By Angela McDaniels
Tacoma, Wash., Feb. 24 - Morgan Stanley priced $8.5 million of 0% multi-asset allocation market-linked notes due Feb. 22, 2018 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.
The basket includes the Barclays Capital U.S. Aggregate Bond index, the Dow Jones - UBS Commodity index and the S&P 500 index. On Feb. 16, 2018, the index with the best return will be given a 55% weight in the basket, the index with the second-best return will be given a 25% weight and the basket with the worst return will be given a 20% weight.
The payout at maturity will be par of $10 plus the greater of the basket return and 6%.
Morgan Stanley & Co. Inc. is the agent.
| Issuer: | Morgan Stanley
|
| Issue: | Multi-asset allocation market-linked notes
|
| Underlying indexes: | Barclays Capital U.S. Aggregate Bond index, Dow Jones - UBS Commodity index and S&P 500 index
|
| Amount: | $8.5 million
|
| Maturity: | Feb. 22, 2018
|
| Coupon: | 0%
|
| Price: | Par of $10
|
| Payout at maturity: | Par plus greater of basket return and 6%; index with best return will be given 55% weight in basket, index with second-best return will be given 25% weight and basket with worst return will be given 20% weight
|
| Initial index levels: | 1,640.94 for bond index; 162.295 for commodity index; 1,315.44 for equity index
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| Pricing date: | Feb. 22
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| Settlement date: | Feb. 25
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| Agent: | Morgan Stanley & Co. Inc.
|
| Fees: | 2.25%
|
| Cusip: | 61760E309
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