Morgan Stanley plans capped leveraged buffered notes on index basket

By Marisa Wong

Morgantown, W.Va., Nov. 14 – Morgan Stanley Finance LLC plans to price 0% capped leveraged buffered notes due in 24 to 27 months linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be guaranteed by Morgan Stanley.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Tokyo Stock Price index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 130% of any basket gain, up to a maximum settlement amount of $1,238.42 to $1,280.28 for each $1,000 principal amount of notes. The exact cap will be set at pricing.

Investors will receive par if the basket falls by up to 15% and will lose 1.1765% for each 1% decline beyond 15%.

Morgan Stanley is the agent.

The Cusip number is 61768CBY2.

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