Under what title should I list my graduate program on my CV?
You're applying for a PhD and you're on an MSc program (at least, the MSc part of a PhD program), so list your MSc program on your CV. (We could quibble over details, but MSc will be easily understood by all, whereas your precise situation seems overly complicated and possibly country specific.) 

Write the expected completion date (for the MSc), because the reader of your CV wants to know when you're available to start a PhD.