New Issue: Morgan Stanley sells $1.38 million leveraged buffered notes on index basket

By Sarah Lizee

Olympia, Wash., June 19 – Morgan Stanley Finance LLC priced $1.38 million of 0% leveraged buffered notes due June 21, 2021 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 36% weight, the Tokyo Stock Price index with a 27% weight, the FTSE 100 index with a 19% weight, the Swiss Market index with a 10% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 174.5% of any basket gain.

Investors will receive par if the basket declines by 10% or less and will lose 1.1111% for every 1% that it declines beyond 10%.

Morgan Stanley & Co. LLC is the agent.

Issuer:	Morgan Stanley Finance LLC
Guarantor:	Morgan Stanley
Issue:	Leveraged buffered notes
Underlying basket:	Euro Stoxx 50 (36% weight), Tokyo Stock Price (27% weight), FTSE 100 (19% weight), Swiss Market (10% weight) and S&P/ASX 200 (8% weight)
Amount:	$1.38 million
Maturity:	June 21, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 174.5% of any basket gain; par if basket falls by up to 10%; 1.1111% loss for every 1% drop beyond 10%
Initial levels:	3,383.21 for Stoxx, 1,539.74 for Topix, 7,357.31 for FTSE, 9,851.57 for Swiss and 6,530.913 for S&P/ASX
Pricing date:	June 17
Settlement date:	June 24
Agent:	Morgan Stanley & Co. LLC
Fees:	2%
Cusip:	61769HFV2

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