupon and your tax basis in the Note. You seek an investment for which there will be an active secondary market.

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With respect to each Underlying, the quotient, expressed as a percentage, calculated as follows:. The Internal Revenue Service has announced that withholding under the Foreign Account Tax Compliance Act as discussed in the accompanying prospectus supplement on payments of gross proceeds from a sale, exchange, redemption or other disposition of the Notes will only apply to dispositions after December 31, The assumptions we have made in connection with the illustrations set forth below may not reflect actual events.

You should understand the risks of investing in the Notes and should reach an investment decision only after careful consideration, with your advisors, of the suitability of the Notes in light of your particular financial circumstances and the information set forth in this pricing supplement and the accompanying prospectus, prospectus supplement and Equity Index Underlying Supplement.

The following graph sets forth the historical performance of the RTY based on the daily historical closing levels from January 1, through November 18, Under one approach, a Note should be treated as a episoe income-bearing pre-paid executory contract with respect to the Underlyings. In addition, small-capitalization companies are often less stable financially than large-capitalization companies and may depend on a small number of key personnel, making them more vulnerable to loss of personnel.

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 the Notes.

Maximum Aggregate Offering Price.

The Notes are senior unsecured debt obligations of the Issuer, HSBC, and are not, either directly or indirectly, an obligation of any third party. Notice to Canadian Investors. The Coupon Observation Dates on or after November 20, If one or more of the entities whose stock is included in the Underlyings were so treated, certain adverse U.

The numbers episdoe in the following table and examples have been rounded for ease of analysis. As a result of the difference between our internal funding rate and the rate we would use when we issue conventional fixed or floating rate debt securities, the Estimated Initial Value of the Notes may be lower if it were based on the prices at which our fixed or floating rate debt securities trade in the secondary market.

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Automatically callable quarterly on or after November 20, at the principal amount plus the applicable contingent coupon if the closing level of each underlying is at or above its initial level.

The policies of the reference sponsor of each Underlying concerning additions, deletions and substitutions of the constituents included in that Underlying and the manner in which the reference sponsor takes account of certain changes affecting those constituents may affect the level of that Underlying.

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Thus, the depreciation of any basket component could be mitigated by the appreciation of another basket component, as scaled by the weightings of such basket components. The Estimated Initial Value of the Notes was calculated by us on the Pricing Date and is less than the price to public. Events of Default and Acceleration.

The payments on the Notes will be based on the Official Closing Levels of the Underlyings on the Coupon Observation Dates, including the Final Valuation Date, subject to postponement for non-trading days and certain market disruption events.

We intend to treat the Notes consistent with this approach. Are Not Bank Guaranteed.

Your return on the Notes is limited to the principal amount plus the Contingent Coupon, if any, regardless of any appreciation in the level of either Underlying. Note that these dates are based on astronomical calculations to affirm each date, and not on the actual sighting of the moon with the naked eyes. The following graph sets forth the historical performance of the SPX based on the daily historical closing levels from January 1, through November 18, Historical Performance of the RTY.

Rehan Khan 11 May at If the Notes have become immediately due and payable following an Event of Default as defined in the accompanying prospectus with respect to the Notes, the calculation agent will determine the accelerated payment due and payable in the same general manner as described in this pricing supplement except that in such a case, the scheduled trading day immediately preceding the date of acceleration will be used as the final Coupon Observation Date and the Final Valuation Date.

Potential conflicts of interest may exist. You are willing to accept that the quarterly Contingent Coupon is payable only if the Official Closing Level of each Episose is greater than or equal to its Coupon Trigger on the applicable Coupon Observation Date. Different pricing models and assumptions could provide valuations for the Notes that are different from our Estimated Initial Value.

When is Ramadan in 2017?

You seek an investment that provides an opportunity to participate in the appreciation of either Underlying. You may not receive any Contingent Coupons. It is designed to measure performance of the broad domestic economy through changes in the aggregate market value of stocks representing all major industries. If a market disruption event exists with respect to an Underlying on that scheduled trading day, then the accelerated Final Valuation Date will be postponed for up to five scheduled trading days in the same manner used for postponing the originally scheduled Final Valuation Date.

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