Morgan Stanley to price autocallables linked to Euro Stoxx, Russell

By Angela McDaniels

Tacoma, Wash., Feb. 4 - Morgan Stanley plans to price market-linked autocallable notes due Feb. 28, 2033 with five-year initial non-call period linked to the worst-performing of the Euro Stoxx 50 index and the Russell 2000 index, according to an FWP filing with the Securities and Exchange Commission.

If each index closes at or above its 80% barrier level on a monthly determination date, the notes will pay a contingent coupon at the rate of 9% per year for that month.

Beginning in February 2018, the notes will be redeemed at par plus the contingent monthly coupon if each index closes at or above its redemption threshold level, 110% of the index's initial level, on any quarterly redemption determination date.

The payout at maturity will be par plus the final contingent monthly coupon, if any.

Morgan Stanley & Co. LLC is the agent.

The notes will price Feb. 25 and settle Feb. 28.

The Cusip number is 61761JCA5.

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