New Issue: Morgan Stanley prices $6.51 million buffered jump securities linked to indexes, ETF

By Angela McDaniels

Tacoma, Wash., May 2 - Morgan Stanley priced $6.51 million of 0% buffered jump securities due April 28, 2017 linked to a basket of three indexes and one exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 40% weight, the Euro Stoxx 50 index with a 20% weight, the Topix index with a 20% weight and the iShares MSCI Emerging Markets index fund with a 20% weight.

If the basket finishes above its initial level, the payout at maturity will be par of $10 plus the greater of the basket gain and 18%. Investors will receive par if the basket falls by up to 10% and will lose 1% for every 1% that it declines beyond 10%.

Morgan Stanley & Co. LLC is the agent.

Issuer:	Morgan Stanley
Issue:	Buffered jump securities
Underlying basket:	S&P 500 index (40% weight), Euro Stoxx 50 index (20% weight), Topix index (20% weight) and iShares MSCI Emerging Markets index fund (20% weight)
Amount:	$6,511,280
Maturity:	April 28, 2017
Coupon:	0%
Price:	Par of $10
Payout at maturity:	If basket finishes above initial level, par plus greater of basket gain and 18%; if basket falls by up to 10%, par; 1% loss for every 1% that basket declines beyond 10%
Initial levels:	1,597.57 for S&P 500; 2,712.00 for Euro Stoxx 50; 1,165.13 for Topix; $43.29 for ETF
Pricing date:	April 30
Settlement date:	May 3
Agent:	Morgan Stanley & Co. LLC
Fees:	3%
Cusip:	61761M888

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