Morgan Stanley plans leveraged buffered notes linked to index basket

By Susanna Moon

Chicago, May 29 – Morgan Stanley plans to price 0% leveraged buffered notes linked to a basket of indexes due December 2016 to March 2017, according to a 424B2 filing with the Securities and Exchange Commission.

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 1.4 times any basket gain, up to the maximum settlement amount of $1,154.00 to $1,180.60 per $1,000 principal amount.

Investors will receive par if the basket falls by up to 10% and will lose 1.1111% for every 1% decline beyond 10%.

The exact deal terms will be set at pricing.

Morgan Stanley & Co. LLC is the agent.

The notes will price in May and settle in June.

The Cusip number is 61761JZL6.

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