Morgan Stanley plans capped leveraged buffered notes on index basket

By Sarah Lizee

Olympia, Wash., April 4 – Morgan Stanley Finance LLC plans to price 21- to 24-month 0% capped leveraged buffered notes linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be guaranteed by Morgan Stanley.

The exact maturity of the notes will be set at pricing.

The basket consists of the Euro Stoxx 50 index with a 36% weight, the Tokyo Stock Price index with a 27% weight, the FTSE 100 index with a 20% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

If the basket return is positive, the payout at maturity will be par plus 200% of the basket return, subject to a maximum settlement amount that is expected to fall between $1,417.40 and $1,489.60 per $1,000 of notes and will be set at pricing.

Investors will receive par if the basket declines by 15% or less and will lose 1.1765% for every 1% that the basket declines beyond 15%.

Morgan Stanley & Co. LLC is the agent.

The Cusip is 61768D6C4.

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