•••••••••••••• MORGAN STANLEY STRUCTURED INVESTMENTS •••••••••••••••••
July Structured Calendar
Type
Note
Note
Note
Note
Note
Note
Note
Note
Note
Mty
2ac3m
2ac3m
10nc1y
15yr
15yr
5yr
10yr
6yr
18m
Close
7/15
7/15
7/28
7/28
7/28
7/28
7/28
7/28
7/28
Structure
MS 11.75% Netflix Trigger Income.................
MS 10% Oil Trigger Income........................
MS Step-Up (8%/9%/10%) Trigger Income............
MS 7% (Fixed 4yr) RTY & SX5E Trigger Income......
MS 6.5% RTY & SX5E Trigger Income PLUS...........
MS S&P 500 Trigger Booster (100% Upside) ........
MS EuroStoxx Trigger Booster (200% Upside).......
MS DJIA Buffered Jump PLUS (NO CAP)..............
MS SPX PLUS Note.................................
Expected Pricing Dates: 7/15 & 7/28 (4PM)
......................................................................
Morgan Stanley 2ac3m
7/20/17
{61761JZZ5}
@ 98.50
Coupon: 11.75% Subject to Netflix Inc >/= 75% of intial (sets 7/15)
Principal Barrier: 75% on NFLX •Only Observed at Maturity•
••Autocallable qtrly after 3 months if NFLX is > initial.
••{NFLX Equity}
Monthly Obs & Pay
Morgan Stanley 2ac3m
7/15/15 trade
7/20/17
7/20/15 settle
{61762GEB6}
Call 10/20/15
@ 98.50
Coupon: 10.00% Subject to Oil >/= 75% of intial (sets 7/15)
Principal Barrier: 75% on SPGCCLP •Only Observed at Maturity•
••Autocallable qtrly after 3 months if SPGCCLP is > initial.
••{SPGCCLP Index}
Quartely Obs & Pay
7/15/15 trade
7/20/15 settle
Call 10/20/15
.........................................................................
Morgan Stanley 10nc1y 7/31/25
{61761JB99}
@ 97.00
8.00% for 4 years
9.00% for 4 years
10.0% for 2 years
Coupons subject to Russell 2000 & EuroStoxx 50 >/= 70%
Principal Barrier: 50% of initial (Only observed at maturity)
••DISCRETIONARY CALL quarterly after year 1.
••As long as RTY & SX5E are above 50% at mty, it will mature at par.
••If either RTY or SX5E is below 50% at mty, investor realizes full downside
Monthly Pay/Observation
Trade: 7/28/15
Settle: 7/31/15
Call: 7/31/16
...........................................................................
Morgan Stanley
7/31/30
{61761JB65}
@ 97.00
★7.00%
Fixed 4yrs (Regardless)
Then 7.00% subject to Russell 2000 & EuroStoxx 50 >/= 50%
Principal Barrier: 50% of initial (Only observed at maturity)
••Earn 28.00% in income before coupon becomes subject to RTY & SX5E.
••As long as RTY & SX5E are above 50% at mty, it will mature at par.
••If either RTY or SX5E is below 50% at mty, investor realizes full downside
Monthly Pay/Observation
Trade: 7/28/15
Settle: 7/31/15
Non-Callable
...........................................................................
Morgan Stanley
7/31/30
{61761JB73}
@ 97.00
Coupon: 6.50% subject to Russell 2000 & EuroStoxx 50 >/= 70%
Principal Barrier: 50% of initial (Only observed at maturity)
★Investor
receives 100% upside in the least perforer (NO CAP).
••If RTY is up 80% and SX5E is up 60% then note will mature at 160%.
••As long as RTY & SX5E are above 50% at mty, it will mature at par.
••If either RTY or SX5E is below 50% at mty, investor realizes full downside
Monthly Pay/Observation
Trade: 7/28/15
Settle: 7/31/15
Non-Callable
..............................................................................
MS S&P 500 Trigger Booster
Maturity:
Pricing:
Price:
Participation:
Cap:
Trigger:
Underlying:
Cusip:
•
•
•
•
If
If
If
If
SPX
SPX
SPX
SPX
is
is
is
is
July 31, 2020 (5yr)
July 28, 2015 (7/31 settle)
$97.00
100%
NO CAP
50% of initial strike (only observed at maturity)
S&P 500 {SPX index}
{61761JB57}
★
★
up 50%, the note will mature at 150%.
up 100%, the note will mature at 200%.
down 30%, the note will mature at 100%.
down 51%, the note will mature at 49%.
MS EuroStoxx Trigger Booster
Maturity:
Pricing:
Price:
Participation:
Cap:
Trigger:
Underlying:
Cusip:
•
•
•
•
If
If
If
If
SX5E
SX5E
SX5E
SX5E
is
is
is
is
July 31, 2025 (10yr)
July 28, 2015 (7/31 settle)
$97.00
200%
NO CAP
50% of initial strike (only observed at maturity)
EuroStoxx 50 {SX5E index}
{61761JB81}
★
★
up 50%, the note will mature at 200%.
up 100%, the note will mature at 300%.
down 30%, the note will mature at 100%.
down 51%, the note will mature at 49%.
MS DJIA Buffered Jump Plus
Maturity:
Pricing:
Price:
Jump:
Participation:
Buffer:
Underlying:
Cusip:
•
•
•
•
If
If
If
If
INDU
INDU
INDU
INDU
is
is
is
is
August 2, 2021 (6yr)
July 28, 2015 (7/31 settle)
$97.00
41-45% (set on 7/28)
100%
NO CAP
15% of initial strike (only observed at maturity)
Dow Jones Industrial Average {INDU Index}
{61761JC31}
★
★
up 10%, the note will mature between 141-145%.
up 51%, the note will mature at 151%.
down 10%, the note will mature at 100%.
down 30%, the note will mature at 85%.
MS SPX Plus Note
Maturity:
Pricing:
Price:
Max Return:
Lev Factor:
Downside:
Underlying:
Cusip:
•
•
•
•
If
If
If
If
SPX
SPX
SPX
SPX
is
is
is
is
January 31, 2017 (18 Month)
July 28, 2015 (7/31 settle)
$98.50
113%-115% (sets on 7/28)
300%
1;1 (no buffer)
S&P 500 {SPX Index}
{61761JC49}
up 3%, the note will mature at 109%.
up 10%, the note will mature between 113% and 115%.
down 10%, the note will mature at 90%.
down 30%, the note will mature at 70%.
For Broker/Dealer Use Only
Securities offered through National Securities Corporation, Inc (NSC). Member FINRA/SIPC
Investment Advisory Services offered through National Asset Management, Inc. (NAM)
Insurance Services offered through National Insurance Corporation. (NIC)
Tax advice offered through Gilman Ciocia, Inc. and not through NSC, NAM or NIC.
Gilman, NSC, NAM and NIC are affiliated entities
Securities and investments involve risk.
Certain tax and/or estate planning strategies may be used in an effort to reduce the overall
risk to one's portfolio.
However, risk related to securities and investment products can never be completely eliminated.
Client suitability is the responsibility of the Financial Advisor when offering or recommended
such products to their clients.
Morgan (Please review FINRA Rule 2111 for further details).
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