In PhD programs where entering with a master's degree is not expected, then the best way I can think of to denote this status is to list your enrollment in a PhD program for a period of years and then list that you got a master's degree at the end. (Added: Forgive me for not mentioning this explicitly, but: of course you actually have to get a master's degree at the end in order to do this! What was left implicit is that this is a very common procedure for students who drop out in the middle of a PhD program. Often it is something that can be arranged with relatively little trouble.) This does not correspond to exactly what you asked for: you mentioned "completed all coursework", but in fact many PhD programs do not have much in the way of required coursework. I think it gives approximately the right spirit: i.e., you left in the middle of a PhD program, you were not almost finished in any sense, but there is a recognizable sense in which you completed some of the work.
If you entered your program with a master's degree, you could still list this if you've gotten a second master's degree (I have seen this happen). However if you were enrolled in a program which has a master's degree as a prerequisite, then I don't know what you can write: at least in my experience there is not a clearly defined level of "PhD coursework" separate from both master's coursework and exams and PhD-level exams.
I should also mention that in most non-academic walks of life, "attended a PhD program and didn't complete it" is about as fine a point as most others will naturally draw. There is usually little or no stigma in having left a PhD program.