New Issue: Morgan Stanley sells $10.33 million capped leveraged buffered notes on indexes

By Susanna Moon

Chicago, Oct. 16 – Morgan Stanley Finance LLC priced $10.33 million of 0% capped leveraged buffered notes due Oct. 3, 2019 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

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

The payout at maturity will be par plus 160% of any basket gain, subject to a maximum settlement amount of $1,367.50 per $1,000 of notes.

Investors will receive par if the basket declines by 10% or less and will lose 1.1111% for each 1% decline beyond 10%.

The notes are guaranteed by Morgan Stanley.

Morgan Stanley & Co. LLC is the agent.

Issuer:	Morgan Stanley Finance LLC
Guarantor:	Morgan Stanley
Issue:	Capped leveraged buffered notes
Underlying basket:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Tokyo Stock Price (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$10,327,000
Maturity:	Oct. 3, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 150% of any basket gain, capped at 36.75%; par if basket falls by up to 10%; 1.1111% loss per 1% drop beyond 10%
Initial levels:	3,563.64 for Stoxx, 7,322.82 for FTSE, 1,676.17 for Topix, 9,112.16 for Swiss Market and 5,670.385 for S&P/ASX
Barrier levels:	90% of initial levels
Pricing date:	Sept. 28
Settlement date:	Oct. 5
Agent:	Morgan Stanley & Co. LLC
Fees:	2%
Cusip:	61768CQU4

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