New Issue: Morgan Stanley prices $3.4 million capped leveraged buffered notes on index basket

By Wendy Van Sickle

Columbus, Ohio, Feb. 12 – Morgan Stanley Finance LLC priced $3.4 million of 0% capped leveraged buffered notes due Feb. 11, 2020 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are guaranteed by Morgan Stanley.

The basket includes 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 300% of any basket gain, subject to a maximum settlement amount of $1,622.50 per $1,000 of notes.

Investors will be fully exposed to any basket decline.

Morgan Stanley & Co. LLC is the agent.

Issuer:	Morgan Stanley Finance LLC
Guarantor:	Morgan Stanley
Issue:	Capped leveraged buffered notes
Underlying basket:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Tokyo Stock Price (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$3,396,000
Maturity:	Feb. 11, 2020
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	Par plus 300% of any basket gain, capped at 62.25%; exposure to any basket decline
Initial levels:	3,377.30 for Euro Stoxx, 7,170.69 for FTSE, 1,765.69 for Topix, 8,763.11 for Swiss Market and 5,890.699 for S&P/ASX
Pricing date:	Feb. 8
Settlement date:	Feb. 15
Agent:	Morgan Stanley & Co. LLC
Fees:	0%
Cusip:	61768CA49

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