The set of convergent sequences of HK-integrable functions is singled out by an elementary convergence theorem. The concept of convergent sequences is transferred to the set P of primitives of HK-integrable functions; these convergent sequences of functions from P are called E-convergent. The main results: there exists a topology U on P such that (1) (P,U) is a topological vector space, (2) (P,U) is complete, and (3) every E-convergent sequence is convergent in (P,U). On the other hand, there is no topology U fulfilling (2), (3) and (P,U) being a locally convex space.