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Published on 1/12/2017 in the Prospect News Structured Products Daily.

New Issue: Morgan Stanley prices $920,000 leveraged notes linked to index basket

By Susanna Moon

Chicago, Jan. 12 – Morgan Stanley Finance LLC priced $920,000 of 0% leveraged notes due July 9, 2018 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Morgan Stanley.

The basket consists of the Euro Stoxx 50 index with a 37% initial weight, the FTSE 100 index with a 23% initial weight, the Topix index with a 23% initial weight, the Swiss Market index with a 9% initial weight and the S&P/ASX 200 index with an 8% initial weight.

The payout at maturity will be par plus 300% of any basket gain, up to a maximum settlement amount of $1,354 per $1,000 principal amount of notes.

Investors will be exposed to any losses.

Morgan Stanley & Co. LLC is the agent.

Issuer:Morgan Stanley Finance LLC
Guarantor:Morgan Stanley
Issue:Leveraged notes
Underlying indexes:Euro Stoxx 50 (37% initial weight), FTSE 100 (23% initial weight), Tokyo Stock Price (23% initial weight), Swiss Market (9% initial weight) and S&P/ASX 200 (8% initial weight)
Amount:$920,000
Maturity:July 9, 2018
Coupon:0%
Price:Par
Payout at maturity:Par plus 300% of any basket gain, capped at 35.4%; exposure to any losses
Initial levels:3,306.21 for Euro Stoxx, 7,275.47 for FTSE, 1,542.31 for Topix, 8,449.19 for Swiss Market and 5,760.702 for S&P/ASX
Pricing date:Jan. 10
Settlement date:Jan. 18
Agent:Morgan Stanley & Co. LLC
Fees:None
Cusip:61768CDV6

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