FWP 1 c02643f2fwp.htm FREE WRITING PROSPECTUS fwp
 

 
Issuer Free Writing Prospectus
Filed Pursuant to Rule 433
Registration No. 333-110560
From: ABS SYNDICATE, MORGAN STANLEY At: 2/22 15:57
**PRICED** DCMT 06-1 $1.578bln
Lead: Morgan Stanley
Co’s: DB,RBC,ABN,Calyon,Scotia Capital
Exp
  Leg   PX
Cl
  Size   MDY/S&P/F   A/L   Final   Final   BM   Level   PX        
 
                                       
A1
  750.000   Aaa/AAA/AAA   2.96   2/17/2009   8/16/2011   1mL   +1   100.00        
A2
  750.000   Aaa/AAA/AAA   4.96   2/15/2011   8/16/2013   1mL   +5   100.00        
B1
  39.474   A2/A/A+   3.04   3/16/2009   8/16/2011   1mL   +15   100.00        
B2
  39.474   A2/A/A+   5.04   3/15/2011   8/16/2013   1mL   +21   100.00        
**Settle: 2/28/2006
**Payment date the 15th of the month, beginning on Mar 15, 2006
IMPORTANT INFORMATION AND IRS CIRCULAR 230 NOTICE
This material has been prepared for information purposes to support the promotion or marketing of the transaction or matters addressed herein.
This is not a research report and was not prepared by the Morgan Stanley research department. It
was prepared by Morgan Stanley sales, trading, banking or other non-research personnel. This material was not intended or written to be used, and it cannot be used by any taxpayer, for the purpose of avoiding penalties that may be imposed on the taxpayer under U.S. federal tax laws. Each taxpayer should seek advice based on the taxpayer’s particular circumstances from an independent tax advisor.
Past performance is not necessarily a guide to future performance.
Please see additional important information and qualifications at the end of this material.
STATEMENT REGARDING THIS FREE WRITING PROSPECTUS
The depositor has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and other documents the depositor has filed with the SEC for more complete information about the depositor, issuing trust and this offering. You may get these documents for free by visiting EDGAR on the SEC web site at www.sec.gov.
Alternatively, the depositor or any underwriter or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling toll-free 1-866-718-1649.
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This material was prepared by sales, trading, banking or other non-research personnel of one of the following: Morgan Stanley & Co, Incorporated, Morgan Stanley & Co. International Limited, Morgan


 

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Options are not for everyone. Before purchasing or writing options, investors should understand the nature and extent of their rights and obligations and be aware of the risks involved, including the risks pertaining to the business and financial condition of the issuer and the security/instrument. A secondary market may not exist for these securities. For Morgan Stanley customers who are purchasing or writing exchange-traded options, please review the publication ‘Characteristics and Risks of Standardized Options,’ which is available from your account representative.
The value of and income from investments may vary because of changes in interest rates, foreign exchange rates, default rates, prepayment rates, securities/instruments prices, market indexes, operational or financial conditions of companies or other factors. There may be time limitations on the exercise of options or other rights in securities/instruments transactions.
Past performance is not necessarily a guide to future performance. Estimates of future performance are based on assumptions that may not be realized. Actual events may differ from those assumed

 


 

and changes to any assumptions may have a material impact on any projections or estimates. Other events not taken into account may occur and may significantly affect the projections or estimates. Certain assumptions may have been made for modeling purposes only to simplify the presentation and/or calculation of any projections or estimates, and Morgan Stanley does not represent that any such assumptions will reflect actual future events. Accordingly, there can be no assurance that estimated returns or projections will be realized or that actual returns or performance results will not materially differ from those estimated herein. Some of the information contained in this document may be aggregated data of transactions in securities or other financial instruments executed by Morgan Stanley that has been compiled so as not to identify the underlying transactions of any particular customer.
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