New Issue: Morgan Stanley prices $10 million 0% notes linked to index basket

By Jennifer Chiou

New York, March 1 - Morgan Stanley priced $10 million of 0% capital-protected notes due Feb. 27, 2013 linked to a basket of five indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The underlying indexes include the Dow Jones Euro Stoxx with a 32.8% weight, FTSE 100 with a 25.9% weight, Topix with a 24.9% weight, Swiss Market with a 7.1% weight and S&P/ASX 200 with a 9.3% weight.

At maturity, investors will receive par plus 181% of the basket percentage gain, if any, calculated using the average of three determination dates: Feb. 24, 2012, Aug. 24, 2012 and Feb. 24, 2013.

Investors will not receive less than par.

Issuer:	Morgan Stanley
Issue:	Capital-protected medium-term series F notes
Underlying indexes:	Dow Jones Euro Stoxx (32.8% weight), FTSE 100 (25.9% weight), Topix (24.9% weight), Swiss Market (7.1% weight), S&P/ASX 200 (9.3% weight)
Amount:	$10 million
Maturity:	Feb. 27, 2013
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 181% of any gain on the basket, calculated using the average on the determination dates of Feb. 24, 2012, Aug. 24, 2012 and Feb. 24, 2013
Pricing date:	Feb. 17
Settlement date:	Feb. 27
Agent:	Morgan Stanley & Co. Inc.

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