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Published on 3/4/2015 in the Prospect News Structured Products Daily.

New Issue: Morgan Stanley prices $7.46 million trigger jump notes on Euro Stoxx 50

By Marisa Wong

Madison, Wis., March 4 – Morgan Stanley priced $7.46 million of 0% trigger jump securities due March 4, 2021 linked to the Euro Stoxx 50 index, according to an FWP filing with the Securities and Exchange Commission.

If index finishes above its initial level, the payout at maturity will be par plus the greater of the gain and the upside return of 47%.

Investors will receive par if the index falls by up to 40% and will be fully exposed to the index decline from its initial level if it falls by more than 40%.

Morgan Stanley & Co. LLC is the agent.

Issuer:Morgan Stanley
Issue:Trigger jump securities
Underlying index:Euro Stoxx 50
Amount:$7,462,790
Maturity:March 4, 2021
Coupon:0%
Price:Par of $10
Payout at maturity:If index gains, par plus greater of return and 47%; par if index falls by 40% or less; full exposure to losses from initial level if index finishes below downside threshold level
Initial index level:3,599.00
Downside threshold:2,159.40, 60% of initial level
Pricing date:Feb. 27
Settlement date:March 4
Agent:Morgan Stanley & Co. LLC
Fees:3.5%
Cusip:61764M851

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