New issue: Morgan Stanley prices $4.69 million enhanced buffered jump notes tied to funds, indexes

By Susanna Moon

Chicago, Feb. 1 - Morgan Stanley priced $4.69 million of 0% enhanced buffered jump securities due Feb. 6, 2017 linked to a basket of indexes and funds, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 40% weight, the Russell 2000 index with a 20% weight, the iShares MSCI EAFE index fund with a 20% weight, the iShares MSCI Emerging Markets index fund with a 10% weight and the iShares FTSE China 25 index fund with a 10% weight.

If the basket finishes above the 85% trigger level, the payout at maturity will be par plus the greater of any gain and the fixed percentage of 14.38%.

Otherwise, investors will be exposed to any losses.

Morgan Stanley & Co. LLC is the agent.

Issuer:	Morgan Stanley
Issue:	Enhanced buffered jump securities
Underlying basket:	S&P 500 index (40% weight), the Russell 2000 index (20% weight), the iShares MSCI EAFE index fund (20% weight), the iShares MSCI Emerging Markets index fund (10% weight) and the iShares FTSE China 25 index fund (10% weight)
Amount:	$4,685,620
Maturity:	Feb. 6, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket finishes above trigger level, par plus return floor of 14.38%; otherwise, full exposure to losses
Initial levels:	1,501.96 for S&P, 896.91 for Russell, $59.20 for EAFE fund, $44.13 for EM fund and $41.60 for FTSE China
Downside threshold level:	85% of initial level
Pricing date:	Jan. 30
Settlement date:	Feb. 4
Agent:	Morgan Stanley & Co. LLC
Fees:	3%
Cusip:	61761M359

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