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Published on 5/26/2015 in the Prospect News Structured Products Daily.

New Issue: Morgan Stanley prices $6.1 million leveraged buffered notes linked to MSCI EAFE

By Susanna Moon

Chicago, May 26 – Morgan Stanley priced $6.1 million of 0% leveraged buffered notes due Dec. 23, 2016 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.5 times any index gain, up to a maximum payment of $1,168.75 per $1,000 principal amount.

Investors will receive par if the index falls by up to 10% and will lose 1.1111% for every 1% decline beyond 10%.

Morgan Stanley & Co. LLC is the underwriter.

Issuer:Morgan Stanley
Issue:Leveraged buffered notes
Underlying index:MSCI EAFE
Amount:$6,095,000
Maturity:Dec. 23, 2016
Coupon:0%
Price:Par
Payout at maturity:Par plus 150% of any index gain, capped at 16.875%; par if index declines by 10% or less; 1.1111% loss for every 1% drop beyond 10%
Initial level:1,938.40
Barrier level:1,744.56, 90% of initial level
Pricing date:May 20
Settlement date:May 28
Underwriter:Morgan Stanley & Co. LLC
Fees:None
Cusip:61761JZG7

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