Multi-Strategy Benchmark Family Statement

This document is a Benchmark Statement for the Multi-Strategy Benchmark Family developed by Morgan Stanley & Co. International Plc (MSIP). It outlines the benchmarks that MSIP calculates and publishes, which are classified as Non-Significant Benchmarks under Regulation (EU) 2016/1011. The benchmarks serve as indices for various financial products and may include equity, currency, interest rate, credit, and commodity instruments. The document details the methodology used for creating these benchmarks, including the rationale behind their design and the procedures for their review and approval. It also addresses the input data used for the benchmarks, which is primarily publicly observable or readily available. Limitations of the benchmarks are discussed, including factors that could affect their reliability and the procedures for managing changes or cessations. Additionally, it mentions the consideration of Environmental, Social, and Governance (ESG) factors, indicating that the benchmarks do not pursue ESG objectives.