Morgan Stanley plans 0% buffered jump notes linked to indexes, funds

By Susanna Moon

Chicago, Sept. 1 - Morgan Stanley plans to price 0% buffered jump securities due September 2014 linked to two indexes and two exchange-traded funds, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index and the Russell 2000 index, each with a 30% weight, and the iShares MSCI Emerging Markets index fund and the iShares MSCI EAFE index fund, each with a 20% weight.

If the basket gains, the payout at maturity will be par plus the greater of the basket return and an upside payment of 28% to 31%, with the exact amount to be set at pricing.

Investors will receive par if the basket falls by up to 20% and will be exposed to any decline beyond 20%.

Morgan Stanley & Co. LLC is the agent.

The notes will price and settle in September.

The Cusip number is 617482YB4.

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