Morgan Stanley plans trigger jump notes tied to S&P 500, Euro Stoxx

By Jennifer Chiou

New York, Sept. 15 – Morgan Stanley plans to price 0% trigger jump securities due October 2017 linked to the worst performing of the S&P 500 index and the Euro Stoxx 50 index, according to an FWP with the Securities and Exchange Commission.

If each index finishes at or above its initial level, the payout at maturity will be par of $10 plus the greater of the return of the worst-performing index and 32.5%.

If either index finishes below its initial level but each index finishes at or above its downside threshold level, 75% of its initial level, the payout will be par.

If either index finishes below its downside threshold level, investors will be fully exposed to the decline of the worst-performing index.

The notes (Cusip: 61764C101) are expected to price in September and settle in October.

Morgan Stanley & Co. LLC is the agent.

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