By Angela McDaniels
Tacoma, Wash., Sept. 29 - Morgan Stanley price $3 million of 0% market-linked notes due Sept. 30, 2016 linked to a hybrid basket, according to an FWP filing with the Securities and Exchange Commission.
The basket includes gold with a 40% weight and the S&P GSCI Agriculture Index - Excess Return, the S&P GSCI Livestock Index - Excess Return and the iShares MSCI Emerging Markets index fund, each with a 20% weight.
The payout at maturity will be par plus 80% of the basket return, subject to a floor of par.
Morgan Stanley & Co. Inc. is the agent.
| Issuer: | Morgan Stanley
|
| Issue: | Market-linked notes
|
| Underlying basket: | Gold (40% weight), S&P GSCI Agriculture Index - Excess Return (20% weight), S&P GSCI Livestock Index - Excess Return (20% weight) and iShares MSCI Emerging Markets index fund (20% weight)
|
| Amount: | $3 million
|
| Maturity: | Sept. 30, 2016
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus 80% of basket return; floor of par
|
| Initial levels: | $1,294 for gold; 65.6772 for agriculture index; 214.5050 for livestock index; $44.37 for ETF
|
| Pricing date: | Sept. 28
|
| Settlement date: | Sept. 30
|
| Agent: | Morgan Stanley & Co. Inc.
|
| Fees: | 2%
|
| Cusip: | 617482NM2
|
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