New Issue: Morgan Stanley prices $1 million trigger jump securities linked to Russell, S&P

By Angela McDaniels

Tacoma, Wash., June 6 - Morgan Stanley priced $1 million of 0% trigger jump securities due Dec. 26, 2014 linked to the worst performing of the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index's final level is greater than or equal to its downside threshold, the payout at maturity will be par of $10 plus 13.65%. Each index's downside threshold is 80% of its initial level.

If the final level of either index is less than its downside threshold, investors will lose 1% for each 1% that the worst-performing index's final level is below its initial level.

Morgan Stanley & Co. LLC is the agent.

Issuer:	Morgan Stanley
Issue:	Trigger jump securities
Underlying indexes:	S&P 500 and Russell 2000
Amount:	$1 million
Maturity:	Dec. 26, 2014
Coupon:	0%
Price:	Par of $10
Payout at maturity:	If each index's final level is greater than or equal to downside threshold, par plus 13.65%; if final level of either index is less than downside threshold, 1% loss for each 1% that worst-performing index's final level is below initial level
Initial index levels:	1,640.42 for S&P 500 and 990.54 for Russell 2000
Downside thresholds:	1,312.336 for S&P 500 and 792.424 for Russell 2000; 80% of initial levels
Pricing date:	June 4
Settlement date:	June 7
Agent:	Morgan Stanley & Co. LLC
Fees:	0.35%
Cusip:	61762E570

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