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Recent items, highlighted in orange, are $4.00 each. All others are $1.00 each.


Click on the deal summary to see the full details.

Morgan Stanley 5.5% initially, stepping up to 5.55% on Feb. 28, 2038; payable semiannually due 2/28/2039

Morgan Stanley Federal Funds effective rate plus 17 bps with floor of 0.1%, payable quarterly due 4/1/2025

Morgan Stanley 4.4%, stepping up to 4.7% on Jan. 31, 2027; payable semiannually due 1/31/2029

Morgan Stanley one-year U.S. dollar SOFR ICE swap rate plus 80 bps with floor of 0.1%, payable monthly due 2/24/2025

Morgan Stanley 5% annual rate until Jan. 12, 2029, then SOFR plus 115 bps, subject to a floor of 2% and a cap of 6%; payable quarterly due 1/12/2034

Morgan Stanley 4.2%, stepping up to 4.7% on Jan. 8, 2025; payable semiannually due 1/8/2026

Morgan Stanley 4.3%, stepping up to 4.5% on Jan. 8, 2026 and to 4.75% on Jan. 8, 2028; payable semiannually due 1/8/2029

Morgan Stanley 4.6%, stepping up to 4.7% on Jan. 6, 2028 and to 4.8% on Jan. 6, 2031; payable semiannually due 1/6/2034

Morgan Stanley 6% annual rate until Dec. 8, 2026, then SOFR plus 150 bps, subject to a floor of 2% and a cap of 7%; payable quarterly due 12/8/2033

Morgan Stanley 5.5% initially, stepping up to 5.9% on May 30, 2029; payable semiannually due 11/24/2030

Morgan Stanley 5.5% initially, stepping up to 5.9% on May 30, 2029; payable semiannually due 5/30/2030

Morgan Stanley 7% a year for first year, then year-over-year change in index plus 70 bps, subject to minimum of zero and maximum of 7%; payable monthly due 4/26/2030

Morgan Stanley 5.25% annual rate until March 27, 2024, after that SOFR plus 100 bps, subject to a 0.1% interest rate floor; payable quarterly due 3/27/2026

Morgan Stanley 6% annual rate until Sept. 27, 2023, after that SOFR plus 50 bps, subject to a 0.1% interest rate floor; payable quarterly due 3/27/2025

Morgan Stanley 6% initially; beginning March 10, 2024, equal to two-year U.S. dollar SOFR ICE swap rate plus 90 bps, subject to a 0.1% floor; payable monthly due 3/10/2026

Morgan Stanley 6% for first six months, then one-year U.S. dollar SOFR ICE swap rate plus 29 bps, reset monthly and subject to 0.1% floor; payable monthly due 4/9/2024

Morgan Stanley 5.5% initially; beginning Aug. 27, 2023, equal to five-year U.S. dollar SOFR ICE swap rate plus 100 bps, subject to a 0.1% floor; payable monthly due 2/27/2025

Morgan Stanley 6% for first four months, then one-year U.S. dollar SOFR ICE swap rate plus 16 bps, reset monthly and subject to 0.1% floor; payable monthly due 3/4/2024

Morgan Stanley 7.4% for first year, then SOFR plus 100 bps, reset quarterly and subject to a 8% ceiling and a 0.1% floor; payable quarterly due 12/6/2027

Morgan Stanley 8.05% for first two years, then SOFR plus 100 bps, reset quarterly and subject to a 8% ceiling and a 0.1% floor; payable quarterly due 11/16/2029

Morgan Stanley 8.5% for first year, then SOFR plus 40 bps, reset quarterly and subject to a 8.5% ceiling and a 0.1% floor; payable quarterly due 11/15/2029

Morgan Stanley two-year dollar SOFR ICE rate, subject to floor of 4%, reset quarterly; payable quarterly due 10/31/2025

Morgan Stanley 5% annual rate until Oct. 10, 2023, SOFR plus 100 bps, subject to a floor of 0% and a cap of 7%; payable quarterly due 10/10/2025

Morgan Stanley 4.25% annual rate until Oct. 12, 2023, after that SOFR plus 75 bps, subject to a floor of 0% and a cap of 6%; payable quarterly due 4/12/2024

Morgan Stanley 3.75% annual rate until Sept. 28, 2023, SOFR plus 25 bps, subject to a floor of 0% and a cap of 5%; payable quarterly due 3/28/2024

Morgan Stanley 4.5% annual rate until Sept. 29, 2023, after that SOFR plus 75 bps, subject to a floor of 0% and a cap of 6%; payable quarterly due 9/29/2025

Morgan Stanley Initially 5%; beginning July 29, 2023, SOFR plus 100 bps, subject to minimum interest rate of zero and maximum interest rate of 7% per year; payable quarterly due 7/29/2027

Morgan Stanley 5% for the first year; beginning July 29, 2023, the year-over-year change in the index, subject to a minimum of zero and a maximum of 10% per year; payable monthly due 7/29/2027

Morgan Stanley SOFR, subject to floor of 3% and cap of 4.25% per year, payable quarterly due 6/27/2025

Morgan Stanley 4% for first year, then year-over-year change in CPI with floor of 0% and cap of 7% per annum, payable monthly due 5/27/2027

Morgan Stanley 5% for first year, then year-over-year change in CPI with floor of 0%, payable monthly due 5/20/2032

Morgan Stanley 4% initially; beginning April 29, 2023, equal to five-year U.S. dollar SOFR ICE swap rate plus 50 bps, subject to a 0.1% floor; payable monthly due 4/29/2027

Morgan Stanley 7% for first year, then year-over-year change in CPI with floor of 0% and cap of 7%, payable monthly due 4/28/2032

Morgan Stanley 3.5% for first year, then five-year U.S. dollar SOFR ICE swap rate plus 60 bps, reset quarterly and subject to a floor of 0.05%; payable quarterly due 3/31/2027

Morgan Stanley 10-year U.S. dollar SOFR ICE swap rate plus 75 bps with floor of 0.1%, payable quarterly due 3/18/2027

Morgan Stanley 2% initially; beginning Feb. 28, 2023, equal to five-year U.S. dollar SOFR ICE swap rate plus 20 bps, subject to a 0.05% floor; payable monthly due 2/28/2027

Morgan Stanley 2% initially; beginning Feb. 11, 2023, equal to five-year U.S. dollar SOFR ICE swap rate plus 90 bps, subject to a 0% floor and a 5% cap; payable monthly due 2/11/2032

Morgan Stanley 2.5% initially; beginning Feb. 11, 2024, equal to five-year U.S. dollar SOFR ICE swap rate plus 83 bps, subject to a 0% floor and a 5% cap; payable monthly due 2/11/2032

Morgan Stanley SOFR plus 73 bps with floor of 0.1%, payable monthly due 2/11/2027

Morgan Stanley Initially 2.5%; beginning Nov. 30, 2022, SOFR plus 50 bps, subject to minimum interest rate of zero and maximum interest rate of 4% per year; payable quarterly due 5/30/2029

Morgan Stanley 2% initially; beginning Oct. 22, 2022, equal to SOFR plus 50 bps, subject to a 0% floor and a 4% cap; payable monthly due 4/22/2029

Morgan Stanley 2% initially; beginning Aug. 26, 2022, equal to SOFR plus 50 bps, subject to a 0% floor and a 4% cap; payable monthly due 2/26/2029

Morgan Stanley amount in cash determined according to any cash distributions made by the MLPs in the index, reduced by the accrued tracking fee; payable quarterly due 3/21/2031

Morgan Stanley 4% initially; beginning June 19, 2021, equal to the year-over-year change in the index, subject to a 0% floor; payable monthly due 6/19/2030

Morgan Stanley 3% initially; beginning May 28, 2021, equal to the year-over-year change in the index plus 50 bps, subject to a 0% floor; payable monthly due 5/28/2030

Morgan Stanley 2.25% initially, stepping up to 2.5% on May 8, 2025 and 3% on May 8, 2028; payable semiannually due 5/8/2030

Morgan Stanley 2.5% initially, stepping up to 3% on April 20, 2024; payable semiannually due 4/20/2027

Morgan Stanley 2.75% initially, stepping up to 3% on Jan. 31, 2025; payable semiannually due 1/31/2030

Morgan Stanley 2.5% initially, stepping up to 2.75% on Jan.31, 2025 and to 3.25% on Jan. 31, 2027; payable semiannually due 1/31/2027

Morgan Stanley 0.00% due 12/15/2021

Morgan Stanley 0.00% due 11/29/2024

Morgan Stanley 3% in years one through 10, 3.5% in years 11 through 15 and 4.25% in years 16 through 20; payable semiannually due 11/26/2039

Morgan Stanley 2.5% in years one through four, 2.6% in years five and six, 2.75% in year seven and 3.25% in year eight; payable semiannually due 5/26/2027

Morgan Stanley 3% initially, stepping up to 3.5% on Oct. 17, 2039 and to 4% on Oct. 17, 2037; payable semiannually due 10/17/2039

Morgan Stanley 2.25% per year for one year; beginning Sept. 27, 2020, weighted average of reference rate plus 25 bps, subject to minimum interest rate of 0.1% per year; weighted average is sum of reference rates for each calendar day in applicable interest payment period divided by total number of calendar days in that period; payable monthly due 3/27/2023

Morgan Stanley 3% per year for the first year; after that, it will be the weighted average of the reference rate plus 50 bps, subject to a minimum interest rate of 0.1% per year; payable monthly due 8/30/2024

Morgan Stanley 2.25% initially; beginning in Aug. 23, 2020, 10-year U.S. dollar ICE swap rate, with a minimum interest rate of 0.1%, payable quarterly due 8/23/2021

Morgan Stanley 9.40% due 3/11/2022

Morgan Stanley Year-over-year change in index plus 120 bps, subject to minimum of zero; payable monthly due 2/28/2020

Morgan Stanley 5.5% initially; beginning in Feb. 25, 2021, 10-year U.S. dollar ICE swap rate, with a minimum interest rate of 0.1%, payable quarterly due 2/25/2029

Morgan Stanley 5.5% per year for two years; beginning Feb. 8, 2021, 10-year U.S. dollar ICE swap rate plus 15 bps, subject to minimum rate of 0.1% per year; payable quarter due 2/8/2029

Morgan Stanley 0.00% due 2/9/2026

Morgan Stanley Year-over-year change in index plus 100 bps, subject to minimum of zero; payable monthly due 7/31/2020

Morgan Stanley 3% per year for first year and 3.5% per year for final six months; payable quarterly due 7/31/2020

Morgan Stanley Year-over-year change in CPI plus 125 bps, payable monthly due 7/29/2020

Morgan Stanley 4.25% initially; beginning in Dec. 4, 2020, 10-year U.S. dollar ICE swap rate plus 10 bps, with a minimum interest rate of 0.1%, payable quarterly due 11/28/2028

Morgan Stanley Annual percentage change in the index plus 85 bps, subject to 0% floor; payable monthly due 12/4/2020

Morgan Stanley Year-over-year change in CPI plus 80 bps, payable monthly due 11/30/2020

Morgan Stanley 5% initially; beginning in Nov. 28, 2021, 10-year U.S. dollar ICE swap rate plus 15 bps, with a minimum interest rate of 0.1%, payable quarterly due 11/28/2028

Morgan Stanley 3% initially; beginning Nov. 16, 2019, 10-year U.S. dollar ICE swap rate plus 7.5 bps, with a minimum interest rate of 0.1%, payable quarterly due 11/16/2021

Morgan Stanley Year-over-year change in CPI plus 135 bps, payable monthly due 11/16/2023

Morgan Stanley Year-over-year change in CPI plus 60 bps, payable monthly due 10/19/2020

Morgan Stanley Change in CPI plus 112 bps, payable monthly due 9/28/2023

Morgan Stanley 5% initially; beginning in September 2020, 10-year U.S. dollar ICE swap rate plus 37 bps, floor of 0.1%, payable quarterly due 9/23/2033

Morgan Stanley Year-over-year change in CPI plus 160 bps, payable monthly due 9/26/2028

Morgan Stanley 4% initially, stepping up to 5% on Sept. 19, 2023 and to 6% on Sept. 19, 2030; payable semiannually due 9/19/2033

Morgan Stanley Year-over-year change in CPI plus 67 bps, payable monthly due 9/19/2021

Morgan Stanley 2.75% initially, stepping up to 2.875% on March 5, 2019, to 3% on Sept. 5, 2019 and to 3.25% on March 5, 2020; payable quarterly due 3/5/2021

Morgan Stanley Year-over-year change in CPI plus 82 bps, floor of 0%, payable monthly due 8/30/2021

Morgan Stanley 2.875% initially, stepping up to 3.15% on Aug. 28, 2019; payable quarterly due 2/28/2020

Morgan Stanley 4.125% initially, stepping up to 4.75% on Aug. 27, 2024; payable semiannually due 8/27/2030

Morgan Stanley Year-over-year change in CPI plus 100 bps, payable monthly due 8/24/2023

Morgan Stanley 4.5% until July 31, 2019; after that, equal to the 10-year CMT rate, subject to a 0.25% floor; payable quarterly due 7/31/2023

Morgan Stanley 3% initially, stepping up to 3.25% on July 23, 2019 and to 3.5% on July 23, 2020; payable quarterly due 7/23/2021

Morgan Stanley 3.5% until July 3, 2019; after that, equal to the 10-year U.S. dollar ICE swap rate, subject to a 0.25% floor; payable quarterly due 7/3/2021

Morgan Stanley 4.5% until June 29, 2019; after that, equal to the 10-year U.S. dollar ICE swap rate, subject to a 0.25% floor; payable quarterly due 6/29/2023

Morgan Stanley 3% initially, stepping up to 3.15% on June 26, 2019; payable semiannually due 6/26/2020

Morgan Stanley 4% until June 29, 2020; after that, equal to the 10-year U.S. dollar ICE swap rate, subject to a 0.25% floor; payable quarterly due 6/29/2023

Morgan Stanley 4% initially, stepping up to 5% on June 6, 2023 and to 6% on June 6, 2028; payable semiannually due 6/6/2033

Morgan Stanley Equal to the 10-year U.S. dollar ICE swap rate plus 50 bps, subject to a minimum interest rate of 0.25%; payable quarterly due 5/23/2025

Morgan Stanley Equal to the year-over-year change in the Consumer Price Index plus 150 bps, subject to a 0% floor; payable monthly due 5/11/2028

Morgan Stanley 5% until May 3, 2020; after that, equal to the 10-year U.S. dollar ICE swap rate, subject to a minimum interest rate of 0.25%; payable quarterly due 5/3/2028

Morgan Stanley 0.00% due 5/5/2021

Morgan Stanley 3.5% initially; beginning March 22, 2019, equal to the year-over-year change in the index plus 100 bps, subject to a 0% floor; payable monthly due 3/22/2028

Morgan Stanley Equal to the year-over-year change in the Consumer Price index plus 100 bps, subject to a 0% floor; payable monthly due 3/2/2028

Morgan Stanley 9.24% per year if each index closes at or above coupon barrier level on monthly determination date; Coupon barrier levels: 2,744.128 for Stoxx, 2,161.128.76 for S&P 500 and 1,225.469 for Russell 2000; 80% of initial levels due 2/25/2021

Morgan Stanley 4.15% initially; from Jan. 31, 2020, 10-Year U.S. dollar ICE swap rate, subject to 0.25% floor; payable quarterly due 1/31/2028

Morgan Stanley 4% for first year; after that, three-month Libor plus 31 basis points, with a floor of 0.25%; payable quarterly due 1/16/2028

Morgan Stanley 5.15% due 7/10/2019

Morgan Stanley 0.000% due 4/30/2020

Morgan Stanley 0.000% due 4/30/2020

Morgan Stanley 0.000% due 3/21/2031

Morgan Stanley 0.000% due 3/31/2020

Morgan Stanley 0.00% due 11/8/2022

Morgan Stanley 5% for first year; after that, three-month Libor plus 102 basis points, with a floor of zero and capped at 6%; payable quarterly due 10/17/2027

Morgan Stanley 3% initially, stepping up to 4% on Sept. 28, 2024, to 5.5% on Sept. 28, 2027 and to 7% on Sept. 28, 2028; payable semiannually due 9/28/2029

Morgan Stanley 4% initially, stepping up to 4.125% on Sept. 29, 2027 and to 4.5% on Sept. 29, 2032; payable semiannually due 9/29/2037

Morgan Stanley 3.85% for first three years, 10-year U.S. Dollar ICE swap rate with a floor of zero: payable quarterly due 9/29/2027

Morgan Stanley 0.00% due 10/4/2018

Morgan Stanley 0.00% due 12/5/2018

Morgan Stanley 0.00% due 9/3/2020

Morgan Stanley 0.00% due 11/5/2018

Morgan Stanley 3.8% for first three years, 10-year U.S. Dollar ICE swap rate with a floor of zero: payable quarterly due 8/27/2027

Morgan Stanley 3% initially, stepping up to 4% on July 28, 2023, to 5% on July 28, 2025 and to 7% on July 28, 2026; payable semiannually due 7/28/2027

Morgan Stanley 0.00% due 10/3/2018

Morgan Stanley 0.00% due 10/3/2018

Morgan Stanley 3% initially, stepping up to 4% on June 30, 2024 and to 6% on June 30, 2026; payable semiannually due 6/30/2027

Morgan Stanley 2% for first year; after that, three-month Libor plus 75 basis points, with a floor of zero and capped at 4%; payable quarterly due 6/29/2020

Morgan Stanley 5.11% due 11/13/2018

Morgan Stanley 4.05% for first three years, 10-year U.S. Dollar ICE swap rate with a floor of zero: payable quarterly due 5/30/2027

Morgan Stanley 4.25% for first three years, 10-year U.S. Dollar ICE swap rate with a floor of zero: payable quarterly due 5/30/2027

Morgan Stanley 0.00% due 5/1/2018

Morgan Stanley 0.00% due 8/3/2018

Morgan Stanley 0.00% due 8/3/2018

Morgan Stanley 0.00% due 9/26/2018

Morgan Stanley 3.25% for the first two years; after that, three-month Libor plus 125 basis points, with a floor of zero and capped at 6.5%; payable quarterly due 3/20/2027

Morgan Stanley 3.5% initially, stepping up to 4% on March 24, 2022 and to 5% on March 24, 2027; payable semiannually due 3/24/2032

Morgan Stanley 4.05% for first three years, 10-year U.S. Dollar ICE swap rate with a floor of zero: payable quarterly due 3/31/2027

Morgan Stanley 0.00% due 7/5/2018

Morgan Stanley 4% for the first two years; after that, three-month Libor plus 110 basis points, with a floor of zero and capped at 5%; payable quarterly due 3/20/2027

Morgan Stanley 0.00% due 6/5/2018

Morgan Stanley 0.00% due 3/29/2018

Morgan Stanley 0.00% due 6/5/2018

Morgan Stanley 0.00% due 8/29/2018

Morgan Stanley 4% for the first two years; after that, 10-year U.S. dollar ICE swap rate, with a floor of zero; payable quarterly due 2/21/2027

Morgan Stanley 4.5% for first three years, then 10-year ICE swap rate, up to a maximum rate of 7% a year and with a floor of zero; payable quarterly due 2/24/2027

Morgan Stanley 0.00% due 8/3/2018

Morgan Stanley 0.00% due 8/2/2018

Morgan Stanley 7.00% due 8/1/2018

Morgan Stanley 3.5% initially; beginning Jan. 30, 2020, Libor plus 125 bps, capped at 6%; payable quarterly due 1/30/2027

Morgan Stanley 10.05% per year, payable quarterly if Celgene shares close at or above downside threshold level on determination date for that quarter due 12/27/2019

Morgan Stanley 14.82% per year, payable quarterly if Under Armour shares close at or above downside threshold level on determination date for that quarter due 12/20/2018

Morgan Stanley 0.00% due 12/19/2018

Morgan Stanley 0.00% due 12/19/2018

Morgan Stanley 0.00% due 6/19/2019

Morgan Stanley 6.80% due 6/11/2018

Morgan Stanley 5.60% due 5/7/2018

Morgan Stanley 0.00% due 11/30/2018

Morgan Stanley 0% for quarter if Under Armour stock closes at or above downside threshold level on determination date for that quarter due 11/30/2018

Morgan Stanley 0.00% due 11/28/2018

Morgan Stanley 0.00% due 12/5/2018

Morgan Stanley 9% per year, payable quarterly if ETF's shares close at or above downside threshold level on determination date for that quarter due 11/18/2019

Morgan Stanley 9.6% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 11/17/2017

Morgan Stanley 0.00% due 10/4/2018

Morgan Stanley 0.00% due 12/6/2018

Morgan Stanley 5.13% due 3/7/2018

Morgan Stanley 0.00% due 11/5/2018

Morgan Stanley 0.00% due 2/5/2018

Morgan Stanley 11.25% per year, payable quarterly if ETF's shares close at or above downside threshold level on determination date for that quarter due 10/27/2017

Morgan Stanley 0.00% due 11/5/2018

Morgan Stanley 0.00% due 10/19/2020

Morgan Stanley 5.50% due 10/16/2018

Morgan Stanley 8% per year, payable quarterly if JPMorgan shares close at or above downside threshold level on determination date for that quarter due 10/11/2018

Morgan Stanley 0.00% due 4/8/2019

Morgan Stanley 0.00% due 10/5/2018

Morgan Stanley 0.00% due 1/3/2018

Morgan Stanley 12.25% per year, payable quarterly if reference rate closes at or strike rate on determination date for that quarter due 9/30/2018

Morgan Stanley 12.5%, payable quarterly if ETF closes at or above downside threshold level on determination date for that quarter due 10/3/2019

Morgan Stanley 12% per year, payable quarterly if Tesla shares close at or above downside threshold level on determination date for that quarter due 9/28/2018

Morgan Stanley 3.75% for the first three years; after that, 10-year dollar ICE swap rate; payable quarterly; floor of zero due 9/30/2026

Morgan Stanley 0.00% due 10/12/2017

Morgan Stanley 0.00% due 9/21/2020

Morgan Stanley 10.85% per year, payable quarterly if BofA shares close at or above downside threshold level on determination date for that quarter due 9/21/2018

Morgan Stanley 14.9% per year, payable quarterly if EOG shares close at or above downside threshold level on determination date for that quarter due 9/19/2019

Morgan Stanley 14.9% per year, payable quarterly if Under Armour shares close at or above downside threshold level on determination date for that quarter due 9/21/2018

Morgan Stanley Libor, subject to 1.75% minimum interest rate and 5% maximum interest rate; payable quarterly due 9/30/2021

Morgan Stanley 0.00% due 9/6/2018

Morgan Stanley 0.00% due 2/22/2019

Morgan Stanley 16.1%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/18/2017

Morgan Stanley 0.00% due 8/3/2018

Morgan Stanley 17.2%, payable monthly if American Airlines stock closes at or above downside threshold level on determination date for that month due 2/2/2017

Morgan Stanley 0.00% due 8/3/2018

Morgan Stanley 0.00% due 7/31/2020

Morgan Stanley 0.00% due 7/31/2020

Morgan Stanley 16% a year, payable quarterly if each stock closes above downside threshold on observation date for that quarter due 7/31/2019

Morgan Stanley 0.00% due 8/28/2017

Morgan Stanley 0.00% due 8/3/2018

Morgan Stanley 10.05% per year, payable quarterly if ETF's shares close at or above downside threshold level on determination date for that quarter due 7/21/2017

Morgan Stanley 0.00% due 7/11/2018

Morgan Stanley 9.25% per year, payable quarterly if Citigroup shares close at or above downside threshold level on determination date for that quarter due 7/10/2017

Morgan Stanley 0.00% due 10/4/2017

Morgan Stanley 0.00% due 10/4/2017

Morgan Stanley 0.00% due 6/6/2018

Morgan Stanley Each quarter, notes pay contingent coupon at rate of 11.6% per year if ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger: $21.84, 75% of initial level due 6/29/2018

Morgan Stanley 0.00% due 1/29/2018

Morgan Stanley 0.00% due 6/28/2018

Morgan Stanley 0.00% due 3/27/2018

Morgan Stanley 0.00% due 9/21/2017

Morgan Stanley 0.00% due 10/4/2017

Morgan Stanley 0.00% due 12/6/2018

Morgan Stanley 0.00% due 12/5/2018

Morgan Stanley 0.00% due 12/5/2018

Morgan Stanley 0.00% due 6/5/2018

Morgan Stanley 0.00% due 8/11/2017

Morgan Stanley 0.00% due 11/30/2017

Morgan Stanley 0.00% due 6/19/2017

Morgan Stanley 0.00% due 12/5/2018

Morgan Stanley 0.00% due 6/5/2018

Morgan Stanley 0.00% due 6/5/2018

Morgan Stanley 0.00% due 9/6/2017

Morgan Stanley 0.00% due 5/11/2018

Morgan Stanley 0.00% due 7/9/2018

Morgan Stanley 0.00% due 6/9/2017

Morgan Stanley 0.00% due 11/5/2018

Morgan Stanley 0.00% due 8/3/2017

Morgan Stanley 0.00% due 5/30/2017

Morgan Stanley 0.00% due 3/13/2018

Morgan Stanley 0.00% due 3/29/2018

Morgan Stanley 0.00% due 10/3/2018

Morgan Stanley 0.00% due 7/6/2017

Morgan Stanley 0.00% due 10/5/2018

Morgan Stanley 10% per year, payable quarterly if index closes at or above downside threshold level on observation date for that quarter due 9/29/2017

Morgan Stanley 0.00% due 5/30/2017

Morgan Stanley 0.00% due 3/29/2018

Morgan Stanley 0.00% due 3/22/2018

Morgan Stanley 0.00% due 5/22/2018

Morgan Stanley 0.00% due 4/5/2017

Morgan Stanley 0.00% due 10/3/2018

Morgan Stanley 0.00% due 3/21/2018

Morgan Stanley 0.00% due 3/29/2018

Morgan Stanley 0.00% due 6/21/2017

Morgan Stanley 0.00% due 7/6/2017

Morgan Stanley 0.00% due 4/5/2018

Morgan Stanley 0.00% due 9/20/2017

Morgan Stanley 0.00% due 12/20/2017

Morgan Stanley 11.85% for quarter if United Continental stock closes at or above downside threshold level on determination date for that quarter due 3/17/2017

Morgan Stanley 7.15% per year, payable monthly if each index closes at or above coupon barrier level on determination date for that month; Buffer/barrier levels: 800.909 for Russell 2000 and 1,484.445 for S&P 500; 75% of initial levels due 9/11/2018

Morgan Stanley 0.00% due 3/8/2018

Morgan Stanley 5.15% due 3/9/2017

Morgan Stanley 5% if each index closes above barrier on observation date; payable quarterly; Barrier levels: 1,255.95 for S&P, 672.036 for Russell, 65% of initial levels due 3/3/2026

Morgan Stanley 0.00% due 3/5/2018

Morgan Stanley 0.00% due 3/9/2018

Morgan Stanley 0.00% due 9/2/2021

Morgan Stanley 0.00% due 9/1/2023

Morgan Stanley 0.00% due 6/2/2017

Morgan Stanley 0.00% due 9/4/2018

Morgan Stanley 0.00% due 3/3/2022

Morgan Stanley 0.00% due 4/4/2017

Morgan Stanley 10.25% per year for quarter if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 3/3/2017

Morgan Stanley 0.00% due 5/10/2018

Morgan Stanley 0.00% due 8/30/2017

Morgan Stanley 0.00% due 3/1/2018

Morgan Stanley 0.00% due 3/1/2018

Morgan Stanley 0.00% due 2/26/2021

Morgan Stanley 0.00% due 2/28/2020

Morgan Stanley 0.00% due 1/9/2018

Morgan Stanley Fixed 9.5% per year for first two years, payable quarterly; after that, 9.5% per year payable quarterly if each index closes at or above its initial level on respective quarterly determination date, plus any previous unpaid coupons due 2/28/2031

Morgan Stanley 7.25% for first five years, then 7.25% for each month that both indexes close at or above coupon barrier level, 50% of its initial level, on the observation date for that month due 2/28/2031

Morgan Stanley 10% for one year; after that, product of (a) 10 times the difference of 30-year CMS rate minus 2-year CMS rate and (b) number of days in interest period when index closes above 75% of initial level divided by total number of days in interest period, cap of 10%, floor of zero; payable monthly due 2/28/2031

Morgan Stanley 0.00% due 2/27/2026

Morgan Stanley 0.00% due 3/13/2018

Morgan Stanley 0.00% due 8/23/2017

Morgan Stanley 0.00% due 10/5/2017

Morgan Stanley 0.00% due 5/1/2018

Morgan Stanley 0.00% due 8/16/2017

Morgan Stanley 0.00% due 2/16/2018

Morgan Stanley 12.5% per year for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 2/21/2017

Morgan Stanley 0.00% due 2/15/2018

Morgan Stanley 0.00% due 8/16/2017

Morgan Stanley 0.00% due 5/17/2017

Morgan Stanley 0.00% due 5/17/2017

Morgan Stanley 0.00% due 2/16/2022

Morgan Stanley 8% per year for first five years, then 9% per year multiplied by proportion of days on which spread of 30-year CMS rate over two-year CMS rate is greater than or equal to zero and each index closes at or above index reference level; payable monthly; Index reference levels: 1,254.37 for S&P 500 and 664.35005 for Russell 2000; 65% of initial levels due 2/29/2036

Morgan Stanley 10% for first three years; after that, (a) 10 times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which each index closes at or above index reference level, subject to maximum rate of 10% per year; payable monthly and cannot be less than zero; Index reference levels: 1,157.88 for S&P 500 and 613.2462 for Russell 2000; 60% of initial levels due 2/29/2036

Morgan Stanley 0.00% due 2/8/2018

Morgan Stanley 0.00% due 2/8/2018

Morgan Stanley 0.00% due 2/24/2017

Morgan Stanley 13.1% for quarter if Delta Air stock closes at or above downside threshold level on determination date for that quarter due 2/13/2017

Morgan Stanley 0.00% due 2/9/2021

Morgan Stanley 0.00% due 7/10/2017

Morgan Stanley 0.00% due 3/9/2017

Morgan Stanley 0.00% due 3/9/2017

Morgan Stanley 0.00% due 5/8/2017

Morgan Stanley 0.00% due 2/7/2018

Morgan Stanley 0.00% due 2/1/2019

Morgan Stanley 0.00% due 8/1/2019

Morgan Stanley 0.00% due 2/1/2018

Morgan Stanley 0.00% due 2/1/2018

Morgan Stanley 0.00% due 2/3/2021

Morgan Stanley 0.00% due 2/3/2022

Morgan Stanley 0.00% due 2/1/2018

Morgan Stanley 0.00% due 3/29/2018

Morgan Stanley 0.00% due 8/3/2021

Morgan Stanley 0.00% due 5/3/2017

Morgan Stanley 0.00% due 8/3/2018

Morgan Stanley 0.00% due 2/1/2018

Morgan Stanley 0.00% due 2/1/2018

Morgan Stanley 0.00% due 1/30/2026

Morgan Stanley 0.00% due 1/29/2021

Morgan Stanley Payable monthly at 7.2% per annum for first five years; after that, monthly at an annual rate of 7.2% if each index closes at or above its barrier level on determination date for that month due 1/29/2031

Morgan Stanley 9% per year, payable monthly if each index closes at or above its downside threshold level on determination date for that month due 1/29/2031

Morgan Stanley 0.00% due 7/30/2018

Morgan Stanley 0.00% due 1/29/2026

Morgan Stanley 0.00% due 2/15/2017

Morgan Stanley 4.25% for first year; after that, 10-year CMS rate; payable quarterly due 1/28/2023

Morgan Stanley 10% for the first two years; after that 10 times the spread of the 30-year Constant Maturity Swap rate over the two-year CMS rate, up to a maximum rate of 10% per year, for each day that each index closes at or above its 60% reference level due 1/29/2031

Morgan Stanley 9% per year multiplied by proportion of days on which spread of 30-year CMS rate over two-year CMS rate is greater than or equal to zero and each index closes at or above index reference level; payable monthly; Index reference levels: 60% of initial levels due 1/29/2036

Morgan Stanley 0.00% due 4/25/2017

Morgan Stanley 0.00% due 4/25/2017

Morgan Stanley 0.00% due 1/27/2021

Morgan Stanley 0.00% due 1/14/2026

Morgan Stanley 11.75% per year, payable monthly if Netflix stock closes at or above downside threshold level on determination date for that month due 1/19/2018

Morgan Stanley 9.15% for quarter if Celgene stock closes at or above downside threshold level on determination date for that quarter due 12/31/2018

Morgan Stanley 10.15% for quarter if Delta Air stock closes at or above downside threshold level on determination date for that quarter due 1/17/2017

Morgan Stanley 18% for quarter if Netflix stock closes at or above downside threshold level on determination date for that quarter due 1/17/2017

Morgan Stanley 0.00% due 10/2/2020

Morgan Stanley 6.82% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier levels: 886.899 for Russell 2000 and 1,610.128 for S&P 500; 80% of initial levels due 12/31/2018

Morgan Stanley 0.00% due 1/10/2018

Morgan Stanley 0.00% due 12/6/2017

Morgan Stanley 0.00% due 1/4/2018

Morgan Stanley 0.00% due 1/4/2021

Morgan Stanley 0.00% due 7/1/2020

Morgan Stanley 9.3% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 12/28/2018

Morgan Stanley 9.5% per year for quarter if Facebook stock closes at or above downside threshold level on determination date for that quarter due 12/28/2018

Morgan Stanley 15.1% per year for quarter if LinkedIn stock closes at or above downside threshold level on determination date for that quarter due 12/28/2018

Morgan Stanley 10.15% per year for quarter if salesforce.com stock closes at or above downside threshold level on determination date for that quarter due 12/28/2018

Morgan Stanley 0.00% due 1/5/2018

Morgan Stanley 0.00% due 7/6/2021

Morgan Stanley 0.00% due 7/6/2023

Morgan Stanley 0.00% due 1/5/2023

Morgan Stanley 0.00% due 1/4/2019

Morgan Stanley 0.00% due 4/4/2017

Morgan Stanley 0.00% due 12/31/2018

Morgan Stanley 0.00% due 12/28/2021

Morgan Stanley 0.00% due 12/31/2020

Morgan Stanley 0.00% due 12/31/2025

Morgan Stanley 0.00% due 12/31/2018

Morgan Stanley 0.00% due 12/31/2025

Morgan Stanley 0.00% due 6/28/2017

Morgan Stanley Each month, notes pay coupon at rate of 5% per year if 10-year CMS rate is greater than or equal to reference rate strike, 80% of the initial rate, on determination date for that month due 12/23/2017

Morgan Stanley 11.35% per year, payable quarterly if Amazon shares close at or above downside threshold level on determination date for that quarter due 12/21/2018

Morgan Stanley 10.5% per year, payable monthly if Amazon shares close at or above downside threshold level on determination date for that month due 12/24/2018

Morgan Stanley 12.5% per year, payable monthly if Netflix shares close at or above downside threshold level on determination date for that month due 12/24/2018

Morgan Stanley 10% per year, payable monthly if Tesla shares close at or above downside threshold level on determination date for that month due 12/24/2018

Morgan Stanley 11.3% per year, payable quarterly if Valero shares close at or above downside threshold level on determination date for that quarter due 12/21/2018

Morgan Stanley 8.65% per year, payable quarterly if Disney shares close at or above downside threshold level on determination date for that quarter due 12/21/2018

Morgan Stanley In years one through five, 7%, payable monthly; in years six through 15, notes pay contingent coupon at rate of 7% per year if each index closes at or above barrier level on observation date for that month due 12/23/2030

Morgan Stanley 0.00% due 6/22/2017

Morgan Stanley 0.00% due 12/23/2020

Morgan Stanley 0.00% due 12/23/2020

Morgan Stanley 5.62% due 4/17/2017

Morgan Stanley 0.00% due 2/22/2018

Morgan Stanley 0.00% due 3/21/2017

Morgan Stanley 0.00% due 12/18/2023

Morgan Stanley 7.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 12/21/2018

Morgan Stanley 0.00% due 6/16/2017

Morgan Stanley 11.75% for quarter if American Airlines stock closes at or above downside threshold level on determination date for that quarter due 12/19/2016

Morgan Stanley 9.2% for quarter if Prudential Financial stock closes at or above downside threshold level on determination date for that quarter due 12/14/2018

Morgan Stanley 0.00% due 12/27/2018

Morgan Stanley 8% for first five years; after that, 9% per year multiplied by proportion of days on which spread of 30-year CMS rate over two-year CMS rate is greater than or equal to zero and each index closes at or above index reference level; payable monthly due 12/23/2035

Morgan Stanley 11.1% for quarter if Amazon.com stock closes at or above downside threshold level on determination date for that quarter due 12/7/2018

Morgan Stanley 10.1% for quarter if HCA Holdings stock closes at or above downside threshold level on determination date for that quarter due 12/7/2018

Morgan Stanley 12.1% for quarter if LinkedIn stock closes at or above downside threshold level on determination date for that quarter due 12/7/2018

Morgan Stanley 8% per year, payable quarterly if Bristol-Myers Squibb shares close at or above downside threshold level on determination date for that quarter due 12/7/2018

Morgan Stanley 8.9% per year, payable quarterly if Disney shares close at or above downside threshold level on determination date for that quarter due 12/7/2018

Morgan Stanley 0.00% due 12/7/2018

Morgan Stanley 0.00% due 12/7/2017

Morgan Stanley 0.00% due 12/5/2017

Morgan Stanley 13.2% per year, payable each quarter that Amazon stock closes at or above downside threshold level on determination date for that quarter due 12/5/2016

Morgan Stanley 10.4% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 12/5/2018

Morgan Stanley 7.5% annual rate for each month that both indexes close at or above coupon thresholds on the determination date for that month; Coupon barrier levels: 1,435.483 for S&P 500, 826.697 for Russell 2000; 69% of initial levels due 12/3/2025

Morgan Stanley 10.4% for each quarter that each index closes at or above coupon threshold on the determination date for that quarter; unpaid coupons will be paid in a subsequent quarter if each index closes at or above its initial level on the determination date in that subsequent quarter; Coupon threshold levels: 1,916.578 for S&P 500, 5,855.548 for FTSE 100, 3,230.317 for Stoxx 50; 92.125% of initial levels due 12/3/2020

Morgan Stanley 0.00% due 12/3/2021

Morgan Stanley 0.00% due 12/5/2018

Morgan Stanley 0.00% due 12/10/2020

Morgan Stanley 0.00% due 6/2/2023

Morgan Stanley 0.00% due 4/4/2017

Morgan Stanley 0.00% due 3/3/2017

Morgan Stanley 0.00% due 6/3/2020

Morgan Stanley 0.000% due 3/31/2020

Morgan Stanley 0.00% due 11/30/2020

Morgan Stanley 8.31% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier/trigger levels: 2,423.44 for Euro Stoxx, 1,462.21 for S&P; 70% of initial levels due 11/30/2018

Morgan Stanley 0.00% due 11/30/2020

Morgan Stanley 5.9% for each month that index closes at or above 80% coupon barrier level on the determination date for that month due 5/30/2023

Morgan Stanley 9.5% per year for each month that Apple stock closes at or above downside threshold level on determination date for that month due 11/30/2018

Morgan Stanley 13% per year, payable each month that Netflix stock closes at or above downside threshold level on determination date for that month due 11/30/2017

Morgan Stanley Contingent quarterly coupon at 9% per year if each index closes at or above its initial level on the determination date for that quarter due 11/29/2030

Morgan Stanley Fixed monthly coupons at 7% per year for first five years; then payable monthly at 7% per year if both indexes close at or above barrier levels on monthly determination date due 11/29/2030

Morgan Stanley 0.00% due 11/30/2018

Morgan Stanley 0.00% due 11/30/2020

Morgan Stanley 0.00% due 11/30/2020

Morgan Stanley 0.00% due 11/28/2025

Morgan Stanley 0.00% due 11/30/2020

Morgan Stanley 0.00% due 11/30/2020

Morgan Stanley 0.00% due 11/28/2025

Morgan Stanley 3.5% for first three years; after that, 10-year CMS rate; payable quarterly due 11/25/2025

Morgan Stanley 0.00% due 5/31/2017

Morgan Stanley 7.25% for each quarter that index closes at or above coupon barrier level on the determination date for that quarter; Coupon barrier: 75% of initial level due 11/18/2025

Morgan Stanley 8.15% per year for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 11/21/2016

Morgan Stanley 0.00% due 2/16/2017

Morgan Stanley 0.00% due 2/16/2017

Morgan Stanley 0.00% due 5/18/2017

Morgan Stanley 0.00% due 11/16/2018

Morgan Stanley 0.00% due 11/23/2016

Morgan Stanley 8.5% per year for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 11/9/2018

Morgan Stanley 3.55% for first three years; after that, 10-year CMS rate; payable quarterly due 11/10/2025

Morgan Stanley 0.00% due 11/9/2020

Morgan Stanley 6.8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 11/10/2020

Morgan Stanley 9% for first two years; after that, 9% per year multiplied by proportion of days on which spread of 30-year CMS rate over two-year CMS rate is greater than or equal to zero and each index closes at or above index reference level; payable monthly; Index reference levels: 1,357.941 for S&P 500, 772.7291 for Russell; 65% of initial levels due 11/30/2035

Morgan Stanley 10% for first four years; after that, (a) five times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which each index closes at or above its index reference level, subject to maximum rate of 10% per year; payable monthly and cannot be less than zero; Index reference levels: 1,462.398 for S&P 500, 832.1698 for Russell; 70% of initial levels due 10/30/2030

Morgan Stanley 16.1% per year, payable quarterly if fund closes at or above downside threshold level on observation date for that quarter due 11/7/2016

Morgan Stanley 0.00% due 11/4/2020

Morgan Stanley 0.00% due 11/2/2018

Morgan Stanley 0.00% due 11/2/2018

Morgan Stanley 10.5% for quarter if Delta Air stock closes at or above downside threshold level on determination date for that quarter due 11/7/2016

Morgan Stanley 0.00% due 11/4/2021

Morgan Stanley 0.00% due 11/4/2021

Morgan Stanley 0.00% due 5/5/2023

Morgan Stanley 0.00% due 2/2/2017

Morgan Stanley 0.00% due 5/4/2020

Morgan Stanley 0.00% due 11/4/2021

Morgan Stanley 0.00% due 10/31/2025

Morgan Stanley 0.00% due 10/30/2020

Morgan Stanley 0.00% due 10/30/2023

Morgan Stanley 9% annualized for one year; after that 9% for each quarter that each index closes at or above initial level on the determination date for that quarter due 10/30/2030

Morgan Stanley 10% per year, payable quarterly if index closes at or above downside threshold level on observation date for that quarter due 10/30/2017

Morgan Stanley 7% annualized for five years, payable monthly; after that 7% for each month that each index closes at or above barrier level on the determination date for that month due 10/30/2030

Morgan Stanley 0.00% due 10/31/2018

Morgan Stanley 1.5% initially; beginning Oct. 30, 2016, Libor plus 50 basis points, capped at 2.5% until Oct. 30, 2017 and capped at 3% after that; payable quarterly due 10/30/2018

Morgan Stanley 0.00% due 10/30/2020

Morgan Stanley 0.00% due 10/30/2025

Morgan Stanley 0.00% due 10/30/2020

Morgan Stanley 0.00% due 10/30/2020

Morgan Stanley 0.00% due 10/28/2020

Morgan Stanley 0.00% due 10/26/2018

Morgan Stanley 10.15% for quarter if Celgene stock closes at or above downside threshold level on determination date for that quarter due 10/26/2018

Morgan Stanley 18.5% for quarter if Netflix stock closes at or above downside threshold level on determination date for that quarter due 10/26/2018

Morgan Stanley 10% for first four years; after that, (a) five times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which each index closes at or above index reference level, subject to maximum rate of 10% per year; payable monthly and cannot be less than zero due 10/30/2030

Morgan Stanley 10% for first four years; after that, accrual at 5 times spread of 30-year CMS rate over two-year CMS rate for each day that each index closes at or above reference level, capped at 10% per year; payable monthly due 10/30/2030

Morgan Stanley Amount equal to sum of weighted basket component performances of basket stocks, subject to minimum of zero; if a stock's return is positive or flat, its basket component performance will be 9.3%; otherwise, its basket component performance will be greater of its return and negative 10% due 10/27/2022

Morgan Stanley 0.00% due 10/24/2019

Morgan Stanley 0.00% due 4/30/2018

Morgan Stanley 7.65% per year, payable quarter if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 1,523.078, 75% of initial level due 10/23/2025

Morgan Stanley 0.00% due 1/25/2017

Morgan Stanley 0.00% due 10/25/2018

Morgan Stanley 10% per year payable monthly if Apple shares close at or above the downside threshold level on monthly determination date due 10/19/2018

Morgan Stanley 0.00% due 9/25/2020

Morgan Stanley 9.6% per year, payable quarterly if UnitedHealth shares close at or above downside threshold level on determination date for that quarter due 10/12/2018

Morgan Stanley 0.00% due 4/19/2017

Morgan Stanley 0.00% due 3/31/2020

Morgan Stanley 9% for first two years; after that, 9% per year multiplied by proportion of days on which spread of 30-year CMS rate over two-year CMS rate is greater than or equal to zero and each index closes at or above index reference level; payable monthly due 10/30/2035

Morgan Stanley 10% for first year; after that, (a) seven times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which each index closes at or above its index reference level, subject to maximum rate of 12% per year; payable monthly and cannot be less than zero due 10/30/2030

Morgan Stanley 10.7% per year, payable quarterly if Palo Alto Networks shares close at or above downside threshold level on determination date for that quarter due 10/5/2018

Morgan Stanley 3.55% for first three years; after that, 10-year CMS rate; payable quarterly due 10/7/2025

Morgan Stanley 12.1% per year, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 10/6/2017

Morgan Stanley 8.1% per year, payable quarterly if trust closes at or above trigger price on observation date for that quarter due 10/6/2017

Morgan Stanley 0.00% due 10/4/2018

Morgan Stanley 0.00% due 10/4/2018

Morgan Stanley 7.55% per year, payable quarter if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 1,440.023, 75% of initial level due 10/6/2025

Morgan Stanley 16% per year, payable quarterly if the fund closes at or above downside threshold level on determination date for that quarter due 10/6/2016

Morgan Stanley 0.00% due 10/5/2021

Morgan Stanley 0.00% due 10/5/2021

Morgan Stanley 0.00% due 4/4/2023

Morgan Stanley 0.00% due 4/6/2020

Morgan Stanley 0.00% due 10/5/2021

Morgan Stanley Each quarter, notes pay contingent coupon at annualized rate of 9.4% if index closes at or above downside threshold level on determination date for that quarter due 10/3/2019

Morgan Stanley 5% per year payable each quarter if each index closes at or above its barrier level on the determination date for that quarter; Barrier levels: 704.540 for Russell, 1,224.659 for S&P; 65% of initial levels due 10/2/2025

Morgan Stanley 0.00% due 9/30/2020

Morgan Stanley 0.00% due 9/30/2020

Morgan Stanley 10% per year, payable quarterly if Time Warner stock closes at or above the trigger price on quarterly observation date due 3/31/2017

Morgan Stanley 0.00% due 9/28/2018

Morgan Stanley 0.00% due 9/30/2021

Morgan Stanley 10.5% for quarter if Amgen stock closes at or above downside threshold level on determination date for that quarter due 9/28/2018

Morgan Stanley 9% annualized for one year; after that 9% for each quarter that each index closes at or above initial level on the determination date for that quarter due 9/30/2030

Morgan Stanley 13.05% for quarter if Under Armour stock closes at or above downside threshold level on determination date for that quarter due 10/3/2016

Morgan Stanley 7% per year, payable monthly if each index closes at or above coupon barrier level on the determination date for that month; Coupon barriers: 70% of initial levels due 9/30/2030

Morgan Stanley 7% per year, for five years; after that, 7% annualized for each month that each index closes at or above barrier level on the determination date for that month; interest is payable monthly due 9/30/2030

Morgan Stanley 2.25% initially; beginning March 30, 2016 Libor plus 120 bps capped at 4%; beginning Sept. 30, 2018 Libor plus 120 bps capped at 5%; payable quarterly due 9/30/2021

Morgan Stanley 3.3% initially; beginning March 30, 2017 Libor plus 100 basis points up to 5%; beginning Sept. 30, 2021 Libor plus 100 basis points up to 6%; payable quarterly due 9/30/2022

Morgan Stanley 0.00% due 10/31/2016

Morgan Stanley 0.00% due 9/30/2020

Morgan Stanley 0.00% due 9/28/2018

Morgan Stanley 0.00% due 9/29/2023

Morgan Stanley 0.00% due 9/30/2025

Morgan Stanley 0.00% due 9/30/2025

Morgan Stanley 0.00% due 9/30/2020

Morgan Stanley 0.00% due 9/30/2019

Morgan Stanley 7% per year, payable monthly if each index closes at or above its barrier level on the observation date for that month; Barrier levels: 2,292.998 for Euro Stoxx, 835.983 for Russell; 72% of initial levels due 9/24/2035

Morgan Stanley 0.00% due 9/26/2018

Morgan Stanley 8% for quarter if Citigroup stock closes at or above downside threshold level on determination date for that quarter due 9/21/2018

Morgan Stanley 11.9% for quarter if Facebook stock closes at or above downside threshold level on determination date for that quarter due 9/21/2018

Morgan Stanley 9% for first three years; after that, 9% annualized for each day that spread of 30-year CMS rate over two-year CMS rate is at least zero and each index closes at or above 60% barrier level; payable monthly due 9/30/2035

Morgan Stanley 0.00% due 9/20/2021

Morgan Stanley 0.00% due 3/20/2023

Morgan Stanley 0.00% due 9/20/2018

Morgan Stanley 10% per year, payable monthly if Apple shares close at or above downside threshold level on determination date for that month due 9/18/2017

Morgan Stanley Each quarter, notes pay contingent coupon at annualized rate of 10% plus any previously unpaid contingent quarterly coupons if index closes at or above downside threshold level on determination date for that quarter due 9/19/2017

Morgan Stanley 0.00% due 9/16/2019

Morgan Stanley 12.85% for quarter if Amazon.com stock closes at or above downside threshold level on determination date for that quarter due 9/14/2018

Morgan Stanley 9.9% for quarter if Cisco Systems stock closes at or above downside threshold level on determination date for that quarter due 9/14/2018

Morgan Stanley 8.7% for quarter if Honeywell International stock closes at or above downside threshold level on determination date for that quarter due 9/14/2018

Morgan Stanley 24% annualized for each month that index closes at or above coupon barrier level on the observation date for that month; Barrier level: 80% of initial level due 9/19/2016

Morgan Stanley 17.4%, payable monthly due 9/19/2016

Morgan Stanley 10% for first four years; after that, (a) five times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which each index closes at or above its index reference level, subject to maximum rate of 10% per year; payable monthly and cannot be less than zero due 9/30/2030

Morgan Stanley 2.5% for first two years; after that, 97% of 10-year CMS rate; payable quarterly due 9/15/2022

Morgan Stanley 5.00% due 9/18/2017

Morgan Stanley 8.6% for quarter if JPMorgan Chase stock closes at or above downside threshold level on determination date for that quarter due 9/7/2018

Morgan Stanley 8.6% for quarter if MetLife stock closes at or above downside threshold level on determination date for that quarter due 9/7/2018

Morgan Stanley 10% for first two years; after that, (a) 10 times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which each index closes at or above its index reference level, subject to maximum rate of 10% per year; payable monthly and cannot be less than zero due 9/30/2030

Morgan Stanley 0.00% due 9/8/2017

Morgan Stanley 0.00% due 9/7/2017

Morgan Stanley 0.00% due 9/6/2018

Morgan Stanley Each quarter, notes pay contingent coupon at annualized rate of 18% if index closes at or above downside threshold level on determination date for that quarter due 9/7/2016

Morgan Stanley 0.00% due 9/6/2018

Morgan Stanley 0.00% due 3/3/2023

Morgan Stanley 0.00% due 12/5/2016

Morgan Stanley 0.00% due 3/3/2020

Morgan Stanley 0.00% due 9/6/2018

Morgan Stanley 0.00% due 12/5/2016

Morgan Stanley 0.00% due 9/6/2018

Morgan Stanley 0.00% due 9/3/2021

Morgan Stanley 0.00% due 3/2/2017

Morgan Stanley 0.00% due 8/28/2018

Morgan Stanley 0.00% due 8/28/2018

Morgan Stanley 0.00% due 3/8/2017

Morgan Stanley 10% for quarter if Facebook stock closes at or above downside threshold level on determination date for that quarter due 8/31/2018

Morgan Stanley 0.00% due 8/31/2017

Morgan Stanley 0.00% due 1/31/2019

Morgan Stanley 0.00% due 3/3/2023

Morgan Stanley 0.00% due 8/31/2017

Morgan Stanley 0% for quarter if Facebook stock closes at or above downside threshold level on determination date for that quarter due 8/31/2017

Morgan Stanley 0.00% due 8/29/2025

Morgan Stanley 0.00% due 8/31/2021

Morgan Stanley Each month, notes will pay contingent coupon at applicable rate if each index closes at or above coupon barrier level on determination date for that month; Coupon barriers: 792.532 for Russell 2000 and 2,219.511 for Euro Stoxx 50; 70% of initial levels; Applicable rate: 8% per year in years one through four, 9.5% per year in years five through eight and 10.5% per year in years nine and 10 due 8/29/2025

Morgan Stanley 0.00% due 3/6/2017

Morgan Stanley 12.25% annual rate for month if Apple stock closes at or above downside threshold level on determination date for that month due 8/31/2018

Morgan Stanley 9% per year, fixed for year one and for years two through 15 payable quarterly if each index closes at or above its initial level on the determination date for that quarter due 8/30/2030

Morgan Stanley 10% per year, payable quarterly if the index closes at or above the coupon barrier level on the determination date for that quarter; Barrier level: 146.71696, 80% of initial level due 8/31/2017

Morgan Stanley 9.25% annual rate for month if Tesla stock closes at or above downside threshold level on determination date for that month due 8/31/2018

Morgan Stanley In years one through five, 7%, payable quarterly; in years six through 15, notes pay contingent coupon at rate of 7% per year if each index closes at or above barrier level on observation date for that month due 8/30/2030

Morgan Stanley 0.00% due 8/31/2020

Morgan Stanley 0.00% due 8/29/2025

Morgan Stanley 0.00% due 8/29/2025

Morgan Stanley 0.00% due 8/31/2020

Morgan Stanley 0.00% due 8/31/2020

Morgan Stanley 0.00% due 8/31/2020

Morgan Stanley 0.00% due 8/29/2025

Morgan Stanley 0.00% due 8/31/2022

Morgan Stanley 0.00% due 8/28/2018

Morgan Stanley 3.55% for first three years; after that, 10-year CMS rate, floor of zero; payable quarterly due 8/28/2025

Morgan Stanley 0.00% due 8/28/2025

Morgan Stanley 0.00% due 8/27/2020

Morgan Stanley 0.00% due 8/29/2018

Morgan Stanley 0.00% due 3/1/2017

Morgan Stanley 9.75% for quarter if Amgen stock closes at or above downside threshold level on determination date for that quarter due 8/24/2018

Morgan Stanley 8.25% for quarter if Macy's stock closes at or above downside threshold level on determination date for that quarter due 8/29/2016

Morgan Stanley 0.00% due 8/26/2021

Morgan Stanley 0.00% due 8/25/2017

Morgan Stanley 0.00% due 2/17/2017

Morgan Stanley 13.5% for quarter if Las Vegas Sands stock closes at or above downside threshold level on determination date for that quarter due 8/17/2018

Morgan Stanley 13.5% for month if Netflix stock closes at or above downside threshold level on determination date for that month due 8/21/2017

Morgan Stanley 10% for each quarter index closes at or above coupon barrier level on the observation date for that quarter; Coupon barrier: 163.8592, 80% of initial level due 8/21/2017

Morgan Stanley 10.25% for quarter if Skechers stock closes at or above downside threshold level on determination date for that quarter due 8/17/2018

Morgan Stanley 13.3% for quarter if Valeant Pharmaceuticals stock closes at or above downside threshold level on determination date for that quarter due 8/22/2016

Morgan Stanley For each quarter index closes at or above coupon barrier level on observation date for that quarter, 8% for first five years, stepping up to 8.5% on Aug. 19, 2020; Coupon barrier: 909.516, 75% of initial level due 8/19/2025

Morgan Stanley 10% initially; beginning Aug. 19, 2016, 8.5 times spread of 30-year CMS rate over two-year CMS rate, subject to floor of zero and cap of 10% per year, multiplied by proportion of days on which index closes at or above index reference level; payable monthly; Index reference level: 1,568.655, 75% of initial index level due 8/19/2030

Morgan Stanley 0.00% due 8/31/2016

Morgan Stanley 3% initially; beginning Aug. 28, 2017, Libor plus 150 bps, subject to a maximum rate of 5% initially, stepping up to 6% on Aug. 28, 2021, floor of zero; payable quarterly due 8/28/2025

Morgan Stanley 3.1% for first two years; after that, Libor plus 150 bps, floor of zero and cap of 5% from Aug. 28, 2017 up to Aug. 28, 2021 and 6% from Aug. 28, 2021 to maturity; payable quarterly due 8/28/2025

Morgan Stanley 10% for first three years; after that, accrual at 8 times spread of 30-year CMS rate over two-year CMS rate for each day that each index closes at or above reference level, capped at 10% per year; payable monthly; Coupon barriers: 65% of initial level due 8/31/2030

Morgan Stanley 0.00% due 8/7/2018

Morgan Stanley 10.6% for quarter if Palo Alto stock closes at or above downside threshold level on determination date for that quarter due 8/10/2018

Morgan Stanley 8.2% for quarter if Under Armour stock closes at or above downside threshold level on determination date for that quarter due 8/10/2018

Morgan Stanley 5.75% due 11/14/2016

Morgan Stanley 0.00% due 9/12/2016

Morgan Stanley 0.00% due 7/7/2017

Morgan Stanley 0.00% due 7/7/2017

Morgan Stanley 9% for quarter if Gilead Sciences stock closes at or above downside threshold level on determination date for that quarter due 8/3/2018

Morgan Stanley 10.15% per year, payable quarterly if salesforce.com shares close at or above downside threshold level on determination date for that quarter due 8/3/2018

Morgan Stanley 0.00% due 8/4/2021

Morgan Stanley 0.00% due 2/3/2023

Morgan Stanley 0.00% due 8/17/2016

Morgan Stanley 0.00% due 11/3/2016

Morgan Stanley 15.1% per year, payable quarterly if shares close at or above barrier level on observation date for that quarter due 8/17/2016

Morgan Stanley 0.00% due 2/5/2019

Morgan Stanley 0.00% due 2/5/2018

Morgan Stanley 0.00% due 8/4/2021

Morgan Stanley 0.00% due 8/3/2018

Morgan Stanley 0.00% due 7/31/2025

Morgan Stanley 0.00% due 7/31/2020

Morgan Stanley 0.00% due 2/2/2017

Morgan Stanley 14.5% per year, payable monthly if GameStop shares close at or above downside threshold level on determination date for that month due 7/31/2018

Morgan Stanley 11.75% per year, payable monthly if Netflix shares close at or above downside threshold level on determination date for that month due 7/31/2017

Morgan Stanley Each quarter, notes pay contingent payment at annualized rate of 10% if index closes at or above downside threshold level on determination date for that quarter due 7/31/2017

Morgan Stanley 6.5% annualized per month if each index closes at or above its barrier level on the determination date for that month; Coupon barriers: 70% of initial levels due 7/31/2030

Morgan Stanley 7% for the first four years, payable monthly; after that, 7% annualized per month if each index closes at or above its barrier level, 50% of its initial level, on the determination date for that month due 7/31/2030

Morgan Stanley 0.00% due 7/31/2025

Morgan Stanley 0.00% due 7/31/2018

Morgan Stanley 0.00% due 7/31/2025

Morgan Stanley 0.00% due 7/31/2020

Morgan Stanley 0.00% due 7/31/2020

Morgan Stanley 4.25% for first three years; after that, 98.5% of the 10-year CMS rate; payable quarterly due 7/31/2027

Morgan Stanley 4.125% for first three years; after that, 10-year CMS rate; payable quarterly due 7/31/2027

Morgan Stanley 3.5% for first three years; after that, 10-year CMS rate; payable quarterly due 7/31/2025

Morgan Stanley 0.00% due 7/24/2020

Morgan Stanley 9.5% annualized for each month that Autodesk shares close at or above coupon barrier on observation date for that month due 1/31/2017

Morgan Stanley 10.72% annualized for each month that lululemon shares close at or above coupon barrier on observation date for that month due 1/31/2017

Morgan Stanley 0.00% due 8/12/2016

Morgan Stanley 8.5% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 7/27/2018

Morgan Stanley 8.3% for quarter if MetLife stock closes at or above downside threshold level on determination date for that quarter due 7/27/2018

Morgan Stanley 11.15% for quarter if Michael Kors stock closes at or above downside threshold level on determination date for that quarter due 7/27/2018

Morgan Stanley 0.00% due 8/1/2018

Morgan Stanley 0.00% due 1/28/2019

Morgan Stanley 7% per year, payable quarter if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 1,589.408, 75% of initial level due 7/24/2025

Morgan Stanley Each quarter, notes pay contingent coupon at annualized rate of 16.8% if index closes at or above downside threshold level on determination date for that quarter due 7/29/2016

Morgan Stanley 0.00% due 7/26/2017

Morgan Stanley 0.00% due 9/20/2017

Morgan Stanley 0.00% due 9/20/2017

Morgan Stanley 11.75% per year, payable monthly if Netflix stock closes at or above downside threshold level on determination date for that month due 7/20/2017

Morgan Stanley Each quarter, notes pay contingent coupon at annualized rate of 10% if index closes at or above downside threshold level on determination date for that quarter due 7/20/2017

Morgan Stanley 0.00% due 9/19/2016

Morgan Stanley 0.00% due 1/19/2017

Morgan Stanley 0.00% due 7/16/2018

Morgan Stanley 11.75% for quarter if Wynn Resorts stock closes at or above downside threshold level on determination date for that quarter due 7/13/2018

Morgan Stanley 0.00% due 7/15/2025

Morgan Stanley 0.00% due 7/12/2018

Morgan Stanley 10% for first three years; after that, (a) eight times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which each index closes at or above its index reference level, subject to maximum rate of 10% per year; payable monthly and cannot be less than zero; Index reference levels: 65% of initial level due 7/31/2030

Morgan Stanley 9% for first three years; after that, 9% annualized for each day that spread of 30-year CMS rate over two-year CMS rate is at least zero and each index closes at or above 65% barrier level; payable monthly due 7/31/2035

Morgan Stanley 8.85% for quarter if Celgene stock closes at or above downside threshold level on determination date for that quarter due 7/6/2018

Morgan Stanley 8.5% for quarter if Facebook stock closes at or above downside threshold level on determination date for that quarter due 7/6/2018

Morgan Stanley 8% for quarter if MetLife stock closes at or above downside threshold level on determination date for that quarter due 7/6/2018

Morgan Stanley 0.00% due 9/4/2018

Morgan Stanley 0.00% due 7/5/2018

Morgan Stanley 0.00% due 7/15/2018

Morgan Stanley 7% per year, payable quarter if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 1,547.333, 75% of initial level due 7/7/2025

Morgan Stanley 4.65% per year if each index closes at or above coupon barrier level on monthly determination date; otherwise, no coupon will be paid that month; Coupon barrier levels: 1,341.022 for S&P 500 and 815.066 for Russell 2000; 65% of initial levels due 7/3/2025

Morgan Stanley 0.00% due 7/6/2021

Morgan Stanley 0.00% due 1/5/2023

Morgan Stanley 0.00% due 7/6/2022

Morgan Stanley 0.00% due 10/5/2016

Morgan Stanley 0.00% due 1/7/2019

Morgan Stanley 0.00% due 7/6/2021

Morgan Stanley 0.00% due 9/17/2019

Morgan Stanley 10.15% for quarter if Marathon Petroleum stock closes at or above downside threshold level on determination date for that quarter due 6/29/2018

Morgan Stanley 0.00% due 6/30/2025

Morgan Stanley 0.00% due 6/30/2021

Morgan Stanley Contingent monthly coupon if each index closes at or above barrier level on observation date for that month; annual rate is 7.5% initially, stepping up to 10% on June 30, 2019 and to 12% on June 30, 2023; Barrier levels: 898.297 for Russell 2000 and 2,527.637 for Euro Stoxx 50; 70% of initial levels due 6/30/2025

Morgan Stanley 9% per year, payable for each month that Apple stock closes at or above downside threshold level on determination date for that month due 6/29/2018

Morgan Stanley 9% per year, payable quarterly if each index closes at or above its initial level on the determination date for that quarter due 6/28/2030

Morgan Stanley 10% per year, payable quarterly if the index closes at or above its coupon barrier level on quarterly observation date; Coupon barrier: 232.54648, 80% of initial level due 6/30/2020

Morgan Stanley Contingent monthly coupon at the rate of 8% per year if each index closes at or above its barrier level on the determination date for that month due 6/28/2030

Morgan Stanley Fixed monthly coupon at 7% per year for the first four years; after that, contingent monthly coupon at the rate of 7% per year if each index closes at or above its barrier level on the determination date for that month due 6/28/2030

Morgan Stanley 0.00% due 6/30/2025

Morgan Stanley 2% initially; beginning Dec. 30, 2017, Libor plus 150 bps, subject to a maximum rate of 4% initially, stepping up to 4.5% on June 30, 2021, floor of zero; payable quarterly due 6/30/2022

Morgan Stanley 8% times the proportion of days in the interest period that the spread of the 30-year CMS rate over the two-year CMS rate is zero or positive and the index closes at or above the reference level, subject to floor of zero; payable monthly; Reference index level: 1,471.617, 70% of initial level due 6/30/2030

Morgan Stanley 0.00% due 6/30/2025

Morgan Stanley 0.00% due 6/30/2025

Morgan Stanley 0.00% due 6/30/2020

Morgan Stanley 0.00% due 6/30/2025

Morgan Stanley 0.00% due 9/29/2016

Morgan Stanley 7% for each quarter index closes at or above coupon barrier level on the observation date for that quarter; Coupon barrier: 1,582.493, 75% of initial level due 6/24/2025

Morgan Stanley 10.65% per year, payable quarterly if Alibaba ADSs close at or above downside threshold level on determination date for that quarter due 6/22/2018

Morgan Stanley 13.65% for quarter if American Airlines stock closes at or above downside threshold level on determination date for that quarter due 6/22/2018

Morgan Stanley 17.65% for quarter if U.S. Steel stock closes at or above downside threshold level on determination date for that quarter due 6/22/2018

Morgan Stanley 0.00% due 6/22/2017

Morgan Stanley 0.00% due 6/25/2020

Morgan Stanley 0.00% due 3/23/2017

Morgan Stanley 3.5% for first three years; after that, 10-year CMS rate; payable quarterly due 6/30/2025

Morgan Stanley 3.5% for first two years; after that, 10-year CMS rate; payable quarterly due 6/30/2025

Morgan Stanley 0% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 6/18/2018

Morgan Stanley 11% for quarter if LinkedIn stock closes at or above downside threshold level on determination date for that quarter due 6/15/2018

Morgan Stanley 10% for each quarter index closes at or above coupon barrier level on the observation date for that quarter; Coupon barrier: 235.2732, 80% of initial level due 6/17/2020

Morgan Stanley 0% for quarter if Tesla Motors stock closes at or above downside threshold level on determination date for that quarter due 6/19/2017

Morgan Stanley 10% for quarter if Valero Energy stock closes at or above downside threshold level on determination date for that quarter due 6/15/2018

Morgan Stanley Libor plus 100 bps, subject to maximum interest rate of 6% per year in years one through five and 6.5% per year in years six and seven; payable quarterly due 6/17/2022

Morgan Stanley 0.00% due 9/17/2020

Morgan Stanley 0.00% due 6/14/2018

Morgan Stanley 8.5% for quarter if CBS stock closes at or above downside threshold level on determination date for that quarter due 6/8/2018

Morgan Stanley 11.05% for quarter if Netflix stock closes at or above downside threshold level on determination date for that quarter due 6/8/2018

Morgan Stanley 9% for first year; after that, 9% per year multiplied by proportion of days on which spread of 30-year CMS rate over two-year CMS rate is greater than or equal to zero and each index closes at or above index reference level; payable monthly; Index reference levels: 60% of initial level due 6/30/2035

Morgan Stanley 10% for first year; after that, (a) 10 times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which each index closes at or above its index reference level, subject to maximum rate of 10% per year; payable monthly and cannot be less than zero; Index reference levels: 50% of initial level due 6/30/2030

Morgan Stanley 1.5% for first year; after that, Libor plus 80 bps, subject to minimum rate of 0% and maximum rate of 3.5% initially, stepping up to 3.75% on May 26, 2017, to 4.5% on May 26, 2018 and to 5.5% on May 26, 2019; payable quarterly due 5/26/2020

Morgan Stanley 0.00% due 6/5/2018

Morgan Stanley 0.00% due 6/5/2018

Morgan Stanley 0.00% due 6/5/2018

Morgan Stanley 0.00% due 6/1/2018

Morgan Stanley 10.65% per year, payable quarterly if LinkedIn shares close at or above downside threshold level on determination date for that quarter due 6/1/2018

Morgan Stanley 9.6% per year, payable quarterly if Marathon Petroleum stock closes at or above downside threshold level on determination date for that quarter due 6/1/2018

Morgan Stanley 0.00% due 6/3/2021

Morgan Stanley 0.00% due 12/5/2022

Morgan Stanley 0.00% due 6/5/2017

Morgan Stanley 0.00% due 6/3/2021

Morgan Stanley 0.00% due 1/3/2017

Morgan Stanley 0.00% due 8/1/2017

Morgan Stanley 0.00% due 12/2/2019

Morgan Stanley 6.25% per year, payable monthly only if each index closes at or above barrier level on observation date for that month due 5/29/2020

Morgan Stanley 7.5% initially, payable monthly; beginning June 2018, 7.5% annualized per month if each index closes at or above barrier level on observation date for that month due 5/29/2025

Morgan Stanley 7% per year, payable monthly only if each index closes at or above barrier level on observation date for that month due 5/29/2035

Morgan Stanley 9% per year, payable monthly if Apple stock closes at or above downside threshold level on determination date for that month due 5/29/2018

Morgan Stanley If each index closes at or above barrier level on observation date for that month, 7% for the first four years, stepping up to 10% on May 29, 2019 and to 12% on May 29, 2023; payable monthly due 5/29/2025

Morgan Stanley Each quarter, notes will pay contingent coupon at annualized rate of 9% if each index closes at or above coupon barrier level on determination date for that quarter due 5/30/2025

Morgan Stanley 0.00% due 5/31/2022

Morgan Stanley 0.00% due 5/29/2025

Morgan Stanley 0.00% due 5/29/2025

Morgan Stanley 0.00% due 5/30/2025

Morgan Stanley 0.00% due 5/29/2020

Morgan Stanley 10.55% per year, payable each quarter that American Airlines stock closes at or above downside threshold level on determination date for that quarter due 5/26/2016

Morgan Stanley 8% per year, payable each quarter that EOG Resources stock closes at or above downside threshold level on determination date for that quarter due 5/25/2018

Morgan Stanley 8.35% per year, payable each quarter that both stocks close at or above downside threshold levels on the determination date for that quarter due 5/25/2018

Morgan Stanley 0.00% due 5/25/2017

Morgan Stanley 0.00% due 5/25/2017

Morgan Stanley 0.00% due 11/25/2016

Morgan Stanley 0.00% due 12/23/2016

Morgan Stanley 3.5% for first year; beginning June 9, 2016, equal to 10-year CMS rate plus 26 bps, floor of 0%; payable quarterly due 6/9/2025

Morgan Stanley 13.25% for quarter if American Airlines stock closes at or above downside threshold level on determination date for that quarter due 5/18/2018

Morgan Stanley 8.05% for quarter if Chevron stock closes at or above downside threshold level on determination date for that quarter due 5/18/2018

Morgan Stanley 8.45% for quarter if Chevron stock closes at or above downside threshold level on determination date for that quarter due 5/18/2018

Morgan Stanley 0.00% due 11/20/2018

Morgan Stanley 0.00% due 5/20/2019

Morgan Stanley 4% for first five years; beginning May 27, 2020, equal to the 10-year CMS rate, floor of 0%; payable quarterly due 5/27/2030

Morgan Stanley 4% for first five years; after that, 10-year CMS rate; payable quarterly due 5/27/2030

Morgan Stanley 9% per year, payable monthly if Apple shares close at or above downside threshold level on determination date for that month due 5/18/2018

Morgan Stanley 7% per year, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 5/20/2030

Morgan Stanley 11% per year, payable monthly if Tesla shares close at or above downside threshold level on determination date for that month due 5/18/2017

Morgan Stanley Fixed at 9% for first year; after that, 9% per year for each day that 30-year CMS rate is greater than two-year CMS rate and each index closes at or above reference level; payable monthly; Reference level: 60% of initial levels due 5/29/2035

Morgan Stanley 0.00% due 5/13/2020

Morgan Stanley 9.05% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 5/11/2018

Morgan Stanley 13.15% for quarter if Las Vegas Sands stock closes at or above downside threshold level on determination date for that quarter due 5/11/2018

Morgan Stanley 0.00% due 2/13/2017

Morgan Stanley 0.00% due 5/11/2017

Morgan Stanley 10% for first two years; beginning May 29, 2017, 10 times spread of 30-year CMS rate over two-year CMS rate, subject to a minimum rate of 0% and a maximum rate of 10% per year, for each day that index closes at or above index reference level due 5/29/2030

Morgan Stanley 0.00% due 5/6/2020

Morgan Stanley 0.00% due 11/9/2016

Morgan Stanley 10.46% for quarter if MGM Resorts stock closes at or above downside threshold level on determination date for that quarter due 5/5/2016

Morgan Stanley 8% for quarter if JPMorgan stock closes at or above downside threshold level on determination date for that quarter due 5/4/2018

Morgan Stanley 0.00% due 5/3/2018

Morgan Stanley 17.5% per year, payable quarterly if each index closes at or above downside threshold level on determination date for that quarter due 5/5/2022

Morgan Stanley 0.00% due 5/5/2021

Morgan Stanley 0.00% due 11/3/2022

Morgan Stanley 0.00% due 5/4/2017

Morgan Stanley 0.00% due 11/5/2020

Morgan Stanley 0.00% due 5/5/2021

Morgan Stanley 0.00% due 7/6/2020

Morgan Stanley 0.00% due 5/5/2021

Morgan Stanley 0.00% due 5/5/2021

Morgan Stanley 0.00% due 6/3/2016

Morgan Stanley 3.5% for first three years; beginning on May 20, 2018, equal to the 10-year CMS rate, floor of 0%; payable quarterly due 5/20/2025

Morgan Stanley 0.00% due 4/30/2025

Morgan Stanley 8% for each quarter index closes at or above coupon barrier level on the observation date for that quarter; Coupon barrier: 213.13335, 75% of initial level due 4/30/2025

Morgan Stanley 7% for each month that each index closes at or above coupon barrier level on the observation date for that month; Barrier levels: 751.62 for Russell and 2,262.87 for Euro Stoxx; 60% of initial levels due 4/28/2023

Morgan Stanley 8% for each month that each index closes at or above coupon barrier level on the observation date for that month; Coupon barriers: 876.89 for Russell and 2,640.015 for Euro Stoxx; 70% of initial levels due 4/30/2025

Morgan Stanley 7% for each month index closes at or above coupon barrier level on the observation date for that month; Coupon barrier: 876.89, 70% of initial level due 4/30/2025

Morgan Stanley 16.25%, payable monthly due 5/5/2016

Morgan Stanley 0.00% due 4/30/2020

Morgan Stanley 0% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 4/30/2018

Morgan Stanley 0% for quarter if Valero Energy stock closes at or above downside threshold level on determination date for that quarter due 5/1/2017

Morgan Stanley 6.5% for first five years, then 6.5% for each month that both indexes close at or above coupon barrier level on the observation date for that month; Barrier levels: 626.350 for Russell and 1,885.725 for Euro Stoxx; 50% of initial levels due 4/30/2030

Morgan Stanley 0.00% due 4/30/2025

Morgan Stanley 0.00% due 4/30/2025

Morgan Stanley 0.00% due 4/30/2025

Morgan Stanley 7% annualized, payable monthly if each index closes at or above its barrier level on observation date for that month; Coupon barriers: 2,971.168 for Euro Stoxx 50 and 1,014.028 for Russell 2000; 80% of initial levels due 4/30/2035

Morgan Stanley 8.15% for quarter if Gilead Sciences stock closes at or above downside threshold level on determination date for that quarter due 4/30/2018

Morgan Stanley 9.05% for quarter if salesforce.com stock closes at or above downside threshold level on determination date for that quarter due 4/30/2018

Morgan Stanley 0.000% due 1/26/2017

Morgan Stanley 15% per year, payable monthly if GameStop shares close at or above downside threshold level on determination date for that month due 4/27/2017

Morgan Stanley Each month, notes pay contingent coupon at annualized rate of 20.1% if index closes at or above downside threshold level on determination date for that quarter due 10/20/2015

Morgan Stanley Each quarter, notes pay contingent payment at annualized rate of 12% if index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier level: 205.204875, 75% of initial level due 4/17/2018

Morgan Stanley 30% per year, payable monthly if Seadrill shares close at or above downside threshold level on determination date for that month due 4/17/2017

Morgan Stanley 12.5% per year, payable quarterly if Tesla shares close at or above downside threshold level on determination date for that quarter due 4/17/2017

Morgan Stanley 0.00% due 4/20/2017

Morgan Stanley 10% for quarter if SanDisk stock closes at or above downside threshold level on determination date for that quarter due 4/13/2018

Morgan Stanley 0.00% due 4/16/2020

Morgan Stanley Fixed at 9% for first year; after that, 9% per year for each day that 30-year CMS rate is greater than two-year CMS rate and index closes at or above 60% barrier level; payable monthly due 4/30/2035

Morgan Stanley 10% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 4/9/2018

Morgan Stanley 15.5% per year, payable quarterly if ETF's shares close at or above downside threshold level on determination date for that quarter due 4/7/2016

Morgan Stanley 15.6% annualized for quarter if United Continental stock closes at or above downside threshold level on determination date for that quarter due 4/9/2018

Morgan Stanley Fixed at 10% for first year; beginning April 30, 2016, it will accrue at 10 times the spread of the 30-year CMS rate over the two-year CMS rate for each day that the index closes at or above the 50% reference level, up to a maximum coupon of 10% per year, floor of 0%; payable monthly due 4/30/2030

Morgan Stanley 0.00% due 3/6/2017

Morgan Stanley Fixed at 10% for first three years; beginning April 30, 2018, it will accrue at 6 times the spread of the 30-year CMS rate over the two-year CMS rate for each day that the index closes at or above the 65% reference level, up to a maximum coupon of 10% per year, floor of 0%; payable monthly due 4/30/2030

Morgan Stanley 0.00% due 4/5/2022

Morgan Stanley 0.00% due 4/6/2020

Morgan Stanley 0.00% due 4/3/2020

Morgan Stanley 0.00% due 4/7/2021

Morgan Stanley 0.00% due 3/31/2025

Morgan Stanley 0.00% due 3/31/2025

Morgan Stanley 11.35% annualized for quarter if MGM Resorts stock closes at or above downside threshold level on determination date for that quarter due 4/9/2018

Morgan Stanley 16.1% annualized for quarter if United Continental stock closes at or above downside threshold level on determination date for that quarter due 4/9/2018

Morgan Stanley 0.00% due 9/30/2016

Morgan Stanley 0.00% due 3/31/2017

Morgan Stanley Each quarter, notes pay contingent coupon at rate of 9.64% per year if each index closes at or above barrier level on observation date for that quarter due 3/31/2020

Morgan Stanley 12% per year, payable quarterly if index closes at or above downside threshold level on determination date for that quarter due 3/29/2018

Morgan Stanley 0.00% due 11/7/2025

Morgan Stanley 0.00% due 3/31/2025

Morgan Stanley 0.00% due 3/31/2020

Morgan Stanley 0.00% due 3/31/2025

Morgan Stanley 0.00% due 3/31/2025

Morgan Stanley 2.5% for first two years; beginning on March 27, 2017, equal to the 10-year CMS rate, floor of 1.5% per year and a maximum rate of 7% per year; payable quarterly due 3/27/2025

Morgan Stanley 9.5% for quarter if Marathon Petroleum stock closes at or above downside threshold level on determination date for that quarter due 3/23/2018

Morgan Stanley 8% per year, payable quarterly if each stock closes at or above downside threshold level on determination date for that quarter due 3/26/2016

Morgan Stanley 0.00% due 4/25/2016

Morgan Stanley 0.00% due 9/28/2016

Morgan Stanley 0.00% due 5/23/2019

Morgan Stanley 0.00% due 9/22/2017

Morgan Stanley Contingent quarterly payment of 9.5% per year if shares close at or above downside threshold level on quarterly observation date due 3/16/2018

Morgan Stanley 10.15% per year, payable quarterly if fund closes at or above barrier price on valuation date for that quarter; Barrier/trigger price: $12.649, 70% of initial share price due 3/16/2018

Morgan Stanley 12% per year, payable quarterly if index closes at or above downside threshold level on determination date for that quarter due 3/16/2018

Morgan Stanley 11.25% for quarter if salesforce.com stock closes at or above downside threshold level on determination date for that quarter due 3/16/2018

Morgan Stanley 30% per year, payable monthly if Seadrill stock closes at or above downside threshold level on determination date for that month due 3/20/2017

Morgan Stanley 8% per year, payable quarterly if CBS shares close at or above downside threshold level on determination date for that quarter due 3/16/2018

Morgan Stanley 0.00% due 3/19/2020

Morgan Stanley 0.00% due 3/16/2017

Morgan Stanley 0.00% due 3/16/2017

Morgan Stanley 13.6% per year, payable quarterly if Melco Crown shares close at or above barrier level on determination date for that quarter due 3/10/2016

Morgan Stanley 0.00% due 3/9/2017

Morgan Stanley For first four years, 10% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate and index closes at or above index reference level; after that, (a) five times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which index closes at or above index reference level, subject to maximum rate of 10% per year; payable monthly and cannot be less than zero due 3/31/2035

Morgan Stanley 10% initially; beginning March 31, 2017, six times spread of 30-year CMS rate over two-year CMS rate, subject to floor of zero and cap of 10% per year, multiplied by proportion of days on which index closes at or above index reference level; payable monthly due 3/31/2035

Morgan Stanley 0.00% due 3/4/2021

Morgan Stanley 0.00% due 8/31/2016

Morgan Stanley 11% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 3/2/2018

Morgan Stanley Contingent coupon paid quarterly if index closes at or above coupon barrier level on determination date for that quarter; contingent coupon rate is 6% per year for years one through five, 6.5% for years six through 10 and 8% for years 11 through 15; Coupon barrier level: 1,578.375, 75% of initial level due 3/4/2030

Morgan Stanley 0.00% due 3/4/2021

Morgan Stanley 0.00% due 3/4/2020

Morgan Stanley 0.00% due 3/4/2021

Morgan Stanley 0.00% due 3/4/2021

Morgan Stanley 0.00% due 3/3/2020

Morgan Stanley 0.00% due 3/4/2021

Morgan Stanley 0.00% due 3/3/2025

Morgan Stanley 0.00% due 2/28/2025

Morgan Stanley 0.00% due 2/28/2020

Morgan Stanley 7% per year, payable monthly if both indexes close at or above their coupon barrier levels on observation date for that month due 2/27/2030

Morgan Stanley 8.625% annualized for month if Gilead Sciences stock closes at or above downside threshold level on determination date for that month due 2/27/2017

Morgan Stanley 12% per year, payable quarterly if index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier level: 197.543775, 75% of initial index level due 2/28/2018

Morgan Stanley 8% per year, payable quarterly if index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier level: 197.543775, 75% of initial index level due 2/27/2025

Morgan Stanley 6.25%, payable monthly if each index closes at or above coupon barrier level on valuation date for that month; Coupon barrier levels: 863.783 for Russell, 2,482.97 for Euro Stoxx; 70% of initial levels due 2/27/2030

Morgan Stanley 0.00% due 2/27/2023

Morgan Stanley 17.2% for quarter if Seadrill stock closes at or above downside threshold level on determination date for that quarter due 2/29/2016

Morgan Stanley 0.00% due 1/24/2017

Morgan Stanley 0.00% due 2/24/2023

Morgan Stanley 7% per year if each index closes at or above coupon barrier level on quarterly determination date; otherwise, no coupon will be paid that quarter; Coupon barrier levels: 1,574.76 for S&P 500 and 920.966 for Russell 2000; 75% of initial levels due 2/23/2018

Morgan Stanley 0.00% due 2/24/2025

Morgan Stanley 8.00% due 8/22/2016

Morgan Stanley 15.5% annual rate for quarter if Chesapeake Energy stock closes at or above downside threshold level on determination date for that quarter due 2/21/2017

Morgan Stanley 12% per year, payable quarterly if index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier level: 215.141475, 75% of initial index level due 2/16/2018

Morgan Stanley 0% for quarter if Tesla Motors stock closes at or above downside threshold level on determination date for that quarter due 2/21/2017

Morgan Stanley 0.00% due 2/19/2021

Morgan Stanley 8.25% per year, payable quarterly if index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier level: 183.792645, 67.5% of initial index level due 2/9/2018

Morgan Stanley 31.2%, payable if index closes at or above trigger level on monthly review date due 8/11/2015

Morgan Stanley 8.05% for quarter if Chevron stock closes at or above downside threshold level on determination date for that quarter due 2/9/2018

Morgan Stanley 11.2% for quarter if Halliburton stock closes at or above downside threshold level on determination date for that quarter due 2/9/2018

Morgan Stanley 0.00% due 10/11/2016

Morgan Stanley 0.00% due 2/11/2020

Morgan Stanley 10% initially; beginning Feb. 27, 2018, (a) five times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which index closes at or above index reference level, subject to maximum rate of 10% per year; payable monthly and cannot be less than zero; Index reference level: 70% of initial level due 2/27/2035

Morgan Stanley For first five years, 10% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate and index closes at or above index reference level; for last 15 years, (a) four times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which index closes at or above index reference level, subject to maximum rate of 10% per year; payable monthly and cannot be less than zero; Index reference level: 65% of initial level due 2/27/2035

Morgan Stanley 0.00% due 2/9/2018

Morgan Stanley Coupon equal to Libor, with minimum rate of 1.5% and initial maximum rate of 3%, stepping up to 3.5% on Feb. 25, 2018; payable quarterly due 2/25/2019

Morgan Stanley 0.00% due 2/4/2019

Morgan Stanley 0.00% due 8/4/2016

Morgan Stanley 0.00% due 2/2/2018

Morgan Stanley 30% per year, payable monthly if index closes at or above downside threshold level on determination date for that month due 7/31/2015

Morgan Stanley 0.00% due 2/3/2021

Morgan Stanley 0.00% due 2/3/2021

Morgan Stanley 0.00% due 8/4/2017

Morgan Stanley 0.00% due 2/4/2021

Morgan Stanley 0.00% due 2/2/2018

Morgan Stanley 0.00% due 2/4/2019

Morgan Stanley 0.00% due 2/3/2020

Morgan Stanley 7% for each month that both indexes close at or above coupon barrier level on the observation date for that month; Coupon barriers: 895.994 for Russell and 2,529.435 for Euro Stoxx; 75% of initial levels due 1/30/2030

Morgan Stanley 0% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 1/30/2017

Morgan Stanley 10% per year, payable quarterly if index closes at or above 120% coupon barrier level on determination date for that quarter; if index ever closes at 120% coupon barrier level, all previously unpaid contingent quarterly coupons from prior determination dates will be paid due 1/31/2030

Morgan Stanley Fixed at 8% per year for first year; after that, 8% per year if index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier: 188.5389, 75% of initial index level due 1/31/2030

Morgan Stanley 8% for first three years, then 8% for each month that both indexes close at or above coupon barrier level on the observation date for that month; Coupon barriers: 895.994 for Russell and 2,529.435 for Euro Stoxx; 75% of initial levels due 1/30/2030

Morgan Stanley 6.5% for first five years, then 6.5% for each month that both indexes close at or above coupon barrier level on the observation date for that month; Barrier levels: 597.329 for Russell and 1,686.29 for Euro Stoxx; 50% of initial levels due 1/30/2030

Morgan Stanley 10% for each month that both indexes close at or above their initial levels on the observation date for that month; investors will also receive any unpaid previous coupons if both indexes close above their initial levels; Downside threshold levels: 597.329 for Russell and 1,686.29 for Euro Stoxx; 50% of initial levels due 1/30/2030

Morgan Stanley 0.00% due 1/29/2021

Morgan Stanley 0.00% due 1/30/2025

Morgan Stanley 0.00% due 1/31/2025

Morgan Stanley 0.00% due 1/31/2019

Morgan Stanley 0.00% due 1/31/2020

Morgan Stanley 0.00% due 1/31/2018

Morgan Stanley 12.53% due 2/1/2016

Morgan Stanley 0.00% due 1/29/2018

Morgan Stanley 12% per year, payable quarterly if the index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier: 185.928825, 75% of initial index level due 1/30/2018

Morgan Stanley 22% per year, payable quarterly if the index closes at or above downside threshold level on determination date for that quarter due 1/28/2016

Morgan Stanley 15.65% for quarter if Tesoro stock closes at or above downside threshold level on determination date for that quarter due 1/26/2018

Morgan Stanley 10.85% for quarter if United Continental stock closes at or above downside threshold level on determination date for that quarter due 1/26/2018

Morgan Stanley 0.00% due 1/29/2020

Morgan Stanley 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 1/29/2020

Morgan Stanley 6% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 1/29/2020

Morgan Stanley 11.9% for quarter if Dow Chemical stock closes at or above downside threshold level on determination date for that quarter due 1/25/2018

Morgan Stanley 0.00% due 1/26/2018

Morgan Stanley 0.00% due 1/27/2020

Morgan Stanley 0.00% due 1/20/2017

Morgan Stanley Paid monthly at rate of 14.5% per year if American Airlines stock closes at or above downside threshold level on determination date for that month due 1/20/2017

Morgan Stanley Paid monthly at rate of 10.02% per year if ConocoPhillips stock closes at or above downside threshold level on determination date for that month due 1/20/2017

Morgan Stanley Paid monthly at rate of 15% per year if Tesla stock closes at or above downside threshold level on determination date for that month due 1/20/2017

Morgan Stanley 0.00% due 9/5/2017

Morgan Stanley 10% initially; beginning July 30, 2017, 5 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above index reference level, up to a cap of 10%, floor of zero; payable monthly due 1/30/2035

Morgan Stanley 10.5% for quarter if Amazon.com stock closes at or above downside threshold level on determination date for that quarter due 1/12/2018

Morgan Stanley 8% for quarter if Prudential Financial stock closes at or above downside threshold level on determination date for that quarter due 1/12/2018

Morgan Stanley 0.00% due 1/15/2020

Morgan Stanley 0.00% due 1/3/2020

Morgan Stanley 0.00% due 11/14/2016

Morgan Stanley Each quarter, notes pay contingent coupon at rate of 8% per year if each stock closes at or above downside threshold level on determination date for that quarter due 1/9/2017

Morgan Stanley 10% initially; beginning Jan. 30, 2016, 8 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above index reference level, up to a cap of 10%, floor of zero; payable monthly due 1/30/2035

Morgan Stanley 0.00% due 1/5/2021

Morgan Stanley 0.00% due 7/6/2022

Morgan Stanley 0.00% due 1/5/2021

Morgan Stanley 0.00% due 1/5/2021

Morgan Stanley 0.00% due 7/3/2019

Morgan Stanley 0.00% due 1/4/2018

Morgan Stanley 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 12/31/2019

Morgan Stanley 6%, payable monthly if stock closes at or above trigger price on observation date for that month due 12/31/2019

Morgan Stanley 0.00% due 12/31/2019

Morgan Stanley 0.00% due 12/31/2019

Morgan Stanley 12.7% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 12/29/2017

Morgan Stanley 14% for quarter if Palo Alto stock closes at or above downside threshold level on determination date for that quarter due 12/29/2017

Morgan Stanley 18.05% for quarter if United Continental stock closes at or above downside threshold level on determination date for that quarter due 12/29/2017

Morgan Stanley 0.00% due 12/31/2020

Morgan Stanley 0.00% due 12/30/2016

Morgan Stanley 0.00% due 12/31/2019

Morgan Stanley 0.00% due 12/31/2024

Morgan Stanley 0.00% due 12/31/2019

Morgan Stanley 7% annualized, payable monthly if each index closes at or above its barrier level on observation date for month; Coupon barriers: 961.95 for Russell and 2,553.976 for Euro Stoxx; 80% of initial levels due 12/29/2034

Morgan Stanley 4.5% per quarter plus any previously unpaid contingent coupons if Seadrill stock closes at or above coupon barrier level on determination date for that quarter; Coupon barrier level: $8.895, 75% of initial price due 12/29/2017

Morgan Stanley 0.00% due 12/29/2016

Morgan Stanley 0.00% due 3/24/2015

Morgan Stanley 0.00% due 3/27/2017

Morgan Stanley 0.00% due 12/28/2016

Morgan Stanley 0.00% due 12/22/2017

Morgan Stanley 14.75% for quarter if American Airlines stock closes at or above downside threshold level on determination date for that quarter due 12/22/2017

Morgan Stanley 9.35% for quarter if Caterpillar stock closes at or above downside threshold level on determination date for that quarter due 12/22/2017

Morgan Stanley 0% for quarter if Twitter stock closes at or above downside threshold level on determination date for that quarter due 12/27/2016

Morgan Stanley 6% for each month that both indexes close at or above coupon barrier level on the observation date for that month due 12/24/2029

Morgan Stanley 6.5% for first five years, payable monthly; after that, 6.5% annualized for each month that both indexes close at or above coupon barrier level on the observation date for that month due 12/24/2029

Morgan Stanley 0.00% due 12/26/2017

Morgan Stanley 0.00% due 12/22/2017

Morgan Stanley 0.00% due 12/24/2024

Morgan Stanley 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 12/26/2019

Morgan Stanley 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 12/26/2019

Morgan Stanley 21.5% for quarter if Seadrill stock closes at or above downside threshold level on determination date for that quarter due 12/15/2017

Morgan Stanley 0.00% due 8/15/2016

Morgan Stanley 0.00% due 6/13/2019

Morgan Stanley 6%, payable quarterly if each index closes at or above coupon barrier level on valuation date for that quarter due 12/11/2024

Morgan Stanley 10% initially; beginning Dec. 31, 2017, 4.5 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above index reference level, up to a cap of 10%, floor of zero; payable monthly due 12/31/2034

Morgan Stanley 0.00% due 4/5/2016

Morgan Stanley 0.00% due 12/3/2020

Morgan Stanley 9.25% for quarter if Anadarko Petroleum stock closes at or above downside threshold level on determination date for that quarter due 12/1/2017

Morgan Stanley 0.00% due 11/30/2020

Morgan Stanley 0.00% due 5/31/2022

Morgan Stanley 0.00% due 11/30/2020

Morgan Stanley 0.00% due 12/3/2020

Morgan Stanley 0.00% due 12/3/2018

Morgan Stanley 0.00% due 11/30/2017

Morgan Stanley 0.00% due 11/30/2017

Morgan Stanley 0.00% due 6/2/2015

Morgan Stanley 0.00% due 11/29/2019

Morgan Stanley 0.00% due 11/29/2019

Morgan Stanley 0.00% due 11/30/2018

Morgan Stanley 0.00% due 11/29/2019

Morgan Stanley 9% annualized for each quarter that both indexes close at or above initial level on the observation date for that quarter due 11/26/2029

Morgan Stanley 8.3% for quarter if Facebook stock closes at or above downside threshold level on determination date for that quarter due 11/27/2017

Morgan Stanley 9.05% for quarter if Michael Kors stock closes at or above downside threshold level on determination date for that quarter due 11/27/2017

Morgan Stanley 7.5% for first three years, payable monthly; after that, 7.5% annualized for each month that both indexes close at or above coupon barrier level on the observation date for that month due 11/26/2029

Morgan Stanley 6.4% for first five years, payable monthly; after that, 6.4% annualized for each month that both indexes close at or above coupon barrier level on the observation date for that month due 11/26/2029

Morgan Stanley 0.00% due 5/25/2017

Morgan Stanley 0.00% due 11/26/2024

Morgan Stanley 0.00% due 12/27/2016

Morgan Stanley 0.00% due 2/29/2016

Morgan Stanley 0.00% due 11/28/2022

Morgan Stanley 0.00% due 12/9/2015

Morgan Stanley 11.58% annualized for quarter if Gilead stock closes at or above downside threshold level on determination date for that quarter due 11/25/2016

Morgan Stanley Every quarter, if each index closes at or above initial level on valuation date for that quarter, notes pay contingent coupon at rate of 8% per year plus any previously unpaid contingent coupons for any prior observation dates due 11/26/2029

Morgan Stanley 0.00% due 11/25/2020

Morgan Stanley 0.000% due 3/21/2031

Morgan Stanley 12.75% for quarter if Best Buy stock closes at or above downside threshold level on determination date for that quarter due 11/17/2017

Morgan Stanley Each quarter, notes pay contingent coupon at rate of 7% per year if each fund closes at or above barrier level on determination date for that quarter due 11/19/2019

Morgan Stanley 7% annualized if each component closes at or above barrier level on determination date for that quarter due 11/19/2019

Morgan Stanley 8.15% for quarter if Prudential Financial stock closes at or above barrier level on determination date for that quarter due 11/17/2017

Morgan Stanley 0.00% due 12/2/2015

Morgan Stanley 0.00% due 5/19/2015

Morgan Stanley 0.00% due 5/19/2015

Morgan Stanley 0.00% due 5/19/2017

Morgan Stanley 11.6% annualized, payable if Las Vegas Sands stock closes at or above downside threshold level on determination date for that quarter due 11/13/2017

Morgan Stanley 14.25% annualized, payable if Weatherford stock closes at or above downside threshold level on determination date for that quarter due 11/13/2015

Morgan Stanley 8% annualized, payable if JPMorgan stock closes at or above downside threshold level on determination date for that quarter due 11/13/2017

Morgan Stanley 7.5% for first three years; after that, 7.5% annualized for each month that both indexes close at or above coupon barrier level on the observation date for that month; payable monthly due 11/13/2029

Morgan Stanley 10% initially; beginning Nov. 28, 2017, 5 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above index reference level, up to a cap of 10%, floor of zero; payable monthly; Index reference level: 60% of initial index level due 11/28/2034

Morgan Stanley 0.00% due 5/9/2016

Morgan Stanley 7.5% initially; beginning Nov. 28, 2015, 7.5% per year multiplied by (b) proportion of days on which spread of 30-year CMS rate over two-year CMS rate is greater than or equal to zero and index closes at or above index reference level; payable monthly; Index reference level: 60% of initial level due 11/28/2034

Morgan Stanley 8% initially; beginning Nov. 28, 2015, 7 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above index reference level, up to a cap of 11%, floor of zero; payable monthly; Index reference level: 60% of initial index level due 11/28/2034

Morgan Stanley 8.25% for quarter if Bristol-Myers stock closes at or above barrier level on determination date for that quarter due 11/3/2017

Morgan Stanley 0.00% due 10/30/2020

Morgan Stanley 0.00% due 4/29/2022

Morgan Stanley 0.00% due 10/30/2020

Morgan Stanley 0.00% due 5/5/2017

Morgan Stanley 0.00% due 10/31/2017

Morgan Stanley 0.00% due 10/31/2019

Morgan Stanley 10.20% due 11/5/2015

Morgan Stanley 0.00% due 10/30/2020

Morgan Stanley Contingent coupon at an annual rate of 7% if each index closes at or above its barrier level on the observation date for that month; Barrier levels: 862.089 for Russell 2000 and 2,277.113 for Euro Stoxx 50; 75% of initial levels due 10/31/2034

Morgan Stanley Each quarter, notes pay contingent coupon at rate of 8% per year plus any previously unpaid contingent c; Coupon barrier levels: 919.562 for Russell 2000 and 2,428.92 for Euro Stoxx 50; 80% of initial levelsoupons for any prior observation dates if each index closes at or above coupon barrier level on determination date for that quarter due 10/31/2029

Morgan Stanley 0% for quarter if Tesla Motors stock closes at or above downside threshold level on determination date for that quarter due 10/30/2015

Morgan Stanley 8% for first three years; after that, a contingent coupon each month at the rate of 8% per year if each index closes at or above its coupon barrier level on the observation date for that month; payable monthly; Coupon barrier levels: 804.616 for Russell 2000 and 2,125.305 for Euro Stoxx 50; 70% of initial levels due 10/31/2029

Morgan Stanley 6.4% for first five years; after that, 6.4% per year payable if each index closes at or above its barrier level on review date for that month; payable monthly due 10/31/2029

Morgan Stanley 0.00% due 10/31/2022

Morgan Stanley 0.00% due 10/31/2024

Morgan Stanley 0.00% due 10/31/2019

Morgan Stanley 3% initially; beginning Oct. 30, 2016, Libor plus 110 bps, up to a maximum rate of 4%, stepping up to 5% on Oct. 30, 2019, to 6% on Oct. 30, 2021 and to 7% on Oct. 30, 2023, payable quarterly due 10/30/2024

Morgan Stanley 7.50% due 10/29/2015

Morgan Stanley 6.40% due 10/29/2015

Morgan Stanley 8.10% due 10/29/2015

Morgan Stanley 8.25% due 10/29/2015

Morgan Stanley 7.95% due 10/29/2015

Morgan Stanley 0.00% due 4/30/2018

Morgan Stanley 0.00% due 10/30/2017

Morgan Stanley 8.5% per year, payable quarterly if Disney shares close at or above downside threshold level on determination date for that quarter due 10/27/2017

Morgan Stanley 0.00% due 10/29/2018

Morgan Stanley 0.00% due 10/29/2024

Morgan Stanley Equal to the year-over-year change in index plus 120 bps, floor of zero; payable monthly due 10/28/2024

Morgan Stanley 11% for quarter if EOG Resources stock closes at or above downside threshold level on determination date for that quarter due 10/25/2017

Morgan Stanley 8.9% for quarter if Whole Foods stock closes at or above downside threshold level on determination date for that quarter due 10/25/2017

Morgan Stanley 0.00% due 12/26/2019

Morgan Stanley 11% initially; beginning Oct. 31, 2015, (a) five times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which index closes at or above index reference level, subject to maximum rate of 11% per year; payable monthly and cannot be less than zero due 10/31/2034

Morgan Stanley 0.000% due 4/22/2015

Morgan Stanley 0.000% due 10/23/2020

Morgan Stanley 15% per year, payable monthly if GameStop stock closes at or above downside threshold level on determination date for that month due 10/19/2016

Morgan Stanley 7.80% due 10/19/2015

Morgan Stanley 8.75% due 10/19/2015

Morgan Stanley 7.50% due 10/19/2015

Morgan Stanley 0.00% due 11/9/2017

Morgan Stanley 0.00% due 10/16/2019

Morgan Stanley 8.75% annualized if Bank of America Financial stock closes at or above barrier level on determination date for that quarter due 10/13/2017

Morgan Stanley 8% initially; beginning Sept. 30, 2015, seven times spread of 30-year CMS rate over two-year CMS rate, subject to floor of zero and cap of 10% per year, multiplied by proportion of days on which index closes at or above index reference level; payable monthly due 10/31/2034

Morgan Stanley 0.00% due 10/28/2015

Morgan Stanley 0.00% due 10/28/2015

Morgan Stanley 0.00% due 4/15/2015

Morgan Stanley 7.25% per year multiplied by proportion of days on which spread of 30-year CMS rate over two-year CMS rate is greater than or equal to zero and index closes at or above index reference level; payable monthly due 10/31/2034

Morgan Stanley 0.00% due 1/26/2015

Morgan Stanley 10% initially; beginning on April 30, 2017, five times spread of 30-year CMS rate over two-year CMS rate, subject to floor of zero and cap of 10%, multiplied by proportion of days on which index closes at or above index reference level; payable monthly due 10/31/2034

Morgan Stanley 0.00% due 4/8/2019

Morgan Stanley 8.3% for quarter if Prudential Financial stock closes at or above barrier level on determination date for that quarter due 10/6/2017

Morgan Stanley 11% initially; beginning on April 8, 2016, five times spread of 30-year CMS rate over two-year CMS rate, subject to floor of zero and cap of 11%, multiplied by proportion of days on which index closes at or above index reference level; payable monthly; Index reference/barrier level: 50% of initial index level due 10/8/2034

Morgan Stanley Each quarter, notes will pay a contingent coupon if index closes at or above its coupon barrier level on determination date for that quarter; contingent coupon rate is 5.25% per year for first five years, 7.5% per year for next five years and 10% per year for last five years due 10/3/2029

Morgan Stanley 0.00% due 9/30/2020

Morgan Stanley 0.00% due 3/31/2022

Morgan Stanley 0.00% due 12/31/2015

Morgan Stanley 0.00% due 10/3/2017

Morgan Stanley 0.00% due 9/29/2017

Morgan Stanley 0.00% due 10/4/2016

Morgan Stanley 11.5% for quarter if Delta Air stock closes at or above downside threshold level on determination date for that quarter due 10/1/2015

Morgan Stanley 0.00% due 1/4/2016

Morgan Stanley 0.00% due 10/19/2015

Morgan Stanley 0.00% due 9/30/2019

Morgan Stanley 0.00% due 9/28/2018

Morgan Stanley 0.00% due 9/30/2024

Morgan Stanley 10% per year, payable quarterly if Facebook stock closes at or above downside threshold level on determination date for that quarter due 9/30/2015

Morgan Stanley Each quarter, notes pay contingent coupon at rate of 8.5% per year plus any previously unpaid contingent coupons for any prior observation dates if each index closes at or above initial level on determination date for that quarter due 9/28/2029

Morgan Stanley 11.25% per year, payable due 9/30/2016

Morgan Stanley 10.75% per year, payable due 9/30/2015

Morgan Stanley 6.5% for first five years; after that, 6.5% per year payable if each index closes at or above its barrier level on review date for that month; payable monthly due 9/28/2029

Morgan Stanley 0.00% due 9/30/2021

Morgan Stanley 0.00% due 9/30/2022

Morgan Stanley 0.00% due 9/30/2019

Morgan Stanley 0.00% due 9/30/2024

Morgan Stanley 0.00% due 9/30/2019

Morgan Stanley 9.75% per year, payable monthly due 9/25/2017

Morgan Stanley 0.00% due 9/22/2016

Morgan Stanley 0.00% due 9/22/2016

Morgan Stanley 8.35% for quarter if Celgene stock closes at or above downside threshold level on determination date for that quarter due 9/22/2017

Morgan Stanley 11.5% for quarter if Workday stock closes at or above downside threshold level on determination date for that quarter due 9/22/2017

Morgan Stanley 0.00% due 10/7/2015

Morgan Stanley 3% initially; beginning Sept. 25, 2015, Libor plus 115 bps, up to a maximum rate of 4%, stepping up to 5% on Sept. 25, 2018, to 6% on Sept. 25, 2021 and to 7% on Sept. 25, 2023; floor of zero, payable quarterly due 9/25/2024

Morgan Stanley 0.00% due 10/5/2015

Morgan Stanley 10.2% for quarter if Facebook stock closes at or above downside threshold level on determination date for that quarter due 9/17/2015

Morgan Stanley 0.00% due 9/18/2019

Morgan Stanley 0.00% due 9/18/2019

Morgan Stanley 0.00% due 9/18/2017

Morgan Stanley 4.8% for first four years; beginning Sept. 17, 2018, 78.5% of 10-year CMS rate, floor of 0%; payable quarterly due 9/17/2034

Morgan Stanley 8% initially; beginning Sept. 30, 2015, seven times spread of 30-year CMS rate over two-year CMS rate, subject to floor of zero and cap of 11%, multiplied by proportion of days on which index closes at or above index reference level; payable monthly due 9/30/2034

Morgan Stanley 8.7% per year, payable monthly if Gilead Sciences stock closes at or above downside threshold level on determination date for that month due 9/15/2016

Morgan Stanley 0.00% due 3/15/2016

Morgan Stanley 8.7% for quarter if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 9/11/2017

Morgan Stanley 10% initially; beginning Sept. 30, 2016, 5 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above barrier level, up to a cap of 10%; payable monthly due 9/30/2034

Morgan Stanley 0.00% due 3/9/2017

Morgan Stanley 10% initially; beginning Sept. 30, 2015, after that, it will accrue at leverage factor times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above barrier level, up to a maximum rate of 10%; leverage factor will be 5 initially and will step up to 6 on Sept. 30, 2020, to 7 on Sept. 30, 2025 and to 10 on Sept. 30, 2030; payable monthly due 9/30/2034

Morgan Stanley 0.00% due 6/5/2017

Morgan Stanley 9.5% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 9/5/2017

Morgan Stanley 12.75% for quarter if lululemon athletica stock closes at or above downside threshold level on determination date for that quarter due 9/5/2017

Morgan Stanley 10.25% for quarter if Noble stock closes at or above downside threshold level on determination date for that quarter due 9/4/2015

Morgan Stanley If MetLife shares close at or above downside threshold level on a quarterly determination date, notes pay a contingent payment that quarter at annualized rate of 8.75% due 9/5/2017

Morgan Stanley 0.00% due 8/31/2020

Morgan Stanley 0.00% due 2/28/2022

Morgan Stanley 0.00% due 8/31/2020

Morgan Stanley 0.00% due 8/31/2017

Morgan Stanley 5.50% due 8/31/2015

Morgan Stanley 5.01% due 8/31/2015

Morgan Stanley 0.00% due 3/3/2016

Morgan Stanley 0.00% due 7/3/2023

Morgan Stanley 0.00% due 3/2/2017

Morgan Stanley 0.00% due 8/31/2020

Morgan Stanley 7% annualized if index closes at or above coupon barrier level for that month; Barrier levels: 940.136 for Russell, 2,558.032 for Euro Stoxx; 80% of initial levels due 8/29/2034

Morgan Stanley Every quarter, if each index closes at or above initial level on valuation date for that quarter, notes pay contingent coupon at rate of 8.5% per year plus any previously unpaid contingent coupons for any prior observation dates due 8/29/2029

Morgan Stanley 13.25% per year, payable monthly if Twitter stock closes at or above 70% downside threshold level on monthly review date due 8/31/2015

Morgan Stanley 6.05% annualized for six years, payable monthly; after that, 6.05% annualized if index closes at or above coupon barrier level for that month due 8/29/2029

Morgan Stanley 0.00% due 8/29/2024

Morgan Stanley 0.00% due 8/29/2024

Morgan Stanley 0.00% due 8/30/2018

Morgan Stanley 0.00% due 8/30/2024

Morgan Stanley 0.00% due 8/30/2019

Morgan Stanley 8.5% for quarter if Celgene stock closes at or above downside threshold level on determination date for that quarter due 8/28/2017

Morgan Stanley 10.9% for quarter if Micron Technology stock closes at or above downside threshold level on determination date for that quarter due 8/27/2015

Morgan Stanley 0.00% due 8/25/2020

Morgan Stanley 0.00% due 8/28/2024

Morgan Stanley 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 8/29/2019

Morgan Stanley 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 8/29/2019

Morgan Stanley 8.35% for quarter if Prudential Financial stock closes at or above downside threshold level on determination date for that quarter due 8/21/2017

Morgan Stanley 3% initially; after the first year, Libor plus 100 bps, subject to floor of zero and cap that is initially 4%, stepping up to 5% on Aug. 28, 2018 and to 6% on Aug. 28, 2022; payable quarterly due 8/28/2024

Morgan Stanley 6% initially; beginning Aug. 29, 2015, after that, it will accrue at seven times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above 60% barrier level, up to a maximum rate of 10% for the first five years, stepping up to 11% on Aug. 29, 2019, to 12% on Aug. 29, 2024 and to 15% on Aug. 29, 2029; payable monthly due 8/29/2034

Morgan Stanley 8% annualized, payable monthly if stock closes at or above coupon barrier on observation date for that month due 8/21/2019

Morgan Stanley 6%, payable monthly if stock closes at or above coupon barrier on observation date for that month due 8/21/2019

Morgan Stanley 0.00% due 8/21/2017

Morgan Stanley 10% initially; beginning Aug. 29, 2017, 5 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above index reference level, up to a cap of 10%, floor of zero; payable monthly due 8/29/2034

Morgan Stanley 8.40% due 8/13/2015

Morgan Stanley 9.90% due 8/13/2015

Morgan Stanley 11.65% for quarter if Best Buy stock closes at or above downside threshold level on determination date for that quarter due 8/14/2017

Morgan Stanley 8.3% for quarter if Chipotle Mexican stock closes at or above downside threshold level on determination date for that quarter due 8/14/2017

Morgan Stanley 7%, payable monthly if stock closes at or above coupon barrier on observation date for that month due 8/14/2019

Morgan Stanley 6%, payable monthly if stock closes at or above coupon barrier on observation date for that month due 8/14/2019

Morgan Stanley 7% initially; beginning Aug. 29, 2015, After that, it will accrue at 7% annualized for each day that the spread of the 30-year Constant Maturity Swap rate over the two-year CMS rate is at least 0% and the index closes at or above the 50% barrier level; floor of zero, payable monthly due 8/29/2034

Morgan Stanley 0.00% due 8/21/2018

Morgan Stanley 5.02% due 8/10/2015

Morgan Stanley 11% initially; beginning Aug. 29, 2015, 5 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above barrier level, up to a cap of 11%; payable monthly due 8/29/2034

Morgan Stanley 0.00% due 8/7/2020

Morgan Stanley 12.5% for quarter if Netflix stock closes at or above downside threshold level on determination date for that quarter due 8/6/2015

Morgan Stanley Every month, if each index closes at or above initial level on valuation date for that month, notes pay contingent coupon at rate of 8.1% per year plus any previously unpaid contingent coupons for any prior observation dates due 7/31/2029

Morgan Stanley 0.00% due 1/31/2020

Morgan Stanley 0.00% due 7/31/2020

Morgan Stanley 0.00% due 4/30/2020

Morgan Stanley 0.00% due 1/31/2022

Morgan Stanley 0.00% due 8/31/2015

Morgan Stanley 0.00% due 7/31/2020

Morgan Stanley 0.00% due 8/5/2020

Morgan Stanley 0.00% due 7/31/2018

Morgan Stanley 7.10% due 7/31/2015

Morgan Stanley 7.00% due 7/31/2015

Morgan Stanley 7.30% due 7/31/2015

Morgan Stanley 0.00% due 7/31/2019

Morgan Stanley 0.00% due 7/31/2019

Morgan Stanley 8.2% annualized per quarter if each index closes at or above its initial level on review date for that quarter due 7/31/2029

Morgan Stanley 0.00% due 7/31/2024

Morgan Stanley 7% annualized per month that each index closes at or above coupon barrier level for that month; Coupon barriers: 80% of initial levels due 7/31/2034

Morgan Stanley 6.05% for first six years; then, 6.05% per year if each index closes at or above its barrier level on observation date for that month; payable monthly due 7/31/2029

Morgan Stanley 7.6% annualized for three years, payable monthly; after that, 7.6% annualized if index closes at or above coupon barrier level for that month due 7/31/2029

Morgan Stanley 0.00% due 1/30/2015

Morgan Stanley 0.00% due 7/31/2024

Morgan Stanley 0.00% due 7/31/2024

Morgan Stanley 0.00% due 7/31/2024

Morgan Stanley 0.00% due 7/30/2020

Morgan Stanley 8.05% for quarter if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 7/31/2017

Morgan Stanley 0.00% due 7/30/2018

Morgan Stanley 0.00% due 1/28/2016

Morgan Stanley 7.80% due 7/23/2015

Morgan Stanley 8.90% due 7/23/2015

Morgan Stanley 9.00% due 7/23/2015

Morgan Stanley 13.5% for quarter if Facebook stock closes at or above downside threshold level on determination date for that quarter due 7/23/2015

Morgan Stanley 0% for quarter if Tesla Motors stock closes at or above downside threshold level on determination date for that quarter due 7/25/2016

Morgan Stanley 0% for quarter if Twitter stock closes at or above downside threshold level on determination date for that quarter due 7/25/2016

Morgan Stanley 10.25% for quarter if Valero Energy stock closes at or above downside threshold level on determination date for that quarter due 7/23/2015

Morgan Stanley 9.4% for quarter if Whole Foods stock closes at or above downside threshold level on determination date for that quarter due 7/23/2015

Morgan Stanley 0.00% due 8/20/2015

Morgan Stanley 9% for quarter if Whole Foods stock closes at or above downside threshold level on determination date for that quarter due 7/17/2017

Morgan Stanley 3% initially; after 1.5 years, Libor plus 100 bps, subject to floor of zero and cap that is initially 4%, stepping up to 5% on Jan. 30, 2019 and to 6% on Jan. 30, 2023; payable quarterly due 7/30/2024

Morgan Stanley 9.55% for quarter if Whole Foods stock closes at or above downside threshold level on determination date for that quarter due 7/17/2017

Morgan Stanley 0.00% due 1/17/2017

Morgan Stanley 0.00% due 1/13/2016

Morgan Stanley 10% initially; beginning July 31, 2015, 10% multiplied by proportion of days on which (a) spread of the 30-year Constant Maturity Swap rate over the two-year CMS rate is at least 0.99% and (b) index's closing level is at least 65% of initial index level; floor of zero, payable monthly due 7/31/2034

Morgan Stanley 10% initially; beginning July 31, 2017, four times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which index closes at or above barrier level, up to a cap of 10% and a floor of zero; payable monthly due 7/31/2034

Morgan Stanley 11.5% for quarter if Abercrombie stock closes at or above downside threshold level on determination date for that quarter due 7/9/2015

Morgan Stanley 8.75% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 7/10/2017

Morgan Stanley 8.25% for quarter if Gilead Sciences stock closes at or above downside threshold level on determination date for that quarter due 7/10/2017

Morgan Stanley 0.00% due 1/5/2017

Morgan Stanley 0.00% due 6/30/2020

Morgan Stanley 0.00% due 8/4/2015

Morgan Stanley 0.00% due 7/3/2019

Morgan Stanley 0.00% due 12/31/2021

Morgan Stanley 0.00% due 7/31/2015

Morgan Stanley 0.00% due 7/3/2019

Morgan Stanley 0.00% due 1/5/2017

Morgan Stanley 0.00% due 7/6/2020

Morgan Stanley 8.65% annualized for quarter if Ford stock closes at or above trigger level on determination date for that quarter due 7/3/2017

Morgan Stanley 8% annualized, payable quarterly if Nokia stock closes at or above downside threshold level on determination date for that quarter due 7/2/2015

Morgan Stanley 3% initially; after 1.5 years, Libor plus 100 bps, subject to floor of zero and cap that is initially 4%, stepping up to 5% on June 27, 2018 and to 6% on June 27, 2021; payable quarterly due 6/27/2024

Morgan Stanley 12.25% for quarter if Delta Air stock closes at or above downside threshold level on determination date for that quarter due 6/25/2015

Morgan Stanley 12.25% for quarter if Delta Air stock closes at or above downside threshold level on determination date for that quarter due 6/25/2015

Morgan Stanley 13.5% for quarter if Twitter stock closes at or above downside threshold level on determination date for that quarter due 6/25/2015

Morgan Stanley 8.25% for quarter if Williams stock closes at or above downside threshold level on determination date for that quarter due 6/26/2017

Morgan Stanley 0.00% due 6/20/2019

Morgan Stanley 10.95% for quarter if American Airlines stock closes at or above downside threshold level on determination date for that quarter due 6/18/2015

Morgan Stanley 10% for quarter if Las Vegas Sands stock closes at or above downside threshold level on determination date for that quarter due 6/18/2015

Morgan Stanley 5.5% if each index closes at or above its barrier level on review date for that month due 6/18/2019

Morgan Stanley 0.00% due 6/20/2016

Morgan Stanley 0.00% due 6/17/2019

Morgan Stanley 0.00% due 4/3/2017

Morgan Stanley 8.25% annualized for quarter if BlackRock stock closes at or above trigger level on determination date for that quarter due 6/12/2017

Morgan Stanley 8.65% for quarter if Broadcom stock closes at or above trigger level on determination date for that quarter due 6/12/2017

Morgan Stanley 10% annualized per month if Facebook stock closes at or above downside threshold level on determination date for that month due 12/11/2017

Morgan Stanley 0.00% due 4/3/2019

Morgan Stanley 10% initially; beginning June 30, 2015, 5 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above barrier level, up to a cap of 10%; payable monthly due 6/30/2034

Morgan Stanley 0.00% due 12/31/2020

Morgan Stanley 8% for quarter if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 6/5/2017

Morgan Stanley 8% for quarter if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 6/5/2017

Morgan Stanley 0.00% due 12/5/2016

Morgan Stanley 0.00% due 5/29/2020

Morgan Stanley 0.00% due 11/29/2019

Morgan Stanley 0.00% due 11/30/2021

Morgan Stanley 0.00% due 12/5/2016

Morgan Stanley 0.00% due 6/4/2018

Morgan Stanley 0.00% due 6/4/2020

Morgan Stanley 0.00% due 12/3/2014

Morgan Stanley 8% for quarter if Valero Energy stock closes at or above downside threshold level on determination date for that quarter due 6/2/2015

Morgan Stanley 0.00% due 5/31/2019

Morgan Stanley 0.00% due 5/31/2024

Morgan Stanley 0.00% due 5/30/2024

Morgan Stanley 7%, payable monthly if each index closes at or above its barrier level on observation date for that month due 5/30/2034

Morgan Stanley 10% per year, payable monthly if Facebook shares close at or above downside threshold level on determination date for that month due 5/31/2016

Morgan Stanley Each month, notes will pay contingent coupon plus any previously unpaid contingent quarterly coupons from any prior observation dates if each index closes at or above initial level on observation date for that month; if payable, contingent quarterly coupon will be amount corresponding to return of 9% per year for each interest payment period for each applicable observation date due 5/30/2029

Morgan Stanley 6% for first eight years; after that, 6% per year payable if each index closes at or above its barrier level on review date for that month; payable monthly due 5/30/2029

Morgan Stanley 8% for first three years; after that, 8% per year payable if each index closes at or above its coupon barrier level on review date for that month; payable monthly due 5/30/2029

Morgan Stanley 0.00% due 11/30/2020

Morgan Stanley 0.00% due 11/28/2014

Morgan Stanley 0.00% due 5/30/2024

Morgan Stanley 0.00% due 11/29/2016

Morgan Stanley 8% per year, payable quarterly if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 5/30/2017

Morgan Stanley 10.85% for quarter if Valero Energy stock closes at or above downside threshold level on determination date for that quarter due 5/29/2015

Morgan Stanley 0.00% due 8/27/2014

Morgan Stanley 9.2% for quarter if Amazon.com stock closes at or above downside threshold level on determination date for that quarter due 5/22/2017

Morgan Stanley 8% per year, payable quarterly if Boeing shares close at or above downside threshold level on determination date for that quarter due 5/22/2017

Morgan Stanley 14% for quarter if lululemon athletica stock closes at or above downside threshold level on determination date for that quarter due 5/21/2015

Morgan Stanley 0.00% due 5/22/2019

Morgan Stanley 0.00% due 5/21/2020

Morgan Stanley 10% initially; beginning May 30, 2017, 4 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above barrier level, up to a cap of 10%; payable monthly due 5/30/2034

Morgan Stanley 7.50% due 8/19/2015

Morgan Stanley 8.25% for quarter if Amazon.com stock closes at or above downside threshold level on determination date for that quarter due 5/15/2017

Morgan Stanley 11.5% for quarter if Facebook stock closes at or above downside threshold level on determination date for that quarter due 5/15/2017

Morgan Stanley 12.25% for quarter if Michael Kors stock closes at or above downside threshold level on determination date for that quarter due 5/14/2015

Morgan Stanley 0.00% due 5/28/2015

Morgan Stanley 0.00% due 5/11/2016

Morgan Stanley 0.00% due 2/10/2015

Morgan Stanley 8% for quarter if Macy's stock closes at or above downside threshold level on determination date for that quarter due 5/7/2015

Morgan Stanley 13.69% per year, payable quarterly if shares close at or above downside threshold level on observation date for that quarter due 5/20/2015

Morgan Stanley 10.78% per year, payable quarterly if shares close at or above downside threshold level on observation date for that quarter due 5/20/2015

Morgan Stanley 10.75% per year, payable quarterly if shares close at or above downside threshold level on observation date for that quarter due 5/20/2015

Morgan Stanley 6.55% per year, payable monthly if each index closes at or above coupon barrier level on review date for that month due 5/3/2024

Morgan Stanley 0.00% due 4/30/2020

Morgan Stanley 0.00% due 10/29/2021

Morgan Stanley 0.00% due 4/30/2018

Morgan Stanley 0.00% due 10/31/2016

Morgan Stanley 0.00% due 11/4/2014

Morgan Stanley 0.00% due 4/30/2024

Morgan Stanley 0.00% due 4/30/2024

Morgan Stanley 9.5% per year, payable quarterly if Avago shares close at or above downside threshold level on determination date for that quarter due 4/30/2015

Morgan Stanley 8.05% per year, payable quarterly if Bristol-Myers Squibb shares close at or above downside threshold level on determination date for that quarter due 5/1/2017

Morgan Stanley 12.5% per year, payable monthly if Facebook shares close at or above downside threshold level on determination date for that month due 4/30/2015

Morgan Stanley 9.6% per year, payable quarterly if MetLife shares close at or above downside threshold level on determination date for that quarter due 5/2/2016

Morgan Stanley 6.5% for first five years; after that, 6.5% per year payable if each index closes at or above its coupon barrier level on review date for that month; payable monthly due 4/30/2029

Morgan Stanley 8% for first three years; after that, 8% per year payable if each index closes at or above its coupon barrier level on review date for that month; payable monthly due 4/30/2029

Morgan Stanley 0.00% due 10/30/2020

Morgan Stanley 0.00% due 4/30/2018

Morgan Stanley 0.00% due 4/30/2024

Morgan Stanley 0.00% due 4/30/2024

Morgan Stanley 0.00% due 4/30/2024

Morgan Stanley 11.1% annualized per quarter that fund closes at or above its barrier level on determination date for that quarter due 4/24/2015

Morgan Stanley 10% annualized per quarter that stock closes at or above its barrier level on determination date for that quarter due 4/24/2015

Morgan Stanley 7.75% for quarter if Broadcom stock closes at or above downside threshold level on determination date for that quarter due 4/16/2015

Morgan Stanley 9% per year, payable quarterly if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 3/30/2017

Morgan Stanley 11% for first two years; beginning April 30, 2016, (a) four times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which S&P 500 closes at or above barrier level, subject to minimum rate of zero and maximum rate of 13% per year; payable monthly due 4/30/2034

Morgan Stanley 0.00% due 4/11/2019

Morgan Stanley 11.45% for quarter if Barrick Gold stock closes at or above downside threshold level on determination date for that quarter due 4/9/2015

Morgan Stanley 0.00% due 9/30/2016

Morgan Stanley 0.00% due 9/30/2016

Morgan Stanley 5.15% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; otherwise, no coupon will be paid that quarter due 4/3/2024

Morgan Stanley 0.00% due 3/31/2020

Morgan Stanley 0.00% due 3/31/2021

Morgan Stanley 0.00% due 5/5/2015

Morgan Stanley 0.00% due 10/3/2014

Morgan Stanley 0.00% due 4/4/2016

Morgan Stanley 0.00% due 4/3/2020

Morgan Stanley 13.75% for quarter if Abercrombie stock closes at or above downside threshold level on determination date for that quarter due 4/2/2015

Morgan Stanley 0.00% due 3/28/2024

Morgan Stanley 10% initially; beginning March 31, 2015, 4 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above barrier level, up to a cap of 10%; payable monthly due 3/31/2034

Morgan Stanley 0.00% due 3/31/2021

Morgan Stanley 0.00% due 3/28/2024

Morgan Stanley 0.00% due 3/28/2024

Morgan Stanley Greater of commodity return and the highest contingent coupon paid on any previous interest payment date, subject to a floor of 0% and a cap of 10% due 3/29/2029

Morgan Stanley 13% per year, payable monthly if Facebook stock closes at or above coupon barrier level on determination date for that month due 3/31/2016

Morgan Stanley 7% per year, payable monthly if index closes at or above coupon barrier level on observation date for that month; otherwise, no coupon will be paid that month; Coupon barrier level: 808.84, 70% of initial level due 3/29/2029

Morgan Stanley 7.5% annualized, payable monthly for first four years; beginning April 30, 2018, 7.5% if each index closes at or above its barrier level on review date for that month due 3/29/2029

Morgan Stanley 6.5% annualized, payable monthly for first five years; beginning April 30, 2019, 6.5% if each index closes at or above its barrier level on review date for that month due 3/29/2029

Morgan Stanley 0.00% due 3/28/2024

Morgan Stanley 0.00% due 3/28/2024

Morgan Stanley 0.00% due 3/28/2016

Morgan Stanley 8% for quarter if Boeing stock closes at or above downside threshold level on determination date for that quarter due 3/28/2016

Morgan Stanley 18.05% for quarter if Facebook stock closes at or above downside threshold level on determination date for that quarter due 3/26/2015

Morgan Stanley 9.35% annualized for quarter if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 3/27/2017

Morgan Stanley 0.00% due 9/19/2016

Morgan Stanley 11.4% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 3/19/2015

Morgan Stanley 12.25% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 3/20/2017

Morgan Stanley 10% initially; beginning March 31, 2018, (a) 4 times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which index's closing level is greater than or equal to barrier level; interest rate subject to a floor of 0% and a cap of 10% per year; payable monthly due 3/31/2034

Morgan Stanley 0.00% due 7/18/2022

Morgan Stanley 0.00% due 9/20/2021

Morgan Stanley 8% annualized, payable monthly, if each index closes at or above its barrier level on review date for that month due 3/13/2029

Morgan Stanley 10% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 3/12/2015

Morgan Stanley 2.1875% per quarter (8.75% annualized) that each index closes at or above its barrier level on the determination date for that quarter due 3/13/2017

Morgan Stanley 11.2% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 3/12/2015

Morgan Stanley Greater of the commodity return and the highest contingent coupon paid on any previous interest payment date, subject to a floor of 0% and a cap of 9% due 3/4/2024

Morgan Stanley 8% initially; beginning March 31, 2017, four times CMS spread for each day that index closes at or above barrier level, capped at 10%; payable monthly due 3/31/2034

Morgan Stanley 0.00% due 3/11/2019

Morgan Stanley 0.00% due 3/11/2019

Morgan Stanley 0.00% due 8/31/2016

Morgan Stanley 0.00% due 2/29/2024

Morgan Stanley 8.55% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 3/6/2017

Morgan Stanley 0.00% due 8/30/2019

Morgan Stanley 0.00% due 2/28/2020

Morgan Stanley 0.00% due 2/26/2021

Morgan Stanley 0.00% due 9/3/2014

Morgan Stanley 0.00% due 9/2/2016

Morgan Stanley 0.00% due 9/3/2014

Morgan Stanley 0.00% due 3/31/2015

Morgan Stanley 0.00% due 2/29/2024

Morgan Stanley 7.5% per year, payable monthly if each index closes at or above its barrier level on the observation date for that month due 2/28/2034

Morgan Stanley 7% per year, payable monthly if index closes at or above coupon barrier level on observation date for that month; otherwise, no coupon will be paid that month; Coupon barrier level: 763.065, 65% of initial level due 2/28/2029

Morgan Stanley 8% initially, payable monthly; beginning in year four, 8% annualized contingent monthly payment if each index is at or above barrier level on observation date for that month due 2/28/2029

Morgan Stanley 6.5% initially; beginning in year six, 6.5% annualized contingent monthly payment if each index is at or above barrier level on observation date for that month due 2/28/2029

Morgan Stanley 0.00% due 2/28/2024

Morgan Stanley 0.00% due 2/28/2024

Morgan Stanley 0.00% due 2/29/2024

Morgan Stanley 0.00% due 3/11/2015

Morgan Stanley 8.6% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 2/27/2017

Morgan Stanley 8.25% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 2/27/2017

Morgan Stanley 10% for first four years; beginning Feb. 28, 2018, four times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which Russell 2000 closes at or above index reference level, subject to minimum rate of zero and maximum rate of 10% per year; payable monthly due 2/28/2034

Morgan Stanley 12% per year, payable quarterly if Valero stock closes at or above 75% downside threshold level on quarterly review date due 2/21/2017

Morgan Stanley 0.00% due 3/4/2015

Morgan Stanley 0.00% due 8/20/2018

Morgan Stanley 0.00% due 8/20/2018

Morgan Stanley 0.00% due 8/20/2018

Morgan Stanley 10% annualized for each quarter that shares close at or above downside threshold level on quarterly determination date due 2/21/2017

Morgan Stanley 13.5% annualized for each quarter that shares close at or above downside threshold level on quarterly determination date due 2/21/2017

Morgan Stanley 10% for first four years; beginning on Feb. 28, 2018, 4 times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which S&P 500 closes at or above index reference level, subject to minimum rate of zero and maximum rate of 10% per year; payable monthly due 2/28/2034

Morgan Stanley 10% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 2/14/2017

Morgan Stanley 8.8% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 2/13/2017

Morgan Stanley 10% for first year; beginning Feb. 28, 2015, 4 times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which S&P 500 closes at or above index reference level, subject to minimum rate of zero and maximum rate of 10% per year; payable monthly due 2/28/2034

Morgan Stanley 0.00% due 2/6/2024

Morgan Stanley 0.00% due 2/6/2017

Morgan Stanley 16.15% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 2/5/2015

Morgan Stanley 0.00% due 1/31/2020

Morgan Stanley 0.00% due 1/29/2021

Morgan Stanley 0.00% due 7/31/2019

Morgan Stanley 0.00% due 2/27/2015

Morgan Stanley 0.00% due 2/4/2019

Morgan Stanley 0.00% due 1/31/2024

Morgan Stanley 0.00% due 1/31/2024

Morgan Stanley 0.00% due 1/31/2024

Morgan Stanley 0.00% due 1/31/2024

Morgan Stanley 0.00% due 1/31/2024

Morgan Stanley 7.5% annualized, payable monthly if each index closes at or above its barrier level on the observation date for that month due 1/31/2034

Morgan Stanley 6.5% per year for first five years; after that, contingent coupon of 6.5% per year if closing level of each index is at or above barrier level on related observation date for that month; otherwise, no coupon will be paid that month due 1/31/2029

Morgan Stanley 8% per year fixed for first three years, after that, 8% per year if each index closes at or above barrier level on observation date for that month; otherwise, no coupon for that month due 1/31/2029

Morgan Stanley 7.25% per year, payable monthly if oil price closes at or above downside threshold level on observation rate for that month; Downside threshold: $70.62225, 72.5% of initial pric due 1/31/2029

Morgan Stanley 0.00% due 1/31/2022

Morgan Stanley 0.00% due 1/31/2024

Morgan Stanley 10% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 1/27/2017

Morgan Stanley 8.15% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 1/29/2015

Morgan Stanley 0.00% due 1/29/2019

Morgan Stanley 8.05% due 1/26/2015

Morgan Stanley 0.00% due 2/27/2015

Morgan Stanley 12% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 1/17/2017

Morgan Stanley 8.5% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 1/17/2017

Morgan Stanley 10% for first year; beginning Jan. 31, 2015, 4.5 times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which S&P 500 closes at or above index reference level, subject to minimum rate of zero and maximum rate of 10% per year; payable monthly due 1/31/2034

Morgan Stanley 0.00% due 1/28/2015

Morgan Stanley 10% initially; beginning Jan. 30, 2015, (a) leverage factor times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which index's closing level is greater than or equal to barrier level; leverage factor will be 5 initially and will step up to 6 beginning on Jan. 30, 2019, to 8 on Jan. 30, 2024 and to 10 on Jan. 30, 2029; interest rate subject to a floor of 0% and a cap of 10% per year; payable monthly due 1/30/2034

Morgan Stanley 9% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 1/9/2017

Morgan Stanley 8.05% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 1/9/2017

Morgan Stanley 0.00% due 6/30/2016

Morgan Stanley 0.00% due 12/31/2020

Morgan Stanley 0.00% due 12/31/2019

Morgan Stanley 0.00% due 12/31/2019

Morgan Stanley 0.00% due 12/29/2017

Morgan Stanley 9.85% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 1/3/2017

Morgan Stanley 0.00% due 2/2/2015

Morgan Stanley 0.00% due 12/29/2023

Morgan Stanley 0.000% due 12/29/2023

Morgan Stanley 0.000% due 12/29/2023

Morgan Stanley 0.00% due 6/30/2015

Morgan Stanley 0.00% due 12/26/2018

Morgan Stanley 0.00% due 12/26/2023

Morgan Stanley 0.00% due 6/28/2019

Morgan Stanley 8% annualized, payable monthly if each index closes at or above its barrier level on the observation date for that month due 12/27/2033

Morgan Stanley 9.1% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 12/27/2016

Morgan Stanley 7% initially, payable monthly; beginning January 2019, contingent coupon of 7% annualized for each month that each index closes at or above coupon barrier level for that month due 12/26/2028

Morgan Stanley 6% annualized, payable monthly, for each month that each index closes at or above coupon barrier level for that month due 12/26/2023

Morgan Stanley 0.00% due 6/23/2016

Morgan Stanley 0.00% due 6/27/2022

Morgan Stanley 0.00% due 12/28/2020

Morgan Stanley 0.00% due 12/28/2015

Morgan Stanley 9.15% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 12/18/2014

Morgan Stanley 10.4% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 12/19/2016

Morgan Stanley 6.44% due 6/19/2015

Morgan Stanley 6.11% due 6/19/2015

Morgan Stanley 9.15% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 12/11/2014

Morgan Stanley 10.1% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 12/11/2014

Morgan Stanley 0.00% due 12/6/2023

Morgan Stanley 0.00% due 12/7/2020

Morgan Stanley 9.9% per year, payable quarterly if Bank of America stock closes at or above 80% downside threshold level on quarterly review date due 12/5/2016

Morgan Stanley 9.75% per year, payable quarterly if Ford stock closes at or above 75% downside threshold level on quarterly review date due 12/5/2016

Morgan Stanley 0.00% due 5/31/2019

Morgan Stanley 0.00% due 11/29/2019

Morgan Stanley 0.00% due 5/31/2016

Morgan Stanley 0.00% due 12/4/2020

Morgan Stanley 0.00% due 8/30/2019

Morgan Stanley 0.00% due 12/4/2017

Morgan Stanley 8% per year, payable quarterly if each fund closes at or above its downside threshold level on the determination date for that quarter due 11/30/2018

Morgan Stanley Contingent coupon of 5.55% per year if closing level of each index is at or above barrier level on related observation date for that month; otherwise, no coupon will be paid that month due 12/4/2023

Morgan Stanley 9% for first year; beginning Dec. 3, 2014, 4 times spread of 30-year CMS rate over two-year CMS rate, multiplied by proportion of days on which S&P 500 is at least 75% of initial index level; subject to minimum rate of zero and maximum of 9% per year; payable quarterly due 12/3/2028

Morgan Stanley 0.00% due 12/10/2014

Morgan Stanley 0.00% due 11/30/2023

Morgan Stanley 0.00% due 11/30/2023

Morgan Stanley 0.00% due 12/3/2018

Morgan Stanley Libor plus 175 basis points; capped at 4% until Dec. 11, 2017, at 5% until Dec. 11, 2020 and at 7% after that; floor of 0%; payable quarterly due 12/11/2023

Morgan Stanley 0.00% due 11/30/2023

Morgan Stanley 0.00% due 3/29/2022

Morgan Stanley 0.00% due 11/30/2018

Morgan Stanley 0.00% due 11/30/2017

Morgan Stanley 0.00% due 5/27/2021

Morgan Stanley 8.4% per year, payable quarterly if Cisco stock closes at or above 80% downside threshold level on quarterly review date due 11/28/2016

Morgan Stanley Contingent coupon of 6% per year if closing level of each index is at or above barrier level on related observation date for that month; otherwise, no coupon will be paid that month; Barrier levels: 697.450 for Russell, 1,894.708 for Euro Stoxx; 62% of initial levels due 11/27/2028

Morgan Stanley 8% for first three years; after that, contingent coupon of 8% per year if closing level of each index is at or above its respective barrier level on observation date for that month, otherwise, no coupon will be paid that month; Barrier levels: 804.318 for Russell, 2,185.026 for Euro Stoxx; 71.5% of initial levels due 11/27/2028

Morgan Stanley 6.55% for first five years; after that, contingent coupon of 6.55% per year if closing level of each index is at or above its respective barrier level on observation date for that month, otherwise, no coupon will be paid that month; Barrier levels: 562.46 for Russell, 902.38 for S&P; 50% of initial levels due 11/27/2028

Morgan Stanley 0.00% due 11/28/2016

Morgan Stanley 0.00% due 11/27/2023

Morgan Stanley Coupon paid at rate of 5% per year if each index closes at or above coupon barrier level on monthly determination date; otherwise, no coupon will be paid that month due 11/27/2020

Morgan Stanley 2.625% (10.5% per year), payable quarterly if Amazon.com stock closes at or above downside threshold level on determination date for that quarter due 11/21/2016

Morgan Stanley 0.00% due 11/20/2020

Morgan Stanley 10% initially; beginning Nov. 29, 2014, five times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above barrier level, capped at 10%; payable monthly due 11/29/2028

Morgan Stanley 9.7% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 11/14/2016

Morgan Stanley 11% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 11/14/2016

Morgan Stanley 0.00% due 11/14/2016

Morgan Stanley 10% for first year; beginning Nov. 27, 2014, leverage factor times spread of 30-year CMS rate over two-year CMS rate, multiplied by proportion of days on which Russell 2000 is at least 70% of initial index level; subject to minimum rate of zero and maximum of 10% per year; payable monthly due 11/27/2033

Morgan Stanley 14.05% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 11/6/2014

Morgan Stanley 0.00% due 4/30/2019

Morgan Stanley 0.00% due 4/29/2016

Morgan Stanley 0.00% due 4/29/2019

Morgan Stanley If each stock closes at or above its downside threshold level, 60% of its initial price, on a quarterly determination date, the notes will pay a contingent coupon at an annual rate of 8% for that quarter due 11/7/2016

Morgan Stanley 5.15% per year if each index closes at or above barrier level on observation date for that month; otherwise, no coupon for that month due 11/3/2023

Morgan Stanley 0.00% due 4/28/2017

Morgan Stanley 0.00% due 4/30/2019

Morgan Stanley 0.00% due 11/7/2016

Morgan Stanley 0.00% due 10/31/2018

Morgan Stanley 8% annualized, payable monthly if each index closes at or above its barrier level on the observation date for that month; Barrier levels: 1,321.583 for S&P, 838.478 for Russell and 2,266.53 for Euro Stoxx; 75% of initial levels due 10/31/2033

Morgan Stanley 7% per year fixed for first five years, after that, 7% per year if each index closes at or above barrier level on observation date for that month; otherwise, no coupon for that month due 10/31/2028

Morgan Stanley 8% per year fixed for first three years, after that, 8% per year if each index closes at or above barrier level on observation date for that month; otherwise, no coupon for that month due 10/31/2028

Morgan Stanley 7.50% due 10/31/2028

Morgan Stanley 0.00% due 10/29/2021

Morgan Stanley 0.00% due 10/30/2020

Morgan Stanley 0.00% due 10/31/2018

Morgan Stanley 0.00% due 10/31/2023

Morgan Stanley 8.35% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 10/31/2016

Morgan Stanley 8.15% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 10/31/2016

Morgan Stanley 5% annualized, payable monthly if each index closes at or above its barrier level on the observation date for that month due 10/29/2025

Morgan Stanley 0.00% due 10/25/2018

Morgan Stanley 0.00% due 4/28/2017

Morgan Stanley 10% for first two years; beginning Oct. 31, 2015, four times spread of 30-year CMS rate over two-year CMS rate, multiplied by proportion of days on which S&P 500 is at least 50% of initial index level; subject to minimum rate of zero and maximum of 10% per year; payable monthly due 10/31/2028

Morgan Stanley 0.00% due 4/18/2019

Morgan Stanley 8% per year, payable quarterly if Bank of America stock closes at or above 72% downside threshold level on quarterly review date due 10/18/2016

Morgan Stanley 0.00% due 5/31/2017

Morgan Stanley 0.00% due 10/18/2016

Morgan Stanley 8.3% per year, payable quarterly if Home Depot stock closes at or above 80% downside threshold level on quarterly review date due 10/17/2016

Morgan Stanley 7.2% per year payable quarterly if index closes at or above 1,000 on review date for that quarter due 10/17/2028

Morgan Stanley 0.00% due 12/28/2017

Morgan Stanley 10% initially; beginning Oct. 10, 2014, five times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above barrier level, capped at 10%; payable monthly due 10/10/2028

Morgan Stanley 8% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 10/9/2014

Morgan Stanley 9.8% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 10/9/2014

Morgan Stanley 0.00% due 10/11/2018

Morgan Stanley 6% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/11/2018

Morgan Stanley 10% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/11/2018

Morgan Stanley 10% for first year; beginning Oct. 31, 2014, four times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which Russell 2000 closes at or above index reference level, subject to minimum rate of zero and maximum rate of 10% per year; payable monthly due 10/31/2033

Morgan Stanley 0.00% due 10/5/2015

Morgan Stanley 0.00% due 4/3/2019

Morgan Stanley 7% annualized for each quarter that index closes at or above barrier level on quarterly determination date due 10/3/2028

Morgan Stanley 7.2% annualized if index closes at or above downside threshold level on observation date for that quarter; payable quarterly due 10/3/2028

Morgan Stanley 0.00% due 3/29/2019

Morgan Stanley 0.00% due 9/28/2018

Morgan Stanley 0.00% due 10/31/2014

Morgan Stanley 0.00% due 3/31/2017

Morgan Stanley 10.25% annualized for each quarter that shares close at or above downside threshold level on quarterly determination date due 9/20/2016

Morgan Stanley 0.00% due 9/29/2023

Morgan Stanley 7% per year payable monthly if index closes at or above barrier level on determination date for that month due 9/30/2033

Morgan Stanley 0.00% due 9/29/2023

Morgan Stanley 8.5% annualized, payable monthly if each index closes at or above its barrier level on the observation date for that month due 9/30/2033

Morgan Stanley If both indexes close at or above coupon barriers on monthly determination date, investors will receive contingent coupon that month; contingent coupon rate is 8% per year, stepping up to 10% per year on Sept. 29, 2018 and to 15% per year on Sept. 29, 2023; Coupon barrier levels: 1,269.578 for S&P 500 and 2,195.513 for Euro Stoxx 50; 75% of initial levels due 9/29/2028

Morgan Stanley 8.75% for first three years; after that, 8.75% per year payable if each index closes at or above its coupon barrier level on review date for that month; payable monthly due 9/29/2028

Morgan Stanley 9% for first year; beginning Sept. 30, 2014, five times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which S&P 500 closes at or above index reference level, subject to minimum rate of zero and maximum rate of 9% per year; payable quarterly due 9/30/2028

Morgan Stanley 3% for first three years; beginning Sept. 30, 2016, Libor plus 250 bps; payable quarterly due 9/29/2023

Morgan Stanley 0.00% due 9/30/2020

Morgan Stanley 0.00% due 9/30/2016

Morgan Stanley 0.00% due 9/29/2023

Morgan Stanley 0.00% due 9/28/2018

Morgan Stanley 0.00% due 3/31/2017

Morgan Stanley 8.35% due 3/26/2014

Morgan Stanley 8.56% due 3/26/2014

Morgan Stanley 0.00% due 3/26/2018

Morgan Stanley 11.5% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 9/26/2016

Morgan Stanley 8% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 9/26/2016

Morgan Stanley 0.00% due 9/25/2015

Morgan Stanley 10% for first two years; beginning Oct. 15, 2015, five times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which S&P 500 closes at or above index reference level, subject to minimum rate of zero and maximum rate of 10% per year; payable quarterly due 10/15/2028

Morgan Stanley 0.00% due 10/8/2014

Morgan Stanley 0.00% due 9/19/2016

Morgan Stanley 11.5% annualized for each quarter that Coach stock closes at or above trigger level for that quarter due 9/18/2014

Morgan Stanley 8.25% annualized for each quarter that JPMorgan stock closes at or above trigger level for that quarter due 9/19/2016

Morgan Stanley 7.5% annualized for each quarter that index closes at or above barrier level on quarterly determination date due 9/18/2020

Morgan Stanley 0.00% due 1/2/2015

Morgan Stanley 0.00% due 3/16/2015

Morgan Stanley 10% for first two years; beginning Sept. 26, 2015, four times spread of 30-year CMS rate over two-year CMS rate, multiplied by proportion of days on which S&P 500 is at least 70% of initial index level, which will be determined on Sept. 23; subject to minimum rate of zero and maximum of 10% per year; payable monthly due 9/26/2033

Morgan Stanley 0.00% due 3/13/2017

Morgan Stanley 10.75% per year payable quarterly if MetLife stock closes at or above downside threshold level on determination date for that quarter due 9/12/2016

Morgan Stanley 0.00% due 3/11/2015

Morgan Stanley 0.00% due 12/28/2020

Morgan Stanley 0.00% due 2/29/2016

Morgan Stanley 10.05% annualized for each quarter that Celgene stock closes at or above trigger level for that quarter due 9/6/2016

Morgan Stanley 8.3% annualized for each quarter that Cisco Systems stock closes at or above trigger level for that quarter due 9/5/2014

Morgan Stanley 7.5% annualized for each quarter that index closes at or above barrier level on related determination date due 9/8/2020

Morgan Stanley 0.00% due 9/6/2016

Morgan Stanley 0.00% due 2/28/2019

Morgan Stanley 0.00% due 8/31/2018

Morgan Stanley 0.00% due 10/6/2014

Morgan Stanley 0.00% due 8/31/2016

Morgan Stanley 0.00% due 9/4/2015

Morgan Stanley 12% initially; beginning Sept. 27, 2014, eight times spread of 30-year CMS rate over five-year CMS rate for each day that index closes at or above trigger level, capped at 12%; payable quarterly due 9/27/2028

Morgan Stanley 0.00% due 8/31/2016

Morgan Stanley 0.00% due 8/30/2018

Morgan Stanley 8% annualized, payable monthly, if each index closes at or above its barrier level on the observation date for that month due 8/30/2033

Morgan Stanley Payable quarterly if each index closes at or above its coupon barrier level on a quarterly determination date; rate is 7.5% for first five years, steps up to 11% on Aug. 30, 2018 and to 15% on Aug. 30, 2023 due 8/30/2028

Morgan Stanley 7.15% for five years; after that, 7.15%, if each index closes at or above its coupon barrier level; payable monthly due 8/30/2028

Morgan Stanley 7.8% annualized for each month that index close at or above barrier level on monthly determination date due 8/30/2028

Morgan Stanley 12% for first year; beginning Aug. 30, 2014, five times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which S&P 500 closes at or above index reference level, subject to minimum rate of zero and maximum rate of 12% per year; payable quarterly due 8/30/2028

Morgan Stanley Each month, notes pay interest at annual rate equal to Libor plus 400 bps if each index closes at or above coupon barrier level on observation date for that month due 8/31/2020

Morgan Stanley 0.00% due 2/26/2021

Morgan Stanley 0.00% due 2/27/2015

Morgan Stanley 0.00% due 2/26/2021

Morgan Stanley 0.00% due 8/31/2023

Morgan Stanley 5% for first year; after that, Libor plus 100 bps, subject to a minimum rate of 2% and a maximum rate of 7%; payable quarterly due 9/6/2021

Morgan Stanley 5.05% due 8/29/2014

Morgan Stanley 8.50% due 8/29/2014

Morgan Stanley 11.00% due 8/29/2014

Morgan Stanley 6.20% due 8/29/2014

Morgan Stanley 7.05% due 8/29/2014

Morgan Stanley 0.00% due 8/29/2016

Morgan Stanley 9% annualized for each quarter that Ford stock closes at or above trigger level for that quarter due 8/29/2016

Morgan Stanley 7% per year, payable quarterly if each index closes at or above its coupon barrier level on a quarterly determination date due 8/28/2018

Morgan Stanley 0.00% due 8/27/2015

Morgan Stanley 8.42% due 9/12/2014

Morgan Stanley 0.00% due 8/22/2016

Morgan Stanley 12% for first two years; beginning Aug. 30, 2015, four times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which S&P 500 closes at or above index reference level, subject to minimum rate of zero and maximum rate of 12% per year; payable quarterly due 8/30/2028

Morgan Stanley 0.00% due 8/21/2018

Morgan Stanley 8.75% annualized for each quarter that shares close at or above barrier level on quarterly determination date due 8/22/2016

Morgan Stanley 8.25% annualized for each month that index close at or above barrier level on monthly determination date due 8/21/2028

Morgan Stanley 0.00% due 9/22/2014

Morgan Stanley 0.00% due 5/22/2017

Morgan Stanley 0.00% due 5/22/2017

Morgan Stanley 0.00% due 8/21/2015

Morgan Stanley 10% for first year; beginning on Aug. 19, 2014, four times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which index closes at or above 785.85, subject to minimum rate of zero and maximum rate of 10% per year; payable quarterly due 8/19/2028

Morgan Stanley 0.00% due 8/20/2018

Morgan Stanley 8% annualized for each quarter that Whole Foods stock closes at or above trigger level for that quarter due 8/16/2016

Morgan Stanley 9.25% per year, payable quarterly if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 8/15/2016

Morgan Stanley 8.95% annualized for each quarter that Broadcom stock closes at or above trigger level for that quarter due 8/15/2016

Morgan Stanley 8.45% annualized for each quarter that Coach stock closes at or above trigger level for that quarter due 8/15/2016

Morgan Stanley 10% for two years; beginning Aug. 28, 2015, four times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which index closes at or above 680, subject to minimum rate of zero and maximum rate of 10% per year; payable monthly due 8/28/2033

Morgan Stanley 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 8/15/2018

Morgan Stanley 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 8/15/2018

Morgan Stanley 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 8/15/2018

Morgan Stanley 9%, payable monthly if stock closes at or above trigger price on observation date for that month due 8/15/2018

Morgan Stanley 0.00% due 8/9/2023

Morgan Stanley 10% for first two years; beginning Aug. 19, 2015, (a) four times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which index's closing level is greater than or equal to 65% of initial level, subject to floor of 0% and cap of 10% per year; payable quarterly due 8/19/2033

Morgan Stanley 10% for one year; thereafter, 4.5 times spread of 30-year CMS swap rate over five-year CMS rate, subject to maximum interest rate of 10% and floor of zero; payable quarterly due 8/19/2033

Morgan Stanley 0.00% due 8/5/2015

Morgan Stanley 0.00% due 1/29/2016

Morgan Stanley Payable quarterly at rate of 8.75% per year if ETF closes at or above downside threshold level on determination date for that quarter due 8/5/2016

Morgan Stanley 2.3125% (9.25% per year), payable quarterly if JPMorgan stock closes at or above downside threshold level on determination date for that quarter due 8/5/2016

Morgan Stanley 2.775% (11.1% per year), payable quarterly if Michael Kors stock closes at or above downside threshold level on determination date for that quarter due 8/5/2016

Morgan Stanley 0.00% due 7/31/2018

Morgan Stanley 10.00% due 8/5/2014

Morgan Stanley 0.00% due 6/29/2018

Morgan Stanley 0.00% due 8/5/2020

Morgan Stanley 0.00% due 8/29/2014

Morgan Stanley 0.00% due 7/31/2015

Morgan Stanley 0.00% due 7/31/2018

Morgan Stanley 0.00% due 7/31/2020

Morgan Stanley 0.00% due 7/29/2016

Morgan Stanley Payable monthly at rate of 8.5% per year if each index closes at or above its barrier level on the observation date for that month due 7/29/2033

Morgan Stanley 7.5% annualized for each month that both indexes close at or above coupon barriers on monthly determination date due 7/31/2018

Morgan Stanley 7% annualized for each month that index close at or above barrier level on monthly determination date due 7/31/2028

Morgan Stanley 9% annualized, payable monthly, for first three years; after that, 9% annualized for each month that both indexes close at or above coupon barriers on monthly determination date due 7/31/2028

Morgan Stanley 7% annualized, payable monthly, for first five years; after that, 7% annualized for each month that both indexes close at or above coupon barriers on monthly determination date due 7/31/2028

Morgan Stanley 0.00% due 1/29/2021

Morgan Stanley 0.00% due 7/31/2018

Morgan Stanley 0.00% due 7/29/2016

Morgan Stanley 0.00% due 7/31/2023

Morgan Stanley 0.00% due 7/31/2018

Morgan Stanley 0.00% due 11/28/2014

Morgan Stanley 14.5% per year payable quarterly if JPMorgan stock closes at or above downside threshold level on determination date for that quarter due 8/2/2016

Morgan Stanley 3.5% (14% per year), payable quarterly if Michael Kors stock closes at or above downside threshold level on determination date for that quarter due 7/29/2014

Morgan Stanley 0.00% due 1/22/2015

Morgan Stanley 0.00% due 8/8/2014

Morgan Stanley 8.58% due 7/18/2014

Morgan Stanley 8.05% due 7/18/2014

Morgan Stanley 5.23% due 7/18/2014

Morgan Stanley 10.72% due 7/18/2014

Morgan Stanley 10% for first year; beginning July 31, 2014, leverage factor times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which S&P 500 closes at or above index reference level, subject to minimum rate of zero and maximum rate of 10% per year; payable quarterly due 7/31/2033

Morgan Stanley 0.00% due 1/20/2015

Morgan Stanley 0.00% due 7/24/2014

Morgan Stanley 7% annualized, payable monthly if index closes at or above barrier level for that month due 7/15/2033

Morgan Stanley 10% for first year; beginning July 31, 2014, (a) 4.5 times (b) spread of 30-year CMS rate over five-year CMS rate; subject to minimum rate of zero and maximum of 10% per year; payable monthly due 7/31/2028

Morgan Stanley 0.00% due 7/10/2015

Morgan Stanley 0.00% due 7/11/2016

Morgan Stanley 0.00% due 1/4/2016

Morgan Stanley 0.00% due 12/31/2015

Morgan Stanley 0.00% due 6/29/2020

Morgan Stanley 10% per year, payable quarterly if Amazon.com stock closes at or above downside threshold level on determination date for that quarter due 7/3/2014

Morgan Stanley 9.75% per year, payable quarterly if Ford stock closes at or above downside threshold level on determination date for that quarter due 7/3/2014

Morgan Stanley If both stocks close at or above downside threshold levels on quarterly determination date, $0.28375 for each $10.00 note; otherwise, no contingent payment will be made for that period due 7/5/2016

Morgan Stanley 8.9% per year, payable quarterly if JPMorgan stock closes at or above downside threshold level on determination date for that quarter due 7/5/2016

Morgan Stanley 0.00% due 6/29/2018

Morgan Stanley 0.00% due 6/30/2015

Morgan Stanley 0.00% due 12/31/2014

Morgan Stanley 0.00% due 7/16/2014

Morgan Stanley 0.00% due 6/29/2018

Morgan Stanley 0.00% due 7/3/2018

Morgan Stanley 0.00% due 7/2/2020

Morgan Stanley 0.00% due 7/2/2018

Morgan Stanley 0.00% due 6/30/2023

Morgan Stanley 0.00% due 6/30/2017

Morgan Stanley 9% per year, payable quarterly if fund closes at or above barrier level on quarterly determination date; Barrier level: $30.40, 80% of initial level due 7/2/2018

Morgan Stanley 9% for one year; thereafter, four times (a) the spread of the 30-year CMS swap rate over the 2-year CMS rate minus (b) 50 bps, subject to a maximum interest rate of 9%, floor of zero; payable quarterly due 6/28/2028

Morgan Stanley 0.00% due 6/29/2018

Morgan Stanley If both indexes close at or above coupon barriers on monthly determination date, investors will receive contingent coupon that month at rate of 9% per year; Coupon barrier levels: 704.123 for Russell 2000 and 1,863.019 for Euro Stoxx 50; 73.25% of initial levels due 6/28/2033

Morgan Stanley If both indexes close at or above coupon barriers on monthly determination date, 8.5% initially, stepping up to 11% for years six to 10 and to 15% after that due 6/28/2028

Morgan Stanley If both indexes close at or above coupon barriers on monthly determination date, 7% initially, stepping up to 9% on June 28, 2018 and to 12% on June 28, 2023; Coupon barrier levels: 1,071.92 for S&P and 648.851 for Russell 2000; 67.5% of initial levels due 6/28/2028

Morgan Stanley 8.5% per year if each index closes at or above coupon barrier level on monthly determination date; otherwise, no coupon will be paid that month due 6/28/2028

Morgan Stanley 8.5% annualized for each month that both indexes close at or above coupon barriers on monthly determination date; Coupon barrier levels: 696.914 for Russell and 1,843.943 for Euro Stoxx 50; 72.5% of initial levels due 6/28/2033

Morgan Stanley Notes will pay coupon at rate of 8% per year if index closes at or above coupon barrier level on determination date for that month; otherwise, no coupon will be paid that month; Coupon barrier level: 1,729.492, 68% of initial level due 6/28/2028

Morgan Stanley 7.7% per year for first five years, payable monthly; beginning June 2018, 7.7% per year if each index closes at or above barrier level on observation date for that month due 6/28/2028

Morgan Stanley Notes will pay coupon at rate of 8% per year if index closes at or above coupon barrier level on determination date for that month; otherwise, no coupon will be paid that month; Coupon barrier level: 1,024.279, 64.5% of initial level due 6/28/2028

Morgan Stanley 9% per year for first three years, payable monthly; beginning June 2018, 9% per year if each index closes at or above coupon barrier level on observation date for that month; Coupon barrier levels: 1,103.681 for S&P 500 and 1,767.642 for Euro Stoxx 50, 69.5% of initial levels due 6/28/2028

Morgan Stanley 10.5% for first two years; beginning June 28, 2015, five times spread of 30-year CMS rate over five-year CMS rate, multiplied by proportion of days on which S&P 500 is at least 1,100; subject to minimum rate of zero and maximum of 10.5% per year; payable quarterly due 6/28/2028

Morgan Stanley 0.00% due 6/28/2021

Morgan Stanley 0.00% due 7/31/2014

Morgan Stanley 0.00% due 12/28/2020

Morgan Stanley 0.00% due 6/30/2023

Morgan Stanley 0.00% due 6/30/2016

Morgan Stanley 0.00% due 5/31/2016

Morgan Stanley 0.00% due 5/31/2017

Morgan Stanley 12% per year, payable quarterly if lululemon stock closes at or above downside threshold level on determination date for that quarter due 6/26/2014

Morgan Stanley 7.35% annualized if index closes at or above coupon barrier level on observation date for that quarter; interest is payable quarterly due 6/26/2023

Morgan Stanley 1% initially; beginning Dec. 28, 2013, Libor plus 65 bps, subject to minimum of 1% per year; payable quarterly due 12/28/2014

Morgan Stanley 0.00% due 6/26/2015

Morgan Stanley 0.00% due 6/25/2021

Morgan Stanley 0.00% due 6/24/2016

Morgan Stanley 10% for first year; beginning June 28, 2014, (a) four times (b) spread of 30-year CMS rate over five-year CMS rate, less 25 bps; subject to minimum rate of zero and maximum of 10% per year; payable quarterly due 6/28/2028

Morgan Stanley 10% for first year; beginning June 28, 2014, (a) four times (b) spread of 30-year CMS rate over five-year CMS rate, less 20 bps; subject to minimum rate of zero and maximum of 10% per year; payable quarterly due 6/28/2028

Morgan Stanley 0.00% due 7/2/2014

Morgan Stanley 9.75% per year, payable quarterly if Chipotle stock closes at or above downside threshold level on determination date for that quarter due 6/19/2014

Morgan Stanley 9% per year, payable quarterly if Wells Fargo stock closes at or above downside threshold level on determination date for that quarter due 6/20/2016

Morgan Stanley 0.00% due 6/18/2015

Morgan Stanley 0.00% due 12/17/2014

Morgan Stanley 13% annualized for each quarter that Amazon.com stock closes at or above downside threshold level on quarterly determination date due 7/2/2014

Morgan Stanley 7.5%, payable quarterly if each fund closes at or above trigger price on observation date for that quarter due 6/20/2018

Morgan Stanley 6.875% annualized, payable monthly if index closes at or above barrier level for that month due 6/18/2032

Morgan Stanley 7.75% due 6/13/2014

Morgan Stanley 8.35% due 6/13/2014

Morgan Stanley 9.54% due 6/13/2014

Morgan Stanley 0.00% due 6/12/2015

Morgan Stanley 0.00% due 6/12/2015

Morgan Stanley 0.00% due 6/11/2015

Morgan Stanley 13% annualized for each quarter that Amazon.com stock closes at or above downside threshold level on quarterly determination date due 6/25/2014

Morgan Stanley 14.1% annualized for each quarter that Bank of America stock closes at or above downside threshold level on quarterly determination date due 6/25/2014

Morgan Stanley 0.00% due 6/25/2014

Morgan Stanley 0.00% due 6/17/2014

Morgan Stanley 11.75% per year, payable quarterly if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 6/7/2016

Morgan Stanley 3% initially; beginning June 7, 2015, Libor plus 106 bps, subject to a maximum coupon of 5%; payable quarterly due 6/7/2020

Morgan Stanley 9% for first two years; beginning June 28, 2015, four times spread of 30-year CMS rate over five-year CMS rate, multiplied by proportion of days on which S&P 500 is at least 1,150; subject to minimum rate of zero and maximum of 9% per year; payable quarterly due 6/28/2028

Morgan Stanley 9% for first two years; beginning on June 7, 2015, four times spread of 30-year CMS rate over five-year CMS rate, multiplied by proportion of days on which S&P 500 is at least 1,150; subject to minimum rate of zero and maximum of 9% per year; payable quarterly due 6/7/2028

Morgan Stanley 0.00% due 12/26/2014

Morgan Stanley 0.00% due 12/26/2014

Morgan Stanley 0.00% due 12/26/2014

Morgan Stanley 0.00% due 5/29/2015

Morgan Stanley 0.00% due 5/31/2016

Morgan Stanley 0.00% due 5/31/2017

Morgan Stanley 0.00% due 5/31/2018

Morgan Stanley 0.00% due 5/31/2018

Morgan Stanley 0.00% due 6/4/2015

Morgan Stanley 0.00% due 11/30/2015

Morgan Stanley 14.5% per year payable quarterly if Cobalt stock closes at or above downside threshold level on determination date for that quarter due 6/6/2016

Morgan Stanley 7.3% payable quarterly if MetLife stock closes at or above downside threshold level on determination date for that quarter due 6/5/2014

Morgan Stanley 0.00% due 5/31/2016

Morgan Stanley 0.00% due 10/28/2016

Morgan Stanley 0.00% due 5/29/2020

Morgan Stanley 0.00% due 6/30/2014

Morgan Stanley 8.1% annualized per quarter if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 2,099.40, 75% of initial level due 6/5/2028

Morgan Stanley 0.00% due 11/30/2015

Morgan Stanley 0.00% due 11/30/2015

Morgan Stanley 0.00% due 6/30/2014

Morgan Stanley 0.00% due 5/31/2018

Morgan Stanley 0.00% due 5/31/2016

Morgan Stanley 0.00% due 5/30/2018

Morgan Stanley 7.5% annualized, payable monthly if index closes at or above barrier level for that month due 5/31/2033

Morgan Stanley 10% per year, payable monthly if each index closes at or above 75% of initial index level on monthly determination date due 5/31/2033

Morgan Stanley 6.85% per year, payable quarterly if index closes at or above 75% barrier level on quarterly determination date due 5/30/2018

Morgan Stanley 8.75% per year if each index closes at or above coupon barrier level on monthly determination date; otherwise, no coupon will be paid that month; Coupon barrier levels: 1,237.20 for S&P 500 and 738.21 for Russell 2000; 75% of initial levels due 5/30/2028

Morgan Stanley 7.6% per year if index closes at or above coupon barrier level on monthly determination date; otherwise, no coupon will be paid that month; Coupon barrier level: 1,237.20, 75% of initial level due 5/30/2028

Morgan Stanley Fixed at 7.1% for first five years; after that, contingent coupon of 7.1% per year only if each index closes at or above barrier level on a monthly determination date; payable monthly; Barrier levels: 492.14 for Russell and 824.80 for S&P, 50% of initial levels due 5/30/2028

Morgan Stanley Fixed at 8.5% for first three years; after that, contingent coupon of 8.5% per year only if each index closes at or above coupon barrier on a monthly determination date; payable monthly; Coupon barrier levels: 738.21 for Russell and 1,237.20 for S&P, 75% of initial levels due 5/30/2028

Morgan Stanley 8.25% annualized if index closes at or above coupon barrier level on observation date for that month; interest is payable monthly; Coupon barrier level: 738.21, 75% of initial level due 5/30/2028

Morgan Stanley 10% per year if each index closes at or above coupon barrier level on observation date for that month; otherwise, no coupon for that month; Coupon barrier levels: 2,045.575 for Euro Stoxx 50 and 728.367 for Russell 2000; 74% of initial levels due 5/30/2028

Morgan Stanley 9% per year for first three years, payable monthly; beginning June 2016, 9% per year if each index closes at or above coupon barrier level on observation date for that month; otherwise, no coupon for that month; Coupon barrier levels: 2,004.110 for Euro Stoxx 50 and 1,195.96 for S&P 500; 72.5% of initial levels due 5/30/2028

Morgan Stanley Initially 6%; beginning on May 30, 2015, an annual rate equal to the sum of (a) the commodity price in U.S. cents divided by 100 and (b) 0.5%; payable quarterly; commodity price will be reset annually due 5/30/2028

Morgan Stanley 0.00% due 5/30/2018

Morgan Stanley If each underlying asset closes at or above coupon barriers on monthly determination date, investors will receive contingent coupon that month at rate of 10% per year; Coupon barrier levels: 639.782 for Russell 2000, 1,804.907 for Euro Stoxx 50 and $21.807 for fund; 65% of initial levels due 5/30/2023

Morgan Stanley 8.35% annualized per quarter if index closes at or above coupon barrier level on observation date for that quarter due 5/31/2028

Morgan Stanley 0.00% due 9/29/2016

Morgan Stanley 0.00% due 12/26/2014

Morgan Stanley 10% if each index closes at or above its barrier level on determination date for that month; Barrier levels: 2,539.485 for Euro Stoxx, 898.902 for Russell, 1,502.244 for S&P; 90% of initial levels due 5/24/2033

Morgan Stanley 1.25% initially; beginning on Sept. 6, 2014, Libor plus 85 bps, capped at 5%; payable quarterly due 6/6/2016

Morgan Stanley 0.00% due 5/23/2018

Morgan Stanley 0.00% due 5/29/2014

Morgan Stanley 9.25% per year, payable quarterly if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 5/23/2016

Morgan Stanley 8.7% per year, payable quarterly if Coach stock closes at or above downside threshold level on determination date for that quarter due 5/22/2014

Morgan Stanley 7% annualized if index closes at or above coupon barrier level on observation date for that quarter; interest is payable quarterly due 5/21/2020

Morgan Stanley 0.00% due 11/19/2014

Morgan Stanley Notes pay quarterly contingent coupon at rate of 12.6% per year if Occidental shares close at or above downside threshold level on observation date for that quarter due 6/4/2014

Morgan Stanley 0.00% due 6/4/2014

Morgan Stanley 0.00% due 11/25/2015

Morgan Stanley 0.00% due 11/25/2015

Morgan Stanley 8.75% per year, payable quarterly if Coach stock closes at or above downside threshold level on determination date for that quarter due 5/20/2016

Morgan Stanley 7.75% annualized if index closes at or above 75% coupon barrier level on observation date for that quarter; interest is payable quarterly due 5/22/2028

Morgan Stanley 0.00% due 8/15/2014

Morgan Stanley 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/17/2014

Morgan Stanley 11.8%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/17/2014

Morgan Stanley 13.93%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/17/2014

Morgan Stanley 0.00% due 5/14/2018

Morgan Stanley 10.55% per year, payable quarterly if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 5/13/2016

Morgan Stanley 10% per year, payable quarterly if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 5/10/2016

Morgan Stanley 0.00% due 5/27/2014

Morgan Stanley 0.00% due 5/30/2015

Morgan Stanley 0.00% due 5/30/2014

Morgan Stanley 0.000% due 5/8/2014

Morgan Stanley 0.000% due 8/8/2014

Morgan Stanley 6% annualized, payable monthly if index closes at or above barrier level for that month due 5/6/2033

Morgan Stanley 0.00% due 4/28/2017

Morgan Stanley 0.00% due 5/4/2015

Morgan Stanley 0.00% due 10/30/2015

Morgan Stanley 2.625% (10.5% per year), payable quarterly if JPMorgan stock closes at or above downside threshold level on determination date for that quarter due 5/3/2016

Morgan Stanley If Las Vegas Sands stock closes at or above downside threshold level on quarterly observation date, paid at 10% per year; otherwise, no interest will be paid for that quarter due 5/2/2014

Morgan Stanley 2.15% (8.6% per year), payable quarterly if Starbucks stock closes at or above downside threshold level on determination date for that quarter due 5/3/2016

Morgan Stanley 8.5% annualized if index closes at or above coupon barrier level on observation date for that quarter; interest is payable quarterly due 5/3/2028

Morgan Stanley 0.00% due 8/3/2018

Morgan Stanley 0.00% due 5/30/2014

Morgan Stanley 0.00% due 5/30/2014

Morgan Stanley 0.00% due 4/28/2017

Morgan Stanley 8% annualized if index closes at or above coupon barrier level on observation date for that month; interest is payable monthly due 4/28/2028

Morgan Stanley 7% initially; after five years, 7% annualized if each index closes at or above barrier level on observation date for that month; interest is payable monthly due 4/28/2028

Morgan Stanley Initially 7%; beginning on April 28, 2014, an annual rate equal to the sum of (a) the commodity price in U.S. cents divided by 100 and (b) 1%; payable quarterly due 4/28/2023

Morgan Stanley 0.00% due 5/14/2014

Morgan Stanley 0.00% due 5/14/2014

Morgan Stanley 7.5% per year, payable quarterly if each fund closes at or above trigger price on observation date for that quarter due 4/30/2018

Morgan Stanley 0.00% due 4/30/2015

Morgan Stanley 6.25% annualized, payable monthly if index closes at or above barrier level for that month; Barrier level: 1,268.128, 80% of initial level due 4/29/2033

Morgan Stanley 9.5% initially, steps up to 11% on April 28, 2018 and to 15% on April 28, 2023; payable monthly if each index closes at or above coupon barrier level on observation date for that month; otherwise, no coupon for that month due 4/28/2028

Morgan Stanley 7.5% per year if index closes at or above coupon barrier level on determination date for that month; otherwise, no coupon will be paid that month; Coupon barrier level: 1,188.87, 75% of initial level due 4/28/2028

Morgan Stanley 9% for first three years, payable monthly; after that, 9% payable only if each index closes at or above coupon barrier level on observation date for that month; otherwise, no coupon for that month; Coupon barrier levels: 658.196 for Russell and 1,893.087 for Euro Stoxx; 70% of initial levels due 4/28/2028

Morgan Stanley 0.00% due 10/30/2015

Morgan Stanley 0.00% due 4/30/2018

Morgan Stanley 8% per year if indexes each close above barrier level on monthly date; Barrier levels: 752.224 for Russell, 2,163.528 for Euro Stoxx, 80% of initial levels due 4/29/2033

Morgan Stanley 0.00% due 4/29/2016

Morgan Stanley 0.00% due 10/30/2020

Morgan Stanley 0.00% due 4/29/2016

Morgan Stanley 0.00% due 10/28/2016

Morgan Stanley Libor plus 125 bps, with 1.5% floor, 7% cap; payable quarterly due 5/15/2023

Morgan Stanley Notes will pay contingent coupon at rate of 16.4% per year if Cemex ADSs close at or above downside threshold level on observation date for that quarter due 4/25/2014

Morgan Stanley 2.025% (equivalent to 8.1% per year) payable quarterly if Halliburton stock closes at or above downside threshold level on determination date for that quarter due 4/24/2014

Morgan Stanley 3.5% (equivalent to 14% per year) payable quarterly if Michael Kors stock closes at or above downside threshold level on determination date for that quarter due 4/24/2014

Morgan Stanley Notes will pay coupon at rate of 8% per year if index closes at or above coupon barrier level on determination date for that quarter; otherwise, no coupon will be paid that quarter due 4/24/2028

Morgan Stanley 0.00% due 5/7/2014

Morgan Stanley 0.00% due 5/7/2014

Morgan Stanley 2.625% payable quarterly if Apple stock closes at or above downside threshold level on determination date for that quarter due 4/18/2016

Morgan Stanley 0.000% due 3/21/2031

Morgan Stanley 0.00% due 4/17/2015

Morgan Stanley If Amazon.com stock closes at or above downside threshold level on monthly observation date, paid at 8% per year; otherwise, no interest will be paid for that month due 4/15/2016

Morgan Stanley If Las Vegas Sands stock closes at or above downside threshold level on monthly observation date, paid at 10% per year; otherwise, no interest will be paid for that month due 4/15/2016

Morgan Stanley Notes will pay coupon at rate of 8% per year if index closes at or above coupon barrier level on determination date for that month; otherwise, no coupon will be paid that month due 4/17/2028

Morgan Stanley 8.5% per year for first three years, payable monthly; beginning May 2016, 8.5% per year if each index closes at or above coupon barrier level on observation date for that month; otherwise, no coupon for that month due 4/17/2028

Morgan Stanley 8.35% per year for first three years, payable monthly; beginning May 2016, 8.35% per year if each index closes at or above coupon barrier level on observation date for that month; otherwise, no coupon for that month due 4/17/2028

Morgan Stanley 0.00% due 10/17/2014

Morgan Stanley 16.3% annualized for each quarter that Lennar stock closes at or above downside threshold level on quarterly determination date due 4/23/2014

Morgan Stanley 16.3% annualized for each quarter that Lennar stock closes at or above downside threshold level on quarterly determination date due 4/23/2014

Morgan Stanley 9.40% due 4/9/2014

Morgan Stanley 9% for first three years, payable monthly; after that, if each index closes at or above coupon barrier on monthly determination date, 9% contingent coupon for that month due 4/5/2023

Morgan Stanley 0.00% due 3/30/2015

Morgan Stanley 0.00% due 9/29/2015

Morgan Stanley 0.00% due 4/16/2014

Morgan Stanley If both stocks close at or above downside threshold levels on quarterly determination date, $0.20375 for each $10.00 note; otherwise, no contingent payment will be made for that period due 4/4/2016

Morgan Stanley 1.9375% payable quarterly if MetLife stock closes at or above downside threshold level on determination date for that quarter due 4/3/2014

Morgan Stanley If each index closes at or above coupon barrier on quarterly determination date, investors will receive contingent coupon that quarter at rate of 8.25% per year due 4/3/2018

Morgan Stanley If L Brands stock closes at or above downside threshold level on quarterly determination date, 2.125%; otherwise, no interest will be paid for that quarter due 4/1/2016

Morgan Stanley Notes will pay coupon at rate of 8% per year if index closes at or above coupon barrier level on determination date for that month; otherwise, no coupon will be paid that month due 4/3/2028

Morgan Stanley 8.5% per year for first three years, payable monthly; beginning May 2016, 8.5% per year if each index closes at or above coupon barrier level on observation date for that month; otherwise, no coupon for that month due 4/3/2028

Morgan Stanley 0.00% due 3/30/2016

Morgan Stanley 0.00% due 10/1/2014

Morgan Stanley 0.00% due 4/16/2014

Morgan Stanley 0.00% due 3/28/2018

Morgan Stanley 7.2% per year for first five years; after that, 7.2% per year if each index closes at or above barrier level on monthly observation date, otherwise, no coupon for that month; payable monthly due 3/28/2028

Morgan Stanley 8.35% per year for first three years; beginning April 2016, 8.35% per year if each index closes at or above coupon barrier level on observation date for that month; otherwise, no coupon for that month; payable monthly due 3/28/2028

Morgan Stanley 0.00% due 3/28/2016

Morgan Stanley 8% per year, payable quarterly if index closes at or above trigger level on observation date for that quarter due 3/29/2018

Morgan Stanley 0.00% due 3/28/2018

Morgan Stanley 0.00% due 3/29/2018

Morgan Stanley 8% per year if each index closes at or above barrier level on a monthly determination date due 3/28/2033

Morgan Stanley 7% per year if each index closes at or above barrier level on a monthly determination date due 3/28/2033

Morgan Stanley If both indexes close at or above coupon barriers on monthly determination date, investors will receive contingent coupon that month at rate of 10% per year; Coupon barrier levels: 1,241.35 for S&P 500 and 2,119.42 for Euro Stoxx 50; 80% of initial levels due 3/28/2028

Morgan Stanley If both indexes close at or above coupon barriers on monthly determination date, investors will receive contingent coupon that month; rate is 8% for first five years, 10% for next five years and 15% for last five years; Coupon barrier levels: 1,086.18 for S&P 500 and 1,854.50 for Euro Stoxx 50; 70% of initial levels due 3/28/2028

Morgan Stanley 7.5% per year if index closes at or above coupon barrier level on monthly determination date; otherwise, no coupon will be paid that month; 8.5% if each basket stock closes at or above its initial share price on the valuation date or 0.5% otherwise; payable annually due 3/28/2018

Morgan Stanley 0.00% due 3/28/2018

Morgan Stanley 0.00% due 3/28/2018

Morgan Stanley 6.2%, payable monthly, if the index closes at or above 60% barrier level on a monthly observation date due 3/31/2021

Morgan Stanley 0.00% due 3/31/2016

Morgan Stanley 0.00% due 3/27/2015

Morgan Stanley Notes will pay coupon at rate of 7.25% per year if index closes at or above coupon barrier level on determination date for that month; otherwise, no coupon will be paid that month due 3/24/2023

Morgan Stanley 2.5% payable quarterly if Amazon stock closes at or above downside threshold level on determination date for that quarter due 3/20/2014

Morgan Stanley 2.8125% payable quarterly if Apple stock closes at or above downside threshold level on determination date for that quarter due 3/21/2016

Morgan Stanley 2.125% payable quarterly if Broadcom stock closes at or above downside threshold level on determination date for that quarter due 3/21/2016

Morgan Stanley 8.5% payable quarterly if both indexes close at or above their coupon barrier levels on determination date for that quarter; Coupon barrier levels: 1,170.525 for S&P 500 and 2,044.29 for Euro Stoxx 50; 75% of initial levels due 3/20/2020

Morgan Stanley 2.1875% for quarter if JPMorgan stock closes at or above redemption threshold level on determination date for that quarter; redemption threshold level is 105% of initial share price on determination dates one through four, 110% of initial share price on determination dates five through eight and 115% of initial share price on determination dates nine through 11 due 3/21/2016

Morgan Stanley 0.00% due 3/21/2016

Morgan Stanley 0.00% due 3/20/2015

Morgan Stanley 0.00% due 3/18/2016

Morgan Stanley 0.00% due 9/18/2014

Morgan Stanley 10% per year if closing price is at least 80% of initial price on monthly determination date; otherwise, none due 3/16/2015

Morgan Stanley Notes will pay coupon at rate of 7% per year if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 3/15/2028

Morgan Stanley Notes will pay coupon at rate of 8% per year if index closes at or above coupon barrier level on determination date for that month; otherwise, no coupon will be paid that month due 3/15/2028

Morgan Stanley 0.00% due 3/11/2015

Morgan Stanley 0.00% due 3/11/2015

Morgan Stanley 0.00% due 3/11/2015

Morgan Stanley 0.00% due 3/11/2015

Morgan Stanley 0.000% due 9/8/2014

Morgan Stanley 0.00% due 9/4/2014

Morgan Stanley 0.00% due 9/4/2015

Morgan Stanley Contingent quarterly payment of 6.25% per year if index closes at or above barrier level on determination date for that quarter due 3/6/2028

Morgan Stanley Contingent quarterly payment of 8% per year if each index closes at or above barrier level on determination date for that quarter due 3/5/2020

Morgan Stanley 0.00% due 3/5/2018

Morgan Stanley 0.00% due 8/28/2015

Morgan Stanley 0.00% due 5/5/2014

Morgan Stanley 0.00% due 3/4/2015

Morgan Stanley If MetLife stock closes at or above downside threshold on a quarterly determination date, contingent quarterly coupon of 1.9625%; otherwise, no contingent payment will be made that quarter due 3/4/2014

Morgan Stanley If Wells Fargo stock closes at or above downside threshold level on quarterly determination date, 2.025%; otherwise, no interest will be paid for that quarter due 3/4/2016

Morgan Stanley 0.00% due 3/4/2015

Morgan Stanley 0.00% due 2/26/2015

Morgan Stanley 0.00% due 2/27/2018

Morgan Stanley Annualized 10% for month if Abercrombie stock closes at or above downside threshold level on determination date for that month due 2/29/2016

Morgan Stanley 8.25% per year if closing price is at least 75% of initial price on monthly determination date; otherwise, none due 2/28/2018

Morgan Stanley 9% per year if closing price is at least 75% of initial price on monthly determination date; otherwise, none due 2/28/2018

Morgan Stanley Payment will be made monthly at rate of 8.5% per year if index closes at or above coupon barrier level on determination date for that month; otherwise, no payment will be made that month due 2/28/2028

Morgan Stanley Payment will be made monthly at rate of 8% per year if index closes at or above coupon barrier level on determination date for that month; otherwise, no payment will be made that month due 2/28/2028

Morgan Stanley 8% per year, payable quarterly if index closes at or above trigger price on observation date for that quarter due 2/28/2018

Morgan Stanley 0.00% due 2/27/2015

Morgan Stanley 0.00% due 2/28/2018

Morgan Stanley 6.5% annualized, payable monthly if index closes at or above barrier level for that month due 2/28/2033

Morgan Stanley 2.375% per quarter if Limited Brands stock closes at or above downside threshold level on determination date for that quarter due 2/28/2014

Morgan Stanley 6% annualized, payable monthly, if each component closes at or above coupon barrier level on determination date for that month due 2/28/2028

Morgan Stanley 7.25% per year, or $6.0417 per $1,000 principal amount of notes, if index closes at or above the downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 2/28/2023

Morgan Stanley 0.00% due 2/28/2018

Morgan Stanley Contingent monthly payment of 8% per year if index closes at or above barrier level on monthly determination date due 2/28/2033

Morgan Stanley 9% annualized if indexes each close above barrier level on monthly date due 2/28/2033

Morgan Stanley Contingent monthly payment if index closes at or above barrier level on monthly determination date; coupon is 7% initially, stepping up to 8% on Feb. 28, 2018, to 10% on Feb. 28, 2023 and to 15% on Feb. 28, 2028 due 2/28/2033

Morgan Stanley 0.00% due 8/28/2020

Morgan Stanley Index percentage change minus sum of contingent coupon rates, subject to a floor of zero; contingent coupon is payable if index value on an annual determination date is greater than initial value and if index value on determination dates following initial one is greater than value(s) on prior date(s) due 2/28/2019

Morgan Stanley 0.00% due 2/28/2020

Morgan Stanley Contingent monthly payment of 9% per year if index closes at or above barrier level on determination date for that month; Coupon barrier level: 1,805.832, 70% of initial level due 2/24/2023

Morgan Stanley 0.00% due 2/25/2015

Morgan Stanley Payment will be made monthly at rate of 7% per year if index closes at or above downside threshold level on determination date for that month; otherwise, no payment will be made that month due 2/27/2023

Morgan Stanley Contingent quarterly payment of 6% per year if index closes at or above barrier level on determination date for that quarter due 2/22/2018

Morgan Stanley 10.00% due 8/22/2013

Morgan Stanley 5% initially; beginning March 1, 2014, Libor plus 125 bps, capped at 7%; payable quarterly due 3/1/2023

Morgan Stanley 2.4% per quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 2/22/2016

Morgan Stanley 2.025% for quarter if Dow Chemical stock closes at or above downside threshold level on determination date for that quarter due 2/22/2016

Morgan Stanley Contingent monthly payment of 7% per year if index closes at or above barrier level on monthly determination date due 2/18/2033

Morgan Stanley 10% per year if each index closes at or above barrier level on a monthly determination date; Barrier level: 89.5% of initial level due 2/18/2033

Morgan Stanley 0.00% due 8/20/2014

Morgan Stanley 1.3% initially; beginning Feb. 19, 2014, Libor plus 75 bps, subject to cap of 5% per year; payable quarterly due 2/19/2015

Morgan Stanley 10% per year if closing price is at least 80% of initial price on monthly determination date; otherwise, none due 2/15/2018

Morgan Stanley 8.5% annualized per month if Ford Motor stock closes at or above barrier level on determination date for that month due 2/15/2018

Morgan Stanley Coupon will be paid monthly at rate of 7% per year if index closes at or above barrier level on determination date for that month due 2/16/2023

Morgan Stanley 0.00% due 8/15/2014

Morgan Stanley 0.00% due 2/26/2014

Morgan Stanley 0.00% due 2/14/2014

Morgan Stanley 0.00% due 2/14/2014

Morgan Stanley 0.00% due 2/14/2014

Morgan Stanley 0.00% due 2/14/2014

Morgan Stanley 0.00% due 2/26/2014

Morgan Stanley 0.00% due 8/13/2014

Morgan Stanley 0.00% due 8/13/2014

Morgan Stanley 0.00% due 2/26/2014

Morgan Stanley 8% annualized, payable monthly, if stock closes at or above trigger price on observation date for that month due 2/7/2018

Morgan Stanley 2.4625% for quarter if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 2/5/2016

Morgan Stanley 2.425% for quarter if Coach stock closes at or above downside threshold level on determination date for that quarter due 2/5/2014

Morgan Stanley 2.1875% for quarter if Ford Motor stock closes at or above downside threshold level on determination date for that quarter due 2/5/2016

Morgan Stanley 0.00% due 8/5/2015

Morgan Stanley 0.00% due 2/6/2017

Morgan Stanley 0.00% due 8/5/2014

Morgan Stanley 0.00% due 1/29/2015

Morgan Stanley Coupon will be paid quarterly at rate of 6.5% per year if index closes at or above barrier level on determination date for that quarter due 1/30/2020

Morgan Stanley If index closes at or above barrier level on monthly determination date, 7.5% for first five years, stepping up to 9% for years six to 10 and to 13% after that due 1/28/2028

Morgan Stanley 0.00% due 1/29/2015

Morgan Stanley 0.00% due 2/6/2017

Morgan Stanley 0.00% due 2/6/2017

Morgan Stanley 0.00% due 1/30/2018

Morgan Stanley 0.00% due 2/27/2014

Morgan Stanley Annualized 10% for month if Apple stock closes at or above barrier level on determination date for that month due 1/31/2018

Morgan Stanley Annualized 9% for month if Bank of America stock closes at or above barrier level on determination date for that month due 1/31/2018

Morgan Stanley Coupon will be paid monthly at rate of 8% per year in years one to five, 10% per year in years six to 10 and 15% until maturity if index closes at or above coupon barrier level on determination date for that month; Coupon barrier level: 680.4825, 75% of initial level due 1/31/2028

Morgan Stanley Coupon will be paid monthly at rate of 7.5% per year if index closes at or above coupon barrier level on determination date for that month; Coupon barrier level: 1,130.88, 75% of initial level due 1/31/2028

Morgan Stanley 9.125% per year, or $7.6042 per $1,000 principal amount of notes, if index closes at or above the downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 1/31/2023

Morgan Stanley 0.00% due 1/30/2015

Morgan Stanley 8% per year payable monthly if index closes at or above barrier level on determination date for that month due 1/31/2033

Morgan Stanley Payable monthly if index closes at or above barrier level on determination date for that month; rate is 7% in years one through five, 9% in years six through 10, 10% in years 11 through 15 and 15% in years 16 through 20 due 1/31/2033

Morgan Stanley 0.00% due 7/31/2020

Morgan Stanley Index percentage change minus sum of contingent coupon rates, subject to a floor of zero; contingent coupon is payable if index value on an annual determination date is greater than initial value and if index value on determination dates following initial one is greater than value(s) on prior date(s) due 1/31/2019

Morgan Stanley 3% initially; beginning Feb. 15, 2014, Libor plus 100 bps, subject to cap of 5% per year; payable quarterly due 2/15/2018

Morgan Stanley 0.00% due 1/31/2020

Morgan Stanley 6.85% per year if index closes at or above barrier level on a monthly determination date due 1/29/2021

Morgan Stanley 6.3% per year if index closes at or above barrier level on a monthly determination date due 1/29/2021

Morgan Stanley 0.00% due 7/30/2014

Morgan Stanley 8.5% annualized if indexes each close above barrier level on monthly date due 1/28/2033

Morgan Stanley 0.00% due 2/12/2014

Morgan Stanley 9% per year if stock closes at or above trigger price on observation date for that month due 1/31/2018

Morgan Stanley 8% per year if stock closes at or above trigger price on observation date for that month due 1/31/2018

Morgan Stanley 8% per year if stock closes at or above trigger price on observation date for that month due 1/31/2018

Morgan Stanley 8% for first year; beginning Feb. 15, 2014, five times spread of 30-year CMS rate over five-year CMS rate, subject to minimum of zero and maximum of 8% per year, multiplied by proportion of days on which 10-year CMS rate is greater than or equal to 1.7%; payable quarterly due 2/15/2033

Morgan Stanley 9% annualized for moth if the index closes at or above coupon barrier level on observation date due 1/25/2023

Morgan Stanley 2.0875% for quarter if JPMorgan Chase stock closes at or above downside threshold level on determination date for that quarter due 1/25/2016

Morgan Stanley 2.2375% for quarter if Starbucks stock closes at or above downside threshold level on determination date for that quarter due 1/25/2016

Morgan Stanley 0.00% due 1/25/2017

Morgan Stanley 8% per year, payable quarterly if fund closes at or above trigger price on observation date for that quarter due 1/24/2018

Morgan Stanley 10% per year if closing price is at least 70% of initial price on monthly determination date; otherwise, none due 1/18/2018

Morgan Stanley 9% per year if closing price is at least barrier price on monthly determination date; otherwise, none due 1/18/2018

Morgan Stanley Coupon will be paid monthly at rate of 8.25% per year if index closes at or above coupon barrier level on determination date for that month due 1/18/2028

Morgan Stanley Coupon will be paid monthly if index closes at or above coupon barrier level on determination date for that month; contingent monthly coupon rate is initially 7% and steps up to 8% on Jan. 18, 2018 and to 12% on Jan. 18, 2023 due 1/18/2028

Morgan Stanley 0.00% due 1/29/2014

Morgan Stanley 2% for quarter if Caterpillar stock closes at or above downside threshold level on determination date for that quarter due 1/16/2015

Morgan Stanley 0.00% due 1/29/2014

Morgan Stanley 5.25% initially; beginning on Jan. 31, 2014, Libor plus 125 bps, subject to minimum rate of 1.75% per year and cap of 6% per year; payable quarterly due 1/31/2023

Morgan Stanley 6.5% per year, payable monthly only if both indexes close at or above their barrier levels on observation date for that month due 1/14/2028

Morgan Stanley 0.00% due 7/17/2015

Morgan Stanley 3% initially; beginning Jan. 16, 2014, Libor plus 125 bps, subject to cap of 6% per year; payable quarterly due 1/16/2020

Morgan Stanley 0.00% due 1/2/2018

Morgan Stanley 0.00% due 10/2/2014

Morgan Stanley 0.00% due 7/3/2014

Morgan Stanley 0.00% due 11/3/2014

Morgan Stanley 2.625% for quarter if Ford Motor stock closes at or above downside threshold level on determination date for that quarter due 12/30/2015

Morgan Stanley 8.75% per year if index closes at or above barrier level on a quarterly determination date; otherwise, no coupon for that quarter due 12/28/2017

Morgan Stanley 0.00% due 12/30/2014

Morgan Stanley 0.00% due 12/28/2017

Morgan Stanley 0.00% due 1/8/2020

Morgan Stanley 0.00% due 2/27/2017

Morgan Stanley 0.00% due 12/31/2015

Morgan Stanley 6.95% per year if index closes at or above barrier level on a monthly determination date due 12/31/2020

Morgan Stanley 6.3% per year if index closes at or above barrier level on a monthly determination date due 12/31/2020

Morgan Stanley 0.00% due 12/27/2017

Morgan Stanley 10% annualized for month if Apple stock closes at or above downside threshold level on determination date for that month due 12/27/2017

Morgan Stanley 6.5% per year, or $5.4167 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 12/27/2022

Morgan Stanley 6% per year, or $5.00 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 12/27/2017

Morgan Stanley 0.00% due 6/27/2014

Morgan Stanley If index closes above barrier level on monthly date, contingent coupon at an annualized rate of 7.25% for that month due 12/27/2032

Morgan Stanley If index closes above barrier level on monthly date, contingent monthly coupon at an annualized rate of 6% for the first five years, stepping up to 7.5% for years six through 10, to 10% for years 11 through 15 and 15% after that due 12/27/2032

Morgan Stanley 0.00% due 12/27/2019

Morgan Stanley 0.00% due 12/21/2015

Morgan Stanley 2.0625% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 12/21/2015

Morgan Stanley 0.00% due 12/19/2014

Morgan Stanley 0.00% due 12/19/2014

Morgan Stanley 0.00% due 6/19/2014

Morgan Stanley 8%, payable quarterly if both funds close at or above trigger price on observation date for that quarter due 12/20/2017

Morgan Stanley 2.05% for quarter if Goldman Sachs stock closes at or above downside threshold level on determination date for that quarter due 12/14/2015

Morgan Stanley 5% initially; beginning Dec. 28, 2013, Libor plus 150 bps, floor of 1.75% and cap of 7%; payable quarterly due 12/28/2022

Morgan Stanley 2% contingent quarterly payment if United Technologies stock closes at or above step-up threshold level on a quarterly determination date; otherwise no contingent payment that quarter; threshold level is 105% of initial price on first four determination dates, 110% of initial price on next four determination dates and 115% of initial price on ninth through 11th determination dates due 11/27/2015

Morgan Stanley 0.00% due 11/26/2014

Morgan Stanley 0.00% due 11/27/2015

Morgan Stanley 0.00% due 7/3/2018

Morgan Stanley 0.00% due 12/5/2016

Morgan Stanley 0.00% due 11/26/2014

Morgan Stanley 0.00% due 12/27/2013

Morgan Stanley 0.00% due 11/27/2015

Morgan Stanley 9% per year, or $7.50 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 11/30/2017

Morgan Stanley 6.5% per year, or $5.4167 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 11/30/2022

Morgan Stanley 8%, payable quarterly if both funds close at or above trigger price on observation date for that quarter due 11/30/2017

Morgan Stanley 0.00% due 11/30/2017

Morgan Stanley 0.00% due 11/28/2014

Morgan Stanley 7% per year if index closes at or above barrier level on a monthly determination date; otherwise, no contingent coupon will be paid that month due 11/29/2019

Morgan Stanley 0% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 11/30/2017

Morgan Stanley 0% for quarter if Russell stock closes at or above downside threshold level on determination date for that quarter due 11/30/2017

Morgan Stanley 0% for quarter if Russell stock closes at or above downside threshold level on determination date for that quarter due 11/30/2020

Morgan Stanley 7% per year, or $5.8333 per $1,000 principal amount of notes, if gold price closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 11/30/2020

Morgan Stanley 8% annualized if index closes above barrier level on monthly date due 11/30/2032

Morgan Stanley 8% annualized if index closes above barrier level on monthly date due 11/30/2032

Morgan Stanley If index closes above barrier level on monthly date, annualized 7% for first five years, 7.5% from Nov. 30, 2017 to Nov. 30, 2022, 9% from Nov. 30, 2022 to Nov. 30, 2027 and 15% from Nov. 30, 2027 up to maturity due 11/30/2032

Morgan Stanley If index closes above barrier level on monthly date, annualized 6% for first five years, 8% from Nov. 30, 2017 to Nov. 30, 2022 and 12% from Nov. 30, 2022 up to maturity due 11/30/2027

Morgan Stanley 0.00% due 11/29/2019

Morgan Stanley 0.00% due 11/30/2017

Morgan Stanley 6.38% per year if index closes at or above barrier level on a monthly determination date due 11/30/2018

Morgan Stanley 6.15% per year if index closes at or above barrier level on a monthly determination date due 11/30/2021

Morgan Stanley 0.00% due 11/30/2017

Morgan Stanley 0.00% due 11/30/2017

Morgan Stanley 0.00% due 11/25/2015

Morgan Stanley Libor plus 250 bps; beginning Nov. 28, 2015, issuer may exercise coupon conversion right, in which case notes pay a fixed annualized rate of 4% from Nov. 28, 2015 to Nov. 28, 2018, stepping up to 5% from Nov. 28, 2018 to Nov. 28, 2021, to 6% from Nov. 28, 2021 to Nov. 28, 2024 and to 8% after that; payable quarterly due 11/28/2027

Morgan Stanley 3.0625% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 11/27/2015

Morgan Stanley 0.00% due 11/21/2016

Morgan Stanley 0.00% due 11/21/2016

Morgan Stanley 0.00% due 5/19/2014

Morgan Stanley 0.00% due 11/17/2014

Morgan Stanley 8.25% per year for each month that index closes at or above downside threshold level on monthly determination date; otherwise, no coupon that month due 11/16/2020

Morgan Stanley 7% per year, or $5.8333 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 11/16/2022

Morgan Stanley 0.00% due 5/15/2014

Morgan Stanley 0.00% due 5/15/2014

Morgan Stanley 0.000% due 5/15/2014

Morgan Stanley 0.000% due 5/15/2014

Morgan Stanley 3.25% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 11/5/2013

Morgan Stanley 3.75% if closing price is at least 70% of initial price on quarterly determination date; otherwise, none due 10/30/2013

Morgan Stanley 7% annualized for each quarter that index closes at or above barrier level on quarterly determination date due 10/29/2015

Morgan Stanley 8% annualized for each month that index closes at or above barrier level on monthly determination date due 10/31/2019

Morgan Stanley 7% per year, or $5.8333 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 10/31/2022

Morgan Stanley 0.00% due 10/30/2015

Morgan Stanley 0.00% due 10/30/2014

Morgan Stanley 0.00% due 11/27/2013

Morgan Stanley 0.00% due 10/30/2014

Morgan Stanley 0.00% due 10/30/2014

Morgan Stanley 0.00% due 10/31/2019

Morgan Stanley 9% annualized for each month that index closes at or above barrier level on monthly determination date due 10/30/2020

Morgan Stanley 8% annualized if index closes above barrier level on monthly date due 10/29/2032

Morgan Stanley If index closes above barrier level on monthly date, contingent monthly coupon at an annualized rate of 7% for the first five years, stepping up to 7.5% for years six through 10, to 9% for years 11 through 15 and 15% after that due 10/29/2032

Morgan Stanley 0.00% due 10/31/2019

Morgan Stanley 0.00% due 10/31/2017

Morgan Stanley 6.3%, payable monthly, if the index closes at or above 50% barrier level on a monthly observation date due 10/30/2020

Morgan Stanley 0.00% due 10/31/2017

Morgan Stanley 0.00% due 10/31/2017

Morgan Stanley 0.00% due 10/27/2014

Morgan Stanley 2.4375% if closing price is at least 70% of initial price on quarterly determination date; otherwise, none due 10/26/2015

Morgan Stanley 3.7% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 10/26/2015

Morgan Stanley 9.4% annualized for each month that index closes within barrier level on monthly determination date due 10/26/2022

Morgan Stanley If index closes at or above barrier level on any quarterly determination date, 8% per year for that quarter; otherwise, no coupon that quarter due 10/25/2019

Morgan Stanley 5.75% annualized for each month that index closes within barrier level on monthly determination date due 10/26/2017

Morgan Stanley 0.00% due 11/25/2013

Morgan Stanley Libor plus 125 bps, subject to a variable minimum and maximum interest rate after the first interest payment period; minimum interest rate is equal to interest rate in immediately preceding interest period, and maximum interest rate is equal to interest rate in immediately preceding interest period plus 50 bps; payable quarterly due 10/31/2017

Morgan Stanley 8.00% due 10/17/2019

Morgan Stanley 7% per year, or $5.8333 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 10/16/2020

Morgan Stanley 9.50% due 10/18/2013

Morgan Stanley 7.25% due 4/17/2014

Morgan Stanley 0.00% due 10/9/2014

Morgan Stanley 2.5% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 10/5/2015

Morgan Stanley 2% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 10/3/2013

Morgan Stanley 0.00% due 4/6/2015

Morgan Stanley 6% for first year; beginning Oct. 15, 2013, year-over-year change in index plus 150 bps, subject to minimum interest rate of zero and maximum interest rate of 7% per year; payable monthly due 10/15/2024

Morgan Stanley 5% for first two years; beginning Oct. 10, 2014, year-over-year change in index plus 150 bps, subject to minimum interest rate of zero and maximum interest rate of 6.5% per year; payable monthly due 10/10/2024

Morgan Stanley 0.00% due 10/3/2018

Morgan Stanley 0.00% due 10/9/2015

Morgan Stanley 0.00% due 11/4/2013

Morgan Stanley 0.00% due 10/3/2017

Morgan Stanley 0.00% due 10/3/2017

Morgan Stanley 0.00% due 10/3/2014

Morgan Stanley 0.00% due 10/2/2017

Morgan Stanley 0.00% due 9/30/2015

Morgan Stanley 2.5% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 9/27/2013

Morgan Stanley 0.00% due 9/29/2014

Morgan Stanley 0.00% due 10/30/2013

Morgan Stanley 0.00% due 9/28/2017

Morgan Stanley Contingent monthly coupon paid at rate of 10% per year if index closes at or above lower index reference level and at or below upper index reference level on determination date for that month; otherwise, no coupon will be paid that month due 9/28/2020

Morgan Stanley Coupon will be paid monthly if index closes at or above 1,800 on determination date for that month; contingent monthly coupon rate is initially 7% and steps up to 8% on Sept. 28, 2017, to 9% on Sept. 28, 2022 and to 15% on Sept. 28, 2027 due 9/28/2032

Morgan Stanley 0.00% due 3/30/2016

Morgan Stanley 0.00% due 9/28/2018

Morgan Stanley 7.5% per year if index closes at or above barrier level on a monthly determination date; otherwise, no coupon for that month due 9/28/2020

Morgan Stanley 9% per year, or $7.50 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 3/28/2019

Morgan Stanley 9% per year, or $7.50 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 9/28/2018

Morgan Stanley 7% per year, or $5.8333 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 9/30/2019

Morgan Stanley 10.00% due 3/27/2013

Morgan Stanley 9% per year if index closes at or above barrier level on monthly determination date; otherwise no coupon for that month due 9/28/2032

Morgan Stanley If index closes at or above barrier level on monthly observation date, 7% initially, then 9% beginning Sept. 28, 2017 and 15% beginning Sept. 28, 2022 to maturity; payable monthly due 9/28/2027

Morgan Stanley If index closes at or above barrier level on monthly observation date, 8% initially, then 9% beginning Sept. 28, 2017, 11% beginning Sept. 28, 2022 and 15% beginning Sept. 28, 2027 to maturity; payable monthly due 9/28/2032

Morgan Stanley If index closes at or above barrier level on monthly observation date, 7% initially, then stepping up to 8% on Sept. 28, 2017, to 10% on Sept. 28, 2022 and to 15% on Sept. 28, 2027; payable monthly due 9/28/2032

Morgan Stanley Payable annually if index's closing level on determination date for that year is greater than index's closing levels on prior determination dates; contingent coupon rate will be index return minus sum of contingent coupon rates, if any, for each previous determination date due 9/28/2016

Morgan Stanley 0.00% due 3/28/2016

Morgan Stanley 0.00% due 9/28/2017

Morgan Stanley 0.00% due 9/28/2017

Morgan Stanley Payable annually if index's closing level on determination date for that year is greater than index's closing levels on prior determination dates; contingent coupon rate will be index return minus sum of contingent coupon rates, if any, for each previous determination date due 6/27/2016

Morgan Stanley 0.00% due 9/29/2014

Morgan Stanley 0.00% due 9/25/2017

Morgan Stanley due 9/17/2013

Morgan Stanley 5% initially; beginning Sept. 14, 2014, Libor plus 200 bps, floor of 3%; payable quarterly due 9/14/2020

Morgan Stanley 5% initially; beginning Sept. 1, 2014, Libor plus 200 bps, floor of 3%; payable quarterly due 9/1/2019

Morgan Stanley 0.00% due 8/31/2017

Morgan Stanley 0.00% due 8/28/2014

Morgan Stanley 8.5% per year if index closes at or above barrier level on a quarterly determination date; otherwise, no coupon for that quarter due 9/5/2019

Morgan Stanley If Wells Fargo stock closes at or above downside threshold level on quarterly determination date, $0.225 per note; otherwise, no contingent payment will be made that quarter due 8/29/2013

Morgan Stanley 0.00% due 8/28/2014

Morgan Stanley Payable annually if index's closing level on determination date for that year is greater than index's closing levels on prior determination dates; contingent coupon rate will be index return minus sum of contingent coupon rates, if any, for each previous determination date due 12/30/2015

Morgan Stanley 0.00% due 3/5/2014

Morgan Stanley 0.00% due 9/27/2013

Morgan Stanley 0.00% due 8/30/2016

Morgan Stanley Coupon will be paid monthly if index closes at or above 990 on determination date for that month; contingent monthly coupon rate is initially 7% and steps up to 8% on Aug. 31, 2017, to 10% on Aug. 31, 2022 and to 15% on Aug. 31, 2027 due 8/31/2032

Morgan Stanley Contingent monthly coupon paid at rate of 10% per year if index closes at or above barrier level on determination date for that month; otherwise, no coupon will be paid that month due 8/31/2022

Morgan Stanley 0.000% due 8/29/2014

Morgan Stanley 0.000% due 8/31/2018

Morgan Stanley If JPMorgan stock closes at or above downside threshold level on quarterly determination date, $0.30 per note; otherwise, no contingent payment will be made that quarter due 8/31/2015

Morgan Stanley 10% per year, or $8.3333 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 8/31/2020

Morgan Stanley 8% per year, or $6.6667 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 8/31/2020

Morgan Stanley If index closes at or above 625 on monthly determination date, 10% per year; otherwise, no coupon will be paid that month due 8/31/2032

Morgan Stanley Coupon will be paid monthly if index closes at or above 490 on determination date for that month; contingent monthly coupon rate is initially 8% and steps up to 10% per year on Aug. 31, 2017, to 12% per year on Aug. 31, 2022 and to 15% per year on Aug. 31, 2027 due 8/31/2032

Morgan Stanley Coupon will be paid monthly if index closes at or above 590 on determination date for that month; contingent monthly coupon rate is initially 7% and steps up to 8% on Aug. 31, 2015, to 10% on Aug. 31, 2018, to 12% on Aug. 31, 2021 and to 15% on Aug. 31, 2024 due 8/31/2027

Morgan Stanley 0.000% due 8/31/2018

Morgan Stanley 0.000% due 8/31/2016

Morgan Stanley 0.000% due 2/27/2014

Morgan Stanley 10% per year, or $8.3333 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 8/29/2017

Morgan Stanley 9% per year, or $7.50 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 8/29/2018

Morgan Stanley 0.00% due 2/28/2014

Morgan Stanley 0.00% due 2/28/2014

Morgan Stanley 5% initially; beginning Aug. 28, 2013, Libor plus 100 bps, floor of 1.25%; payable quarterly due 2/29/2016

Morgan Stanley 8.5% per year if index closes at or above barrier level on a quarterly determination date; otherwise, no coupon for that quarter due 8/20/2019

Morgan Stanley 5% initially; beginning Sept. 1, 2014, Libor plus 200 bps, floor of 3%; payable quarterly due 9/1/2019

Morgan Stanley If index closes at or above barrier level on monthly observation date, 7% initially, then 10% from Aug. 17, 2017 to Aug. 17, 2022 and 15% from Aug. 17, 2022 to maturity; payable monthly; Barrier level: 990 due 8/17/2027

Morgan Stanley 0.00% due 10/17/2017

Morgan Stanley 0.00% due 8/10/2015

Morgan Stanley 0.00% due 8/29/2013

Morgan Stanley 0.000% due 8/2/2015

Morgan Stanley 0.000% due 7/30/2014

Morgan Stanley 7% initially; beginning Aug. 2, 2013, Libor plus 250 bps, floor of 3%; payable quarterly due 8/2/2019

Morgan Stanley 0.000% due 7/30/2018

Morgan Stanley Payable annually if index's closing level on determination date for that year is greater than index's closing levels on prior determination dates; contingent coupon rate will be index return minus sum of contingent coupon rates, if any, for each previous determination date due 7/30/2015

Morgan Stanley 0.000% due 8/29/2013

Morgan Stanley 5.5% initially; beginning Aug. 14, 2013, Libor plus 250 bps, floor of 3%; payable quarterly due 8/14/2017

Morgan Stanley Equal to 10-year CMT rate, subject to minimum rate of 2% per year; payable monthly due 8/1/2014

Morgan Stanley Coupon will be paid monthly if index closes at or above 590 on determination date for that month; contingent monthly coupon rate is 9.5% per year due 7/30/2032

Morgan Stanley 9%, paid monthly, if index closes at or above 70% of initial level on observation date for each month; otherwise, no coupon for each month due 7/29/2022

Morgan Stanley 0.00% due 1/31/2014

Morgan Stanley 8% per year if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 7/31/2015

Morgan Stanley 8% per year if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 7/31/2018

Morgan Stanley Coupon will be paid monthly if index closes at or above 480 on determination date for that month; contingent monthly coupon rate is initially 8% and steps up to 10% per year on July 31, 2017, to 12% per year on July 31, 2022 and to 15% per year on July 31, 2027 due 7/30/2032

Morgan Stanley Coupon will be paid monthly if index closes at or above 990 on determination date for that month; contingent monthly coupon rate is initially 7% and steps up to 8% per year on July 30, 2015, to 10% per year on July 30, 2018, to 12% per year on July 30, 2021 and to 15% on July 30, 2024 due 7/30/2027

Morgan Stanley 0.00% due 7/31/2018

Morgan Stanley 0.00% due 7/29/2016

Morgan Stanley If Apple stock closes at or above downside threshold level on quarterly determination date, $0.3525 per note; otherwise, no contingent payment will be made that quarter due 7/27/2015

Morgan Stanley $0.2475 per note payable quarterly if Apple stock closes at or above downside threshold level on relevant quarterly determination date; otherwise, no contingent payment will be made for that period due 7/27/2015

Morgan Stanley 9.5% per year if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 7/25/2017

Morgan Stanley 0.00% due 1/13/2014

Morgan Stanley 0.000% due 1/13/2014

Morgan Stanley 0.00% due 7/7/2014

Morgan Stanley 0.00% due 7/3/2019

Morgan Stanley 0.00% due 7/3/2014

Morgan Stanley 6% initially; beginning on July 20, 2013, Libor plus 250 bps, subject to minimum of 3%; payable quarterly due 7/20/2017

Morgan Stanley 0.00% due 7/6/2015

Morgan Stanley Payable annually if index's closing level on determination date for that year is greater than index's closing level on determination date for prior year; contingent coupon rate will be index return minus sum of contingent coupon rates, if any, for each previous determination date due 7/6/2015

Morgan Stanley 0.00% due 12/30/2015

Morgan Stanley 0.00% due 6/27/2014

Morgan Stanley 11.10% due 1/3/2013

Morgan Stanley 0.00% due 7/30/2013

Morgan Stanley 0.00% due 2/27/2017

Morgan Stanley 8% per year, or $6.6667 per $1,000 principal amount of notes, if index closes at or above downside threshold level on determination date for that month; otherwise, no coupon will be paid that month due 6/29/2015

Morgan Stanley 0.00% due 12/31/2015

Morgan Stanley 8% per year, or $6.6667 per $1,000 principal amount of notes, if index closes at or above 575 on determination date for that month; otherwise, no coupon will be paid that month due 6/29/2018

Morgan Stanley 10% for first year, payable monthly; after that, 10% per year, payable monthly if index closes at or above 490 on observation date for that month due 6/29/2032

Morgan Stanley If index closes at or above barrier level on monthly observation date, 7% until June 29, 2017, 10% until June 29, 2022 and 15% until maturity; payable monthly; Barrier level: 850 due 3/30/2027

Morgan Stanley 0.00% due 6/30/2015

Morgan Stanley 0.00% due 6/29/2017

Morgan Stanley 0.00% due 6/27/2014

Morgan Stanley 0.000% due 6/25/2014

Morgan Stanley 5.65% for first month; beginning Aug. 1, year-over-year change in index plus 300 bps, floor of zero, cap of 10%; payable monthly due 7/1/2022

Morgan Stanley 5% initially; beginning June 20, 2014, Libor plus 325 bps, floor of 4%; payable quarterly due 6/20/2017

Morgan Stanley 7% for first three years; beginning June 15, 2015, coupon will be paid monthly if index closes at or above 840 on determination date for that month; contingent monthly coupon rate is initially 8% and steps up to 10% per year on June 15, 2018, to 12% per year on June 15, 2021 and to 14% per year on June 15, 2024 due 6/15/2027

Morgan Stanley 0.000% due 6/11/2015

Morgan Stanley 5% initially; beginning June 15, 2013, Libor plus 200 bps, floor of 2.5%; payable quarterly due 6/15/2015

Morgan Stanley 0.00% due 6/5/2014

Morgan Stanley 5.125% if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 6/4/2013

Morgan Stanley 5.4375% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 5/30/2013

Morgan Stanley 0.00% due 5/30/2017

Morgan Stanley 0.00% due 5/30/2017

Morgan Stanley If MasterCard stock closes at or above downside threshold on a quarterly determination date, $0.25 per note; otherwise, no contingent payment will be made for that period due 5/29/2015

Morgan Stanley 6% initially; beginning June 15, 2014, Libor plus 300 bps, with cap in each interest payment period equal to rate in immediately preceding interest payment period plus 50 bps and floor equal to the rate in the immediately preceding payment period; payable quarterly due 6/15/2019

Morgan Stanley 10% initially; beginning May 31, 2015, six times spread of 30-year CMS rate over two-year CMS rate, capped at 10% and floor of zero, for each day that index closes at or above 700; payable quarterly due 5/31/2027

Morgan Stanley 9% during first year, paid monthly; after that, contingent monthly coupon of 9% per year paid monthly only if index closes at or above 350 on observation date for that month due 5/28/2032

Morgan Stanley 0.000% due 11/30/2016

Morgan Stanley 8% per year, or $6.6667 per $1,000 principal amount of notes, if index closes at or above 575 on determination date for that month; otherwise, no coupon will be paid that month due 5/29/2020

Morgan Stanley 0.000% due 5/30/2014

Morgan Stanley 0.000% due 5/30/2014

Morgan Stanley 6% for first year; beginning May 30, 2014, Libor plus 200 bps, subject to minimum rate of 2.5% per year; payable quarterly due 5/30/2017

Morgan Stanley 0.000% due 11/30/2017

Morgan Stanley 0.000% due 5/29/2015

Morgan Stanley 8% per year if index closes at or above 725 on observation date for that month; otherwise, no interest will be paid that month due 5/28/2027

Morgan Stanley 5% initially; beginning May 21, 2014, equal to 10-year CMS rate plus 100 basis points, floor of 3%; payable monthly due 5/21/2021

Morgan Stanley 0.00% due 5/21/2014

Morgan Stanley 0.00% due 5/16/2014

Morgan Stanley 0.00% due 11/10/2014

Morgan Stanley 10% for first year; beginning May 31, 2015, six times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum of 10%, multiplied by proportion of days on which index closes at or above 700; payable quarterly due 5/31/2027

Morgan Stanley 6% initially; beginning May 16, 2015, Libor plus 250 bps, capped at 8%; payable quarterly due 5/16/2022

Morgan Stanley If Amazon.com stock closes at or above downside threshold level on quarterly determination date, $0.27875 per note; otherwise, no contingent payment will be made that quarter due 5/5/2015

Morgan Stanley If Apple stock closes at or above downside threshold level on quarterly determination date, $0.36875 per note; otherwise, no contingent payment will be made that quarter due 5/5/2014

Morgan Stanley 0.000% due 10/29/2015

Morgan Stanley 0.00% due 5/2/2014

Morgan Stanley If Broadcom stock closes at or above downside threshold level on quarterly determination date, $0.3625 per note; otherwise, no contingent payment will be made that quarter due 4/29/2013

Morgan Stanley If Caterpillar stock closes at or above downside threshold level on quarterly determination date, $0.25 per note; otherwise, no contingent payment will be made that quarter due 5/6/2013

Morgan Stanley If CBS stock closes at or above downside threshold level on quarterly determination date, $0.25 per note; otherwise, no contingent payment will be made that quarter due 5/4/2015

Morgan Stanley 0.00% due 4/29/2014

Morgan Stanley 0.00% due 4/27/2017

Morgan Stanley 8.92% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/28/2017

Morgan Stanley 7.25% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/28/2017

Morgan Stanley 9.49% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/28/2017

Morgan Stanley 9.68% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/28/2017

Morgan Stanley 0.000% due 10/28/2016

Morgan Stanley 0.00% due 4/30/2015

Morgan Stanley 0.00% due 4/30/2014

Morgan Stanley 0.00% due 4/30/2014

Morgan Stanley 0.000% due 4/30/2018

Morgan Stanley 8.15% annualized for each day index closes at or above 865; payable monthly due 4/30/2027

Morgan Stanley 0.000% due 4/30/2014

Morgan Stanley 5.25% initially; beginning April 30, 2014, Libor plus 200 bps, floor of 2.5%; payable quarterly due 4/30/2017

Morgan Stanley 0.000% due 4/28/2017

Morgan Stanley 0.000% due 4/28/2017

Morgan Stanley 8% per year if index closes at or above 850 on observation date for that month; otherwise, no interest will be paid that month due 4/30/2027

Morgan Stanley 0.00% due 10/30/2015

Morgan Stanley 0.00% due 4/28/2014

Morgan Stanley 0.000% due 4/24/2015

Morgan Stanley If index closes at or above 975 on observation date, 7.9% per year for that quarter; otherwise, no coupon will be paid that quarter due 4/26/2027

Morgan Stanley 10.14% per year, payable monthly if ADSs close at or above trigger price on observation date for that month due 4/26/2017

Morgan Stanley 8.77% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/26/2017

Morgan Stanley 8.17% per year, payable monthly if ADSs close at or above trigger price on observation date for that month due 4/26/2017

Morgan Stanley 3.25% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 4/20/2015

Morgan Stanley 6.5% initially; beginning April 30, 2013, Libor plus 200 bps, floor of 2.5%; payable quarterly due 4/30/2017

Morgan Stanley Year-over-year change in index plus 200 bps, floor of zero; payable monthly due 4/30/2019

Morgan Stanley 9% for first year; beginning April 30, 2013, 9% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate and index's closing level is at least 990; payable monthly due 4/30/2032

Morgan Stanley 0.00% due 10/21/2013

Morgan Stanley 0.00% due 4/21/2014

Morgan Stanley 9% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 4/20/2017

Morgan Stanley 10.45% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 4/20/2017

Morgan Stanley 9.82% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 4/20/2017

Morgan Stanley 7% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 4/20/2017

Morgan Stanley 10.81% per year, payable monthly, if stock closes at or above trigger price on observation date for that month due 4/20/2017

Morgan Stanley Equal to two-year CMT rate plus 125 bps, floor of 2%; payable monthly due 4/13/2014

Morgan Stanley 9.22% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/11/2017

Morgan Stanley 11.77% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/11/2017

Morgan Stanley 10.48% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/11/2017

Morgan Stanley 5% initially; beginning April 16, 2013, Libor plus 175 bps, floor of 2%; payable quarterly due 4/16/2016

Morgan Stanley 6.5% initially; beginning April 16, 2013, Libor plus 225 bps, floor of 2.75%; payable quarterly due 4/16/2019

Morgan Stanley 0.00% due 4/4/2014

Morgan Stanley 0.000% due 4/4/2014

Morgan Stanley 0.000% due 4/4/2014

Morgan Stanley 0.00% due 12/31/2012

Morgan Stanley 10% for first four years; beginning April 30, 2016, five times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum of 10%, multiplied by proportion of days on which index closes at or above 750; payable quarterly due 4/30/2032

Morgan Stanley 0.00% due 5/3/2013

Morgan Stanley 0.00% due 5/2/2013

Morgan Stanley If MetLife stock closes at or above downside threshold level on quarterly determination date, $0.2125 per note; otherwise, no contingent payment will be made that quarter due 3/27/2013

Morgan Stanley 0.00% due 4/29/2013

Morgan Stanley 0.00% due 3/30/2016

Morgan Stanley 6.05% per year multiplied by proportion of days on which index closes at or above reference level; payable monthly; Reference level: 1,124.432, 80% of initial level due 10/2/2014

Morgan Stanley If index closes at or above 995 on observation date, 7.6% per year for that quarter; otherwise, no coupon will be paid that quarter due 4/2/2027

Morgan Stanley 11.02% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/31/2017

Morgan Stanley 10% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/31/2017

Morgan Stanley 9.5% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/31/2017

Morgan Stanley 0.00% due 9/30/2016

Morgan Stanley 0.00% due 3/31/2014

Morgan Stanley 8.25%, payable for each month that index closes at or above the index reference level on the observation date for that month due 3/30/2017

Morgan Stanley 0.00% due 3/29/2018

Morgan Stanley 0.00% due 4/30/2014

Morgan Stanley 6% initially; beginning March 30, 2013, Libor plus 200 bps, floor of 2.5%; payable quarterly due 3/30/2017

Morgan Stanley 12% for first year; beginning March 30, 2013, five times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum of 12%, multiplied by proportion of days on which index closes at or above 935; payable quarterly due 3/30/2027

Morgan Stanley 11% for first two years; beginning March 30, 2014, five times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum of 11%, multiplied by proportion of days on which index closes at or above 935; payable quarterly due 3/30/2027

Morgan Stanley 7.5%, only if index closes at or above 975 barrier level on monthly observation date; payable monthly due 3/30/2027

Morgan Stanley 0.00% due 3/29/2018

Morgan Stanley 0.00% due 9/30/2015

Morgan Stanley 0.00% due 3/27/2017

Morgan Stanley 0.000% due 3/31/2014

Morgan Stanley 0.000% due 3/31/2014

Morgan Stanley 0.000% due 3/24/2014

Morgan Stanley 6% initially; beginning March 30, 2013, Libor plus 200 bps, floor of 2.5%; payable semiannually due 3/30/2017

Morgan Stanley 8% per year multiplied by proportion of days on which 30-year CMS rate is at or above two-year CMS rate and index closes at or above 950; payable quarterly due 3/21/2027

Morgan Stanley 3.5% for first year; after that, 10-year CMS rate plus 100 bps, subject to floor of 3.5%; payable semiannually due 3/21/2018

Morgan Stanley If Transocean stock closes at or above downside threshold level on quarterly determination date, $0.275 per note; otherwise, no contingent payment will be made that quarter due 3/26/2013

Morgan Stanley 0.00% due 3/20/2014

Morgan Stanley 7.5% for first two years; after that, 7.5% for each day index closes at or above 975; payable monthly due 3/16/2027

Morgan Stanley 0.00% due 3/14/2014

Morgan Stanley 0.000% due 3/13/2014

Morgan Stanley 9% for two years; then 9% annualized per day that 30-year CMS rate is at or above two-year CMS rate and index closes at or above 950; payable quarterly due 3/30/2032

Morgan Stanley 0.00% due 3/6/2015

Morgan Stanley Year-over-year change in index plus 200 bps, floor of zero; payable monthly due 3/30/2019

Morgan Stanley 0.000% due 9/8/2015

Morgan Stanley 5.25% initially; beginning March 16, 2014, Libor plus 200 bps, floor of 2.5%; payable quarterly due 3/16/2017

Morgan Stanley 10% for first four years; after that, leverage factor times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum of 10%, multiplied by proportion of days on which index closes at or above 950; payable quarterly; Leverage factor: Initially five; steps up to six on March 30, 2017, to eight on March 30, 2022 and to 10 on March 30, 2027 due 3/30/2032

Morgan Stanley If Goldman Sachs stock closes at or above downside threshold level on quarterly determination date, $0.2375 per note; otherwise, no contingent payment will be made that quarter due 3/5/2015

Morgan Stanley 0.00% due 3/2/2017

Morgan Stanley 7.75% per year multiplied by proportion of days on which 30-year CMS rate is at or above two-year CMS rate and index closes at or above 900; payable quarterly due 3/2/2027

Morgan Stanley If Amazon.com stock closes at or above downside threshold level on quarterly determination date, $0.2875 per note; otherwise, no contingent payment will be made that quarter due 2/27/2013

Morgan Stanley 2% if JPMorgan stock closes at or above downside threshold level on quarterly determination date due 2/27/2013

Morgan Stanley 8.00% due 8/30/2012

Morgan Stanley 4% for first year; after that, Libor plus 250 bps, subject to floor of 3.25%; payable quarterly due 3/2/2017

Morgan Stanley 0.00% due 2/27/2018

Morgan Stanley If Transocean stock closes at or above downside threshold level on quarterly determination date, $0.2625 per note; otherwise, no contingent payment will be made that quarter due 3/11/2013

Morgan Stanley 0.000% due 8/29/2016

Morgan Stanley 0.000% due 3/28/2013

Morgan Stanley 0.000% due 2/28/2018

Morgan Stanley 0.000% due 2/28/2019

Morgan Stanley 7.5% for each day index closes at or above 990; payable monthly due 2/26/2027

Morgan Stanley 10% for first three years; beginning March 15, 2015, five times the spread of the 30-year Constant Maturity Swap rate over the two-year CMS rate for each day that the index closes at or above 650, up to a maximum rate of 10% and floor of 0% in any interest payment period; payable quarterly due 3/15/2032

Morgan Stanley 5.5% for first year; after that, Libor plus 200 bps, subject to floor of 2.5%; payable quarterly due 2/28/2017

Morgan Stanley 0.000% due 3/21/2013

Morgan Stanley 0.000% due 2/21/2018

Morgan Stanley 7% for first two years; after that, it will accrue at a specified rate multiplied by the proportion of days on which the spread of the 30-year Constant Maturity Swap rate over the two-year CMS rate is at or equal to zero and the index closes at or above 990; rate will be 7% from Feb. 28, 2014, 8% from Feb. 28, 2017, 9% from Feb. 28, 2022 and 10% from Feb. 28, 2027 up to maturity; payable monthly; floor of zero due 2/28/2032

Morgan Stanley 10% for first three years; after that, five times the spread of the 30-year Constant Maturity Swap rate over the two-year CMS rate for each day that the index closes at or above 990, up to a maximum rate of 10% and floor of 0% in any interest payment period; payable quarterly due 2/28/2032

Morgan Stanley 4.25% for first year; beginning on Feb. 15, 2013, rate will be equal to the 10-year CMS rate plus 100 basis points, subject to 4% floor; payable semiannually due 2/15/2019

Morgan Stanley 0.000% due 2/18/2014

Morgan Stanley 10% for first year; beginning Feb. 28, 2013, seven times the spread of the 30-year Constant Maturity Swap rate over the two-year CMS rate for each day that the index closes at or above 800, up to a maximum rate of 10% and floor of 0% in any interest payment period; payable quarterly due 2/28/2032

Morgan Stanley 0.000% due 2/3/2016

Morgan Stanley If Amazon.com stock closes at or above downside threshold level on quarterly determination date, $0.2125 per note; otherwise, no contingent payment will be made that quarter due 2/2/2015

Morgan Stanley 6.25% annualized for each day that six-month Libor is 6% or less and index closes at or above 990; payable monthly due 2/15/2020

Morgan Stanley due 1/29/2027

Morgan Stanley 0.00% due 1/31/2018

Morgan Stanley 0.00% due 1/31/2014

Morgan Stanley 0.00% due 1/31/2014

Morgan Stanley Initially 6%; beginning on Feb. 15, 2013, year-over-year change in index plus 200 bps, subject to floor of zero; payable monthly due 2/15/2019

Morgan Stanley 0.00% due 1/31/2017

Morgan Stanley 0.00% due 1/30/2015

Morgan Stanley 0.00% due 1/27/2014

Morgan Stanley 0.00% due 1/28/2016

Morgan Stanley 0.00% due 1/27/2014

Morgan Stanley 9% annualized for each that day that index closes at or above threshold; payable monthly; Index threshold value: 1,060.84, 80% of initial level due 1/28/2016

Morgan Stanley 0.00% due 1/30/2017

Morgan Stanley due 1/30/2014

Morgan Stanley Quarterly payment of 2.25%, if closing level is at least 80% of initial level on quarterly determination date; otherwise, none due 1/30/2017

Morgan Stanley 0.00% due 1/30/2018

Morgan Stanley 0.00% due 1/28/2016

Morgan Stanley 0.000% due 1/26/2015

Morgan Stanley 0.000% due 1/27/2014

Morgan Stanley If Alcoa stock closes at or above downside threshold level on quarterly determination date, $0.275 per note; otherwise, no contingent payment will be made that quarter due 1/26/2015

Morgan Stanley 3% initially; beginning Jan. 31, 2013, Libor plus 175 bps, floor of 2.25%; payable quarterly due 1/31/2015

Morgan Stanley 7.5% per year multiplied by proportion of days on which index closes at or above 1,000; payable monthly due 1/26/2015

Morgan Stanley 9% for each day that the 30-year Constant Maturity Swap rate is equal to or greater than the two-year CMS rate and the S&P 500 index closes at or above 900; payable quarterly due 1/25/2027

Morgan Stanley 5% initially; beginning Jan. 25, 2014, Libor plus 300 bps, floor of 5%; payable quarterly due 1/25/2019

Morgan Stanley 10% for first three years; after that, seven times the spread of the 30-year Constant Maturity Swap rate over the two-year CMS rate for each day that the index closes at or above 850, up to a maximum rate of 10% and floor of 0% in any interest payment period; payable quarterly due 1/31/2032

Morgan Stanley 8% per year for each day that the price of gold closes at or above 80% of the initial price; payable monthly due 1/21/2020

Morgan Stanley Year-over-year change in index plus 300 bps, subject to floor of zero; payable monthly due 1/31/2019

Morgan Stanley If Apple stock closes at or above downside threshold level on quarterly determination date, $0.2125 per note; otherwise, no contingent payment will be made that quarter due 1/20/2015

Morgan Stanley 9% for one year; then, 9% per day that 30-year CMS rate is at or above two-year CMS rate and index closes at or above 690; payable monthly due 1/31/2032

Morgan Stanley 10% for five years; then, seven times spread of 30-year CMS rate over two-year CMS rate for each day that S&P closes at or 750, capped at 10% with floor of zero; payable quarterly due 1/13/2032

Morgan Stanley 0.000% due 1/3/2014

Morgan Stanley Contingent payment of 3.875% if MetLife stock closes above downside threshold level on a quarterly determination date due 1/3/2013

Morgan Stanley 7.5% per year multiplied by proportion of days on which index closes at or above 850; payable monthly due 12/28/2018

Morgan Stanley 0.000% due 12/30/2013

Morgan Stanley 0.000% due 3/31/2020

Morgan Stanley 0.00% due 12/27/2013

Morgan Stanley 0.00% due 12/28/2015

Morgan Stanley 8.25% per year multiplied by proportion of days on which index closes at or above 850; payable monthly due 12/28/2018

Morgan Stanley 11.000% due 6/25/2012

Morgan Stanley 0.000% due 12/28/2016

Morgan Stanley 0.000% due 12/22/2017

Morgan Stanley 0.000% due 12/28/2015

Morgan Stanley 0.000% due 12/24/2014

Morgan Stanley 0.00% due 12/28/2016

Morgan Stanley 0.00% due 12/20/2013

Morgan Stanley 10% for one year; then, 10% per day that 30-year CMS rate is at or above two-year CMS rate and index closes at or above 700; payable quarterly due 12/19/2026

Morgan Stanley 5.5% initially; beginning Dec. 23, 2013, Libor plus 350 bps, subject to minimum rate of 4%; payable quarterly due 12/23/2018

Morgan Stanley 4.35% quarterly payment if closing price is at least 65% of initial price on quarterly determination date due 12/12/2012

Morgan Stanley 10% for five years; then, seven times spread of 30-year CMS rate over two-year CMS rate for each day that S&P closes at or 750, capped at 10% with floor of zero; payable quarterly due 12/27/2026

Morgan Stanley 0.00% due 12/5/2014

Morgan Stanley 8.25% per year multiplied by proportion of days on which index closes at or above 750; payable monthly due 11/30/2018

Morgan Stanley 5% initially; beginning Dec. 1, 2012, Libor plus 475 bps, subject to minimum rate of 5.25%; due 12/1/2016

Morgan Stanley 0.000% due 5/22/2015

Morgan Stanley 0.00% due 11/27/2015

Morgan Stanley 0.00% due 11/27/2015

Morgan Stanley 0.00% due 11/28/2016

Morgan Stanley 0.000% due 11/28/2017

Morgan Stanley 0.000% due 11/24/2017

Morgan Stanley 5% initially; beginning Nov. 28, 2013, Libor plus 350 bps, subject to minimum interest rate of 4.5%; payable quarterly due 11/28/2018

Morgan Stanley Initially 11%; beginning Nov. 28, 2014, (a) five times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum of 11% per year, multiplied by (b) proportion of days on which index closes at or above 850; payable quarterly due 11/28/2026

Morgan Stanley 0.000% due 11/21/2014

Morgan Stanley 0.000% due 11/21/2014

Morgan Stanley 0.000% due 11/27/2015

Morgan Stanley 0.00% due 11/21/2014

Morgan Stanley 0.000% due 11/21/2013

Morgan Stanley 8% per year multiplied by the proportion of days on which 30-year Constant Maturity Swap rate is greater than or equal to the two-year CMS rate and the index closes at or above 900; payable quarterly due 11/18/2019

Morgan Stanley 1.00% due 11/21/2017

Morgan Stanley 10% for the first two years; after that, 10% per year multiplied by the proportion of days on which 30-year Constant Maturity Swap rate is greater than or equal to the two-year CMS rate and the index closes at or above 750; payable monthly due 11/30/2031

Morgan Stanley Payable monthly if closing value of S&P 500 on monthly observation date is at least 850, otherwise zero for that month; contingent coupon is 7% per year initially, then 8% beginning on Nov. 17, 2015, 9% beginning on Nov. 17, 2019 and 10% beginning on Nov. 17, 2023 due 11/17/2026

Morgan Stanley Initially 10%; beginning on Nov. 30, 2016, (a) seven times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum of 10% per year, multiplied by (b) proportion of days on which index closes at or above 650; payable quarterly due 11/30/2031

Morgan Stanley 6.5% for each day that index closes at or above 925; payable quarterly due 11/16/2017

Morgan Stanley Initially 6%; beginning on Nov. 29, 2012, year-over-year change in index plus 300 bps, subject to floor of zero and maximum of 8% per year; payable monthly due 11/29/2019

Morgan Stanley 0.000% due 12/31/2012

Morgan Stanley 8% for each day that spread of 30-year CMS rate over two-year CMS rate is at least zero and index closes at or above 500; payable monthly due 11/23/2019

Morgan Stanley 5% initially; beginning Nov. 17, 2012, Libor plus 250 bps, subject to minimum rate of 3%; payable quarterly due 11/17/2015

Morgan Stanley 6% initially; beginning Nov. 17, 2012, Libor plus 300 bps, subject to minimum rate of 3.25%; payable quarterly due 11/17/2017

Morgan Stanley 7% for each day that index closes at or above 875; payable monthly due 10/31/2018

Morgan Stanley 0% due 10/30/2015

Morgan Stanley 16% due 4/24/2012

Morgan Stanley 1% due 10/31/2017

Morgan Stanley 0.00% due 10/28/2015

Morgan Stanley 0.00% due 10/28/2016

Morgan Stanley 0.00% due 10/28/2016

Morgan Stanley 3% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 10/25/2012

Morgan Stanley 7% per year, which is a quarterly payment of $17.50, if closing level is at least 50% of initial level on quarterly determination date; otherwise, none due 10/14/2014

Morgan Stanley 0.00% due 10/28/2016

Morgan Stanley 0.00% due 10/28/2015

Morgan Stanley 0.00% due 10/28/2015

Morgan Stanley 0.00% due 10/27/2014

Morgan Stanley 0.00% due 10/28/2014

Morgan Stanley 5% initially; beginning Oct. 27, 2013, Libor plus 300 bps, floor of 5%; payable quarterly due 10/27/2018

Morgan Stanley Initially 6%; after one year, year-over-year change in index plus 300 bps, subject to floor of zero; payable monthly due 10/14/2018

Morgan Stanley 8.25% per year multiplied by proportion of days on which index closes at or above 850; payable monthly due 10/19/2017

Morgan Stanley An annualized 8.75% if the index closes at or above the barrier level of 840 on related observation date; otherwise, zero for that quarterly interest payment period due 10/20/2026

Morgan Stanley 7.6% per year, which is a quarterly payment of $19.00, if closing level is at least 50% of initial level on quarterly determination date; otherwise, none due 10/14/2014

Morgan Stanley 0.000% due 10/14/2015

Morgan Stanley 0.000% due 4/14/2015

Morgan Stanley 8% for first year; after that, contingent coupon if closing value of S&P 500 on monthly observation date is at least 800 and zero otherwise; contingent coupon is 8% per year beginning Oct. 14, 2012 and steps up to 10% per year on Oct. 14, 2019 and to 12% per year on Oct. 14, 2023; payable monthly due 10/14/2026

Morgan Stanley 0.000% due 10/14/2016

Morgan Stanley 0.000% due 10/15/2013

Morgan Stanley 0.000% due 10/15/2013

Morgan Stanley 10% for the first year; after that, 10% per year multiplied by the proportion of days on which 30-year Constant Maturity Swap rate is greater than or equal to the two-year CMS rate and the index closes at or above 850; payable monthly due 10/27/2031

Morgan Stanley 11% for three years; then, leverage factor times spread of 30-year CMS rate over two-year CMS rate for each day that S&P closes at or 775, capped at 11% with floor of zero; payable quarterly due 10/27/2031

Morgan Stanley 7% for first three years; beginning Oct. 27, 2014, 7% multiplied by proportion of days on which spread of 30-year CMS rate over two-year CMS rate is zero or greater; payable monthly due 10/27/2031

Morgan Stanley Amount equal to sum of basket stocks’ weighted component returns, subject to minimum coupon of 2%; payable annually due 10/3/2017

Morgan Stanley 6% for each day that index closes at or above 720; payable quarterly due 10/3/2017

Morgan Stanley 5% initially; beginning Oct. 27, 2013, Libor plus 350 bps, floor of 4.5%; payable quarterly due 10/27/2018

Morgan Stanley 4% initially; beginning Oct. 27, 2012, Libor plus 200 bps, floor of 3%; payable quarterly due 10/27/2014

Morgan Stanley 0.000% due 9/30/2014

Morgan Stanley 0.000% due 9/30/2015

Morgan Stanley 8% initially; beginning Sept. 30, 2012, 8% for each day that index closes at or above 870; payable monthly due 9/30/2026

Morgan Stanley 7% initially; beginning Sept. 30, 2012, 7% for each day that index closes at or above 875; payable monthly due 9/29/2023

Morgan Stanley 0.000% due 9/30/2013

Morgan Stanley 1.000% due 9/29/2017

Morgan Stanley 1.000% due 9/29/2017

Morgan Stanley 0.000% due 9/29/2015

Morgan Stanley 6% for one year; thereafter, 6% per year for each day that the spread of 30-year CMS rate over two-year CMS rate is positive, floor of zero; payable monthly due 10/14/2018

Morgan Stanley 0.000% due 9/29/2017

Morgan Stanley 4.75% if closing price is at least 60% of initial price on quarterly determination date; otherwise, none due 9/24/2012

Morgan Stanley 9.250% due 3/26/2012

Morgan Stanley 0.000% due 9/29/2017

Morgan Stanley 0.000% due 12/22/2017

Morgan Stanley Initially 6%; after one year, year-over-year change in index plus 300 bps, subject to floor of zero; payable monthly due 10/14/2018

Morgan Stanley 0.000% due 9/26/2016

Morgan Stanley 0.000% due 9/26/2016

Morgan Stanley 0.000% due 9/26/2016

Morgan Stanley 0.000% due 9/29/2015

Morgan Stanley 2.875% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 9/28/2014

Morgan Stanley 0.000% due 10/11/2012

Morgan Stanley 0.000% due 3/26/2015

Morgan Stanley 10% for first three years; after that, four times spread of 30-year CMS rate over two-year CMS rate for each day that S&P closes at or 850, capped at 10% with floor of zero; payable quarterly due 9/22/2026

Morgan Stanley 0.000% due 3/23/2015

Morgan Stanley 10% initially; beginning Sept. 30, 2012, 10% multiplied by proportion of days on which spread of 30-year CMS rate over two-year CMS rate is greater than or equal to zero and Russell 2000 index closes at or above 450; payable monthly due 9/30/2031

Morgan Stanley 4% initially; beginning Sept. 30, 2013, Libor plus 200 bps, floor of 3%; payable quarterly due 9/30/2015

Morgan Stanley 10% for five years; then, leverage factor times spread of 30-year CMS rate over two-year CMS rate for each day that S&P closes at or 850, capped at 10% with floor of zero; payable quarterly due 9/30/2031

Morgan Stanley 0.00% due 9/26/2016

Morgan Stanley 0.00% due 9/26/2016

Morgan Stanley 0.000% due 9/14/2015

Morgan Stanley Initially 8%; beginning Sept. 14, 2012, 8% per year multiplied by proportion of days on which index closes at or above 800; payable monthly due 9/15/2031

Morgan Stanley 0.000% due 9/14/2018

Morgan Stanley Initially 5.5%; beginning Sept. 30, 2012, Libor plus 250 bps, subject to minimum rate of 3.5%; payable quarterly due 9/30/2017

Morgan Stanley 0.000% due 9/14/2015

Morgan Stanley 8% for first year; then 8% multiplied by proportion of days on which index closes at or above 880; payable quarterly due 9/14/2026

Morgan Stanley 0.000% due 9/6/2013

Morgan Stanley 0.000% due 9/19/2012

Morgan Stanley 0.000% due 9/8/2015

Morgan Stanley 0.000% due 9/8/2014

Morgan Stanley 0.000% due 9/9/2014

Morgan Stanley 10% for four years; then, leverage factor times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which S&P 500 closes at or 775, capped at 10% with floor of zero; payable quarterly due 9/16/2031

Morgan Stanley 0.000% due 3/4/2013

Morgan Stanley 0.000% due 9/2/2014

Morgan Stanley 10% initially; in third year, 500% of spread of the 30-year CMS rate over the two-year CMS rate for each day that S&P 500 is at least 875, capped at 13%; payable monthly due 9/9/2026

Morgan Stanley 9% initially; beginning Sept. 15, 2012, 9% for each day that spread of the 30-year CMS rate over the two-year CMS rate is positive and S&P 500 is at least 850; payable monthly due 9/15/2031

Morgan Stanley 0.000% due 10/2/2012

Morgan Stanley 0.000% due 8/31/2015

Morgan Stanley 0.000% due 8/31/2017

Morgan Stanley Sum of basket stocks’ weighted component returns, subject to floor of zero; if a basket stock’s return is flat or positive, its component return will be fixed at 11%; otherwise, its component return will be the greater of the stock return and negative 20% due 8/31/2016

Morgan Stanley Sum of weighted component returns of basket commodities, floor of zero; if a commodity’s return is positive, its component return will be 11%; if it is negative, its component return will be greater of commodity return and negative 20% due 8/31/2015

Morgan Stanley 0.000% due 9/3/2013

Morgan Stanley Initially 4.5%; beginning Aug. 31, 2012, Libor plus 250 bps, floor of 3%; payable quarterly due 8/31/2015

Morgan Stanley Initially 5%; beginning Sept. 16, 2012, Libor plus 200 bps, subject to minimum rate of 3%; due 9/16/2015

Morgan Stanley 8.5% for first year; thereafter, six times the spread of the 30-year CMS rate over the two-year CMS rate for each day that the S&P 500 is at least 850, capped at 12% and floor of zero; payable quarterly due 8/31/2026

Morgan Stanley 1.00% due 8/31/2017

Morgan Stanley 0.000% due 11/30/2016

Morgan Stanley 0.000% due 8/30/2013

Morgan Stanley 0.000% due 8/31/2017

Morgan Stanley 0.00% due 8/30/2013

Morgan Stanley 0.00% due 2/27/2015

Morgan Stanley 5.25% quarterly payment if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 8/30/2012

Morgan Stanley 3.35% quarterly payment if closing price is at least 60% of initial price on quarterly determination date; otherwise, none due 8/29/2014

Morgan Stanley 5.625% quarterly payment if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 8/27/2012

Morgan Stanley 12.00% due 2/23/2012

Morgan Stanley 14.00% due 2/23/2012

Morgan Stanley 8% for first year; then 8% only if index closes at or above 825 on relevant observation date; payable monthly due 8/29/2031

Morgan Stanley 0.00% due 8/30/2017

Morgan Stanley 0.000% due 8/29/2017

Morgan Stanley 0.000% due 9/10/2012

Morgan Stanley 0.000% due 8/25/2017

Morgan Stanley 0.000% due 8/29/2013

Morgan Stanley 0.000% due 9/25/2012

Morgan Stanley 0.000% due 8/24/2015

Morgan Stanley 0.000% due 8/26/2013

Morgan Stanley 5% for first two years; after that, year-over-year change in CPI plus 155 bps, with minimum rate of 0%; payable monthly due 8/24/2023

Morgan Stanley 0.000% due 8/26/2016

Morgan Stanley 0.000% due 12/23/2011

Morgan Stanley $40 per quarter payable only if oil price is greater than or equal to downside threshold price on determination date for that quarter due 8/23/2012

Morgan Stanley Initially 4%; beginning Aug. 31, 2012, Libor plus 250 bps, floor of 3%; payable quarterly due 8/31/2017

Morgan Stanley 0.000% due 2/22/2012

Morgan Stanley 0.000% due 8/22/2014

Morgan Stanley Initially 4.5%; beginning Aug. 30, 2012, Libor plus 250 bps; minimum rate of 3%; payable quarterly due 8/30/2015

Morgan Stanley 10% for three years; then, a leverage factor times the spread of the 30-year CMS rate over the two-year CMS rate for each day that the S&P 500 is at least 775, capped at 10% and floor of zero; payable quarterly due 8/31/2031

Morgan Stanley 9.000% due 8/22/2012

Morgan Stanley 0.000% due 8/19/2014

Morgan Stanley due 8/26/2014

Morgan Stanley 0.000% due 2/15/2013

Morgan Stanley 0.000% due 2/15/2013

Morgan Stanley 0.000% due 8/29/2012

Morgan Stanley 0.000% due 8/16/2016

Morgan Stanley 0.000% due 2/17/2015

Morgan Stanley due 8/15/2021

Morgan Stanley 0.000% due 9/17/2012

Morgan Stanley 0.000% due 9/17/2012

Morgan Stanley 5.25% initially; beginning in third year, year-over-year change in CPI plus 200 bps, capped at 8% and floor of 0%; payable monthly due 8/12/2023

Morgan Stanley Libor plus 175 bps, floor of 3% and capped at 8%; payable quarterly due 8/12/2023

Morgan Stanley 0.000% due 2/11/2013

Morgan Stanley 0.000% due 9/12/2012

Morgan Stanley 0.000% due 10/9/2012

Morgan Stanley 0.000% due 10/9/2012

Morgan Stanley 8.5% for first year; thereafter, 8.5% for each day that the spread of the 30-year CMS rate over the two-year CMS rate is greater than zero and the S&P 500 is at least 950; payable monthly due 8/22/2031

Morgan Stanley 12% for first year; thereafter, rate will accrue at the applicable leverage factor times the spread of the 30-year CMS rate over the two-year CMS rate for each day that the S&P 500 is at least 875; the leverage factor is four beginning Aug. 22, 2012, stepping up to five on Aug. 22, 2016, to seven on Aug. 22, 2021 and to 10 on Aug. 22, 2026; cap of 12% and floor of zero; payable quarterly due 8/22/2031

Morgan Stanley 0.000% due 8/15/2012

Morgan Stanley 0.000% due 8/15/2012

Morgan Stanley 0.000% due 11/4/2011

Morgan Stanley 0.000% due 8/2/2016

Morgan Stanley 10% for one year; after that, 2.7 times spread of the 30-year CMS rate over the two-year CMS rate; cap of 10% and floor of zero; payable quarterly due 8/12/2031

Morgan Stanley 0.000% due 4/30/2015

Morgan Stanley Initially 7%; beginning July 29, 2012, 7% per year multiplied by proportion of days on which index closes at or above 950; payable monthly due 7/29/2026

Morgan Stanley If stock closes above downside threshold level on quarterly determination date, 2.375% for that quarter; otherwise, no coupon for that quarter due 7/25/2012

Morgan Stanley 10% for first year; thereafter, rate will accrue at the applicable leverage factor times the spread of the 30-year CMS rate over the two-year CMS rate for each day that the S&P 500 is at least 825; the leverage factor is four beginning July 29, 2012, stepping up to five on July 29, 2016 and to seven on July 29, 2021; cap of 10% and floor of zero; payable quarterly due 7/29/2026

Morgan Stanley 0.000% due 7/31/2017

Morgan Stanley 0.000% due 7/29/2016

Morgan Stanley 0.000% due 7/29/2016

Morgan Stanley 0.000% due 1/29/2015

Morgan Stanley Sum of basket components' weighted returns, floor of zero; if individual component's stock performance is zero or positive, it will have a fixed return of 11.25%; if individual stock's performance is negative, its component return will equal the stock return, subject to a floor of negative 20% due 7/28/2016

Morgan Stanley Sum of weighted component returns of basket commodities, floor of zero; if a commodity’s return is positive, its component return will be 5.5%; if it is negative, component return will be greater of the commodity return and negative 20% due 1/29/2015

Morgan Stanley If stock closes above threshold level on quarterly determination date, 2.9% for that quarter; otherwise, zero coupon for that quarter due 7/25/2014

Morgan Stanley If stock closes above threshold level on quarterly determination date, 2.625% for that quarter; otherwise, no coupon for that quarter due 7/25/2012

Morgan Stanley If stock closes above threshold level on quarterly determination date, 2.5% for that quarter; otherwise, zero coupon for that quarter due 7/25/2014

Morgan Stanley If Qualcomm stock closes above downside threshold level on a quarterly determination date, 2.15%; otherwise, no payment for that quarter due 7/25/2014

Morgan Stanley 9.500% due 1/25/2012

Morgan Stanley 0.000% due 7/28/2017

Morgan Stanley 0.000% due 7/28/2017

Morgan Stanley 7.5% for first year; then 7.5% only if index closes at or above 1,000 on relevant observation date; payable monthly due 7/28/2031

Morgan Stanley 0.000% due 7/30/2013

Morgan Stanley 0.000% due 8/30/2012

Morgan Stanley 0.000% due 7/25/2014

Morgan Stanley 0.000% due 7/26/2013

Morgan Stanley 0.000% due 7/22/2013

Morgan Stanley 11.5% for first year; thereafter, a leverage factor times the spread of the 30-year CMS rate over the two-year CMS rate for each day that the S&P 500 is at least 825, subject to cap of 10% and floor of zero; leverage factor is four from July 29, 2012 up to July 29, 2016, five from July 29, 2016 up to July 29, 2021 and seven from July 29, 2021 to maturity; payable quarterly due 7/29/2026

Morgan Stanley 0.000% due 8/22/2012

Morgan Stanley 8.5% for three years; then, 8.5% for each day that 30-year CMS rate is at or above two-year CMS rate and Russell 2000 is at least 600; payable monthly due 7/29/2031

Morgan Stanley Initially 12%; beginning July 29, 2012, (a) 1.5 times the difference of 7.5% minus Libor multiplied by (b) the proportion of days on which the index closes at or above 950; payable quarterly due 7/29/2026

Morgan Stanley 5% for first year; after that, year-over-year change in CPI plus 100 bps, subject to maximum rate of 7% and minimum rate of 0%; payable monthly due 7/15/2017

Morgan Stanley Libor plus 175 bps for first quarterly payment period; after that, variable maximum rate of previous payment period’s interest rate plus 50 bps and variable minimum rate of previous payment period’s interest rate; payable quarterly due 7/15/2017

Morgan Stanley 3% for first year, then three-month Libor plus 200 bps, subject to cap of 6.5%; payable quarterly due 7/22/2017

Morgan Stanley 0.000% due 7/10/2014

Morgan Stanley 0.000% due 4/12/2012

Morgan Stanley 0.000% due 7/25/2012

Morgan Stanley 10.25% for first two years; thereafter, rate will accrue at four times the spread of the 30-year CMS rate over the two-year CMS rate for each day that the S&P 500 is at least 935; cap of 12% and floor of zero; payable quarterly due 7/7/2026

Morgan Stanley 0.000% due 7/25/2012

Morgan Stanley 0.000% due 7/8/2014

Morgan Stanley Initially 6%; after one year, year-over-year change in index plus 200 bps, subject to cap of 8% and floor of zero; payable monthly due 7/11/2023

Morgan Stanley 0.000% due 7/1/2031

Morgan Stanley 0.000% due 7/25/2012

Morgan Stanley 11% for first year; then, rate will accrue at four times the spread of the 30-year CMS rate over the two-year CMS rate for each day that the S&P 500 is at least 935; cap of 12% and floor of zero; payable quarterly due 6/30/2026

Morgan Stanley 0.000% due 6/30/2017

Morgan Stanley 7.5% for three years; then 7.5% only if index closes at or above 900 on relevant observation date; payable monthly due 6/30/2031

Morgan Stanley 0.000% due 12/30/2016

Morgan Stanley 0.000% due 12/29/2014

Morgan Stanley 0.000% due 6/30/2014

Morgan Stanley Equal to sum of weighted performances of basket stocks, subject to minimum of zero; payable annually; Stock performance: If a basket stock’s return is flat or positive, 11%; if its return is negative, greater of stock return and negative 20% due 6/29/2016

Morgan Stanley Sum of the weighted component returns, floor of 0%; if a commodity’s return is positive, its component return will equal a fixed return of 11%; if a commodity’s return is negative, its component return will be the greater of the commodity return and negative 20%; payable annually due 6/29/2015

Morgan Stanley 2.25% if Caterpillar stock closes above downside threshold level on a quarterly determination date due 6/30/2014

Morgan Stanley 3.188% due 6/25/2012

Morgan Stanley 12.000% due 12/23/2011

Morgan Stanley 1.000% due 6/24/2026

Morgan Stanley 0.000% due 6/29/2017

Morgan Stanley 0.000% due 12/28/2012

Morgan Stanley 0.000% due 7/30/2012

Morgan Stanley 0.000% due 7/27/2012

Morgan Stanley 12.000% due 9/29/2011

Morgan Stanley 15.000% due 12/29/2011

Morgan Stanley 14.000% due 9/29/2011

Morgan Stanley 13.500% due 12/23/2011

Morgan Stanley 8% for first three years; after that, 8% per year multiplied by proportion of days on which six-month Libor is 7% or less and index closes at or above 950; payable monthly due 7/31/2031

Morgan Stanley 0.000% due 6/28/2013

Morgan Stanley 0.000% due 12/27/2011

Morgan Stanley 6% for first year, then Libor plus 150 bps, subject to floor of 2.25% and, beginning Jan. 7, 2016, cap of 8%; payable quarterly due 7/7/2020

Morgan Stanley 0.000% due 7/1/2013

Morgan Stanley due 7/5/2016

Morgan Stanley Libor plus 150 bps, with variable cap and floor after one quarter; the cap will be 50 bps over the rate in the previous payment period, and the minimum interest rate will be the preceding period’s interest rate due 6/23/2016

Morgan Stanley 0.000% due 7/5/2012

Morgan Stanley 0.000% due 7/5/2012

Morgan Stanley 0.000% due 7/5/2012

Morgan Stanley 8% for one year; then, 8% only if index closes at or above 575 on relevant observation date; payable monthly due 6/13/2031

Morgan Stanley 9% for two years; then, 9% for each day that 30-year CMS rate is at or above two-year CMS rate and Russell 2000 is at least 575; payable monthly due 6/30/2031

Morgan Stanley 0.000% due 9/14/2017

Morgan Stanley Initially 6%; beginning June 10, 2012, the greater of the 10-year CMT rate plus 25 basis points and Libor plus 300 bps for each day that the index closes at or above 950; payable quarterly; cap of 8% due 6/10/2026

Morgan Stanley 4.75% for first two years; then Libor plus 150 bps, capped at 7%; payable quarterly due 6/14/2021

Morgan Stanley 0.000% due 6/20/2012

Morgan Stanley 0.000% due 6/25/2012

Morgan Stanley Initially 10%; beginning June 23, 2014, (a) 1.5 times the difference of 7.25% minus Libor multiplied by (b) the proportion of days on which the index closes at or above 1,000; payable quarterly due 6/23/2026

Morgan Stanley 0.000% due 9/12/2012

Morgan Stanley 0.000% due 2/4/2013

Morgan Stanley Initially 6.25%; after one year, year-over-year change in index plus 200 bps, subject to cap of 8% and floor of zero; payable monthly due 6/9/2023

Morgan Stanley 0.000% due 12/2/2011

Morgan Stanley 0.000% due 5/31/2013

Morgan Stanley 0.000% due 5/31/2013

Morgan Stanley 7.5% for first year; after that, Libor plus 320 bps for each day that index closes at or above 950, capped at 7.5%; payable quarterly due 5/29/2026

Morgan Stanley Libor plus 110 bps, capped at 8%; floor of 2.5% in years one through four, 3% in years five through eight and 4% after that; payable quarterly due 5/31/2023

Morgan Stanley 7.5% for first year, after that, 7.5% per year for months when index closes at or above 1,000 on observation date for that month, otherwise zero; payable monthly due 5/30/2031

Morgan Stanley 0.000% due 2/28/2017

Morgan Stanley 0.000% due 5/29/2015

Morgan Stanley Equal to sum of weighted performances of basket stocks, subject to minimum of zero; payable annually; Stock performance: If a basket stock’s return is flat or positive, 11.5%; if its return is negative, greater of stock return and negative 20% due 5/27/2016

Morgan Stanley Equal to the sum of the weighted component returns of the basket commodities, subject to a floor of zero. If a commodity’s return is positive, its component return will equal a fixed return of 13%. If a commodity’s return is negative, its component return will be the greater of the commodity return and negative 20%. due 5/27/2015

Morgan Stanley If stock closes above threshold level on quarterly determination date, 2.75% for that quarter; otherwise, zero coupon for that quarter due 5/27/2014

Morgan Stanley If stock closes above $39.056 on quarterly determination date, 4.25% for that quarter; otherwise, zero coupon for that quarter due 5/24/2012

Morgan Stanley 0.000% due 5/29/2015

Morgan Stanley 8.500% due 11/23/2011

Morgan Stanley 12.000% due 11/23/2011

Morgan Stanley 0.000% due 5/30/2017

Morgan Stanley 0.000% due 5/24/2017

Morgan Stanley 0.000% due 5/23/2014

Morgan Stanley 13.500% due 11/29/2011

Morgan Stanley 13.500% due 8/29/2011

Morgan Stanley 12.000% due 11/29/2011

Morgan Stanley 14.000% due 8/29/2011

Morgan Stanley 15.500% due 8/29/2011

Morgan Stanley 12.000% due 11/29/2011

Morgan Stanley 3% for one year; then year-over-year change in CPI plus 100 bps, capped at 7%; payable monthly due 5/31/2017

Morgan Stanley 0.000% due 6/26/2012

Morgan Stanley 0.000% due 6/6/2012

Morgan Stanley 0.000% due 6/6/2012

Morgan Stanley 0.000% due 6/6/2012

Morgan Stanley 0.000% due 9/26/2011

Morgan Stanley 0.000% due 4/2/2012

Morgan Stanley 0.000% due 11/23/2011

Morgan Stanley 0.000% due 11/23/2011

Morgan Stanley 8% for one year; after that, year-over-year change in CPI plus 300 bps for each day that S&P closes at or above 1,000; payable monthly due 5/31/2026

Morgan Stanley 0.000% due 5/20/2015

Morgan Stanley 0.000% due 5/17/2013

Morgan Stanley 5% for first three years; after that, year-over-year change in CPI plus 200 bps, subject to maximum rate of 8% and minimum rate of 0%; payable monthly due 5/17/2023

Morgan Stanley 8.5% for first two years, then 8.5% per year multiplied by proportion of days on which spread of 30-year Constant Maturity Swap rate over two-year CMS rate is at least zero and index closes at or above 615; payable monthly due 5/31/2031

Morgan Stanley 0.000% due 5/13/2014

Morgan Stanley 0.000% due 11/12/2014

Morgan Stanley 0.000% due 5/13/2013

Morgan Stanley 5% initially; beginning Nov. 12, 2012, Libor plus 120 bps, capped at 7.5%; payable quarterly due 5/12/2021

Morgan Stanley 7.25% for first three years; after that, 7.25% per year multiplied by proportion of days on which six-month Libor is 6.5% or less and index closes at or above 990; payable monthly due 5/19/2026

Morgan Stanley 0.000% due 5/2/2013

Morgan Stanley 0.000% due 10/31/2012

Morgan Stanley 8.125% for each day that 30-year CMS rate is at or above two-year CMS rate and Russell 2000 is at least 615; payable quarterly due 4/29/2026

Morgan Stanley 8% for first year; after that, 8% if closing value of S&P 500 on monthly observation date is at least 1,050 and zero otherwise; payable monthly due 4/29/2031

Morgan Stanley 0.000% due 6/30/2016

Morgan Stanley 0.000% due 4/30/2014

Morgan Stanley 0.000% due 4/30/2015

Morgan Stanley 0.000% due 10/25/2012

Morgan Stanley Equal to sum of weighted performances of basket stocks, subject to minimum of zero; payable annually; Stock performance: If a basket stock’s return is flat or positive, 12%; if its return is negative, greater of stock return and negative 20% due 4/28/2016

Morgan Stanley 7% for the first year; after that, 7% for each day that S&P 500 is at or above 975 due 4/24/2026

Morgan Stanley If Apple stock closes above downside threshold level on a quarterly determination date, 3% per note; otherwise, no payment for that quarter due 4/24/2012

Morgan Stanley If CBS stock closes above downside threshold level on a quarterly determination date, 2.4% per note; otherwise, no payment for that quarter due 4/28/2014

Morgan Stanley If Fifth Third stock closes above downside threshold level on a semiannual determination date, 4.75% per note; otherwise, none for that quarter due 4/28/2014

Morgan Stanley 9.000% due 10/25/2011

Morgan Stanley 0.000% due 7/28/2017

Morgan Stanley 3% for the first year; then Libor plus 100 bps, capped at 7%; payable quarterly due 4/29/2016

Morgan Stanley 4% for the first year; then Libor plus 95 bps, capped at 7%; payable quarterly due 4/29/2018

Morgan Stanley 4% for the first year; then Libor plus 100 bps, capped at 7%; payable quarterly due 4/28/2017

Morgan Stanley 12.000% due 7/28/2011

Morgan Stanley 13.000% due 10/28/2011

Morgan Stanley 12.500% due 10/28/2011

Morgan Stanley 17.000% due 7/28/2011

Morgan Stanley 6.5% for two years; then year-over-year change in CPI plus 200 bps, subject to minimum of zero and cap of 8%; payable monthly due 4/25/2023

Morgan Stanley 5% for years one through five, 6% for years six through 10 and 7% for years 11 through 15; payable quarterly due 4/15/2026

Morgan Stanley 0.000% due 4/15/2021

Morgan Stanley 0.000% due 4/15/2013

Morgan Stanley 8% for first two years; after that, 8% per year on each day that spread of 30-year CMS rate over two-year CMS rate is at least zero, level of S&P 500 is at least 775 and level of Russell 200 is at least 550; payable monthly due 4/29/2026

Morgan Stanley 11% for first year; beginning April 26, 2012, four times spread of 30-year CMS rate over two-year CMS rate for each day that S&P 500 closes at or above 975, capped at 12% – unless issuer chooses to revert rate back to 11% under conversion right; payable quarterly due 4/26/2026

Morgan Stanley 0.000% due 4/11/2013

Morgan Stanley 6.5% for first three years; thereafter, rate will accrue at per-year rate multiplied by proportion of days on which S&P 500 is at least 900; per-year rate is 7% beginning April 8, 2014, stepping up to 7.5% April 8, 2017, to 8% April 8, 2020 and to 10% April 8, 2023; payable quarterly; Beginning April 8, 2014, issuer may exercise coupon conversion right to convert notes, resulting in subsequent interest payment periods to revert back to 6.5% due 4/8/2026

Morgan Stanley 0.000% due 4/8/2013

Morgan Stanley 0.000% due 4/8/2013

Morgan Stanley 0.000% due 1/5/2012

Morgan Stanley 10-year CMS Sifma rate plus 50 basis points, subject to a floor of 3% and a cap of 9%; payable and reset quarterly due 3/31/2020

Morgan Stanley 0.000% due 3/28/2013

Morgan Stanley 4% for two years; then Libor plus 170 bps, capped at 7%; payable quarterly due 4/15/2021

Morgan Stanley 4.5% for two years; thereafter, year-over-year change in CPI plus 200 bps, capped at 8%; payable monthly due 4/1/2021

Morgan Stanley 0.000% due 1/31/2014

Morgan Stanley 0.000% due 3/30/2015

Morgan Stanley 0.000% due 3/22/2013

Morgan Stanley 0.000% due 3/28/2013

Morgan Stanley 14.000% due 9/26/2011

Morgan Stanley 0.000% due 9/29/2017

Morgan Stanley 10% until 4/15/11, then 10-year CMS plus 150 bps, capped at 8 times 30-year CMS rate minus 2-year CMS rate due 4/15/2026

Morgan Stanley 0.000% due 9/24/2012

Morgan Stanley 0.000% due 4/24/2012

Morgan Stanley 14.750% due 9/30/2011

Morgan Stanley 11.500% due 9/30/2011

Morgan Stanley 13.500% due 9/30/2011

Morgan Stanley 11.500% due 9/30/2011

Morgan Stanley 15.000% due 9/30/2011

Morgan Stanley 11.500% due 9/30/2011

Morgan Stanley 9% if real has appreciated or remained the same relative to the dollar; if real has depreciated, 1%; payable annually due 3/30/2016

Morgan Stanley 8% for one year; thereafter, 8% for each day that 30-year CMS rate is at or above two-year CMS rate and S&P 500 is at least 675; payable monthly due 3/31/2031

Morgan Stanley 6% for first three years; thereafter the rate will accrue at a per-year rate multiplied by the proportion of days on which six-month Libor is 6% or less; per-year rate is 7% beginning on March 23, 2014, stepping up to 8% on March 23, 2017, to 9% on March 23, 2020 and to 10% on March 23, 2023 until maturity; payable quarterly due 3/23/2026

Morgan Stanley 5.4% if Apple stock closes above downside threshold level on a semiannual determination date due 3/24/2014

Morgan Stanley 0.000% due 3/21/2031

Morgan Stanley 6.150% due 3/18/2014

Morgan Stanley 8.300% due 9/16/2011

Morgan Stanley 9% for one year; thereafter, 9% for each day that 30-year CMS rate is at or above two-year CMS rate and Russell 2000 is at least 575; payable monthly due 3/31/2031

Morgan Stanley 10.320% due 3/15/2012

Morgan Stanley 5% for one year; after that, year-over-year change in index plus 200 bps, capped at 8% with floor of zero; payable monthly due 3/15/2021

Morgan Stanley 0.000% due 3/12/2013

Morgan Stanley 3% for one year; thereafter, Libor plus 150 bps, capped at 7%; payable quarterly due 3/11/2017

Morgan Stanley 11% for first two years; after that, five times spread of 30-year CMS rate over two-year CMS rate multiplied by proportion of days on which S&P 500 closes at or above 975, subject to cap of 12% and floor of zero; payable quarterly; Issuer conversion right: On interest payment dates beginning March 23, 2014, issuer can choose to convert interest rate to 11% for each subsequent interest payment date due 3/25/2031

Morgan Stanley 0.000% due 3/7/2014

Morgan Stanley 0.000% due 9/7/2012

Morgan Stanley 0.000% due 9/7/2012

Morgan Stanley 0.000% due 9/7/2012

Morgan Stanley 0.000% due 9/9/2013

Morgan Stanley Initially 6.5%; beginning March 22, 2015, per-year rate multiplied by proportion of days on which S&P 500 closes at or above 1,050; per-year rate is initially 7.5% and steps up to 8% on March 22, 2019, to 9% on March 22, 2023 and to 10% on March 22, 2027; payable quarterly; Beginning March 22, 2015, issuer can choose to convert interest rate to 6.5% for each subsequent interest payment date due 3/22/2031

Morgan Stanley 0.000% due 9/4/2012

Morgan Stanley 10.400% due 9/6/2011

Morgan Stanley 0.000% due 8/30/2012

Morgan Stanley 0.000% due 2/27/2015

Morgan Stanley Libor plus 200 bps unless converted by issuer on quarterly conversion dates starting 5/28/11, in which case 4% due 2/28/2016

Morgan Stanley 7% for first two years; thereafter, 7% only if index closes at or above 1,000 on relevant observation date; payable monthly due 2/27/2026

Morgan Stanley 10.500% due 2/28/2012

Morgan Stanley 10.250% due 2/28/2012

Morgan Stanley 0.000% due 2/26/2015

Morgan Stanley If Wells Fargo stock closes above downside threshold level on a semiannual determination date, $0.425 (9%)per note; otherwise, no contingent payment for that period due 2/25/2014

Morgan Stanley 8.000% due 8/25/2011

Morgan Stanley 11.500% due 8/25/2011

Morgan Stanley 7.000% due 8/25/2011

Morgan Stanley 0.000% due 2/27/2017

Morgan Stanley 0.000% due 2/22/2018

Morgan Stanley 14.250% due 8/25/2011

Morgan Stanley 13.500% due 8/25/2011

Morgan Stanley 14.500% due 8/25/2011

Morgan Stanley 11% if rate has risen or remained flat on determination date; otherwise, 1%; payable annually due 2/25/2016

Morgan Stanley Reference rate plus 50 bps, subject to minimum rate of 3%; payable quarterly due 2/21/2020

Morgan Stanley due 2/22/2013

Morgan Stanley 0.000% due 2/22/2013

Morgan Stanley 1.3% for first year; thereafter, Libor plus 75 bps, capped at 5%; payable quarterly due 2/14/2013

Morgan Stanley 4.5% for first two years; thereafter, equal to the 10-year CMS rate, capped at 8%; payable quarterly due 2/11/2020

Morgan Stanley Libor plus 175 bps, with a minimum coupon of 3% and a maximum of 8.5%; payable quarterly due 2/11/2020

Morgan Stanley due 2/25/2016

Morgan Stanley 5% for two years; after that, year-over-year change in index plus 200 bps, capped at 8.5% with floor of zero; payable monthly due 2/11/2020

Morgan Stanley Initially 5%; beginning Feb. 18, 2013, Libor plus 190 bps; maximum of 7%; payable quarterly due 2/18/2020

Morgan Stanley 8.5% if index has risen on determination date; otherwise, 2%; payable annually due 12/22/2020

Morgan Stanley 0.000% due 2/5/2013

Morgan Stanley 0.000% due 2/6/2012

Morgan Stanley 0.000% due 2/4/2013

Morgan Stanley 0.000% due 2/2/2016

Morgan Stanley 0.000% due 2/2/2016

Morgan Stanley 0.000% due 2/9/2012

Morgan Stanley Libor plus 200 bps; on Feb. 9 of each year beginning in 2012, the issuer can choose to convert to a fixed rate of 4.5% for each subsequent interest payment date; payable quarterly due 2/9/2016

Morgan Stanley 0.000% due 2/2/2015

Morgan Stanley 0.000% due 7/31/2014

Morgan Stanley 8% for first year; after one year, 8% only if index closes at or above 625 on relevant observation date; payable monthly due 1/30/2026

Morgan Stanley 0.000% due 1/28/2015

Morgan Stanley 0.000% due 1/25/2013

Morgan Stanley 0.000% due 1/28/2014

Morgan Stanley 0.000% due 1/31/2012

Morgan Stanley 0.000% due 1/25/2013

Morgan Stanley 0.000% due 1/27/2017

Morgan Stanley 10% for first four years; thereafter, five times spread of 30-year CMS rate over two-year CMS rate for each day S&P 500 is at least 990, capped at 12% with floor of 0%; option to convert to fixed rate of 10% beginning Feb. 14, 2015; payable quarterly due 2/14/2031

Morgan Stanley 0.000% due 2/23/2012

Morgan Stanley 10% for one year; thereafter, 10% for each day that 30-year CMS rate is at or above two-year CMS rate and Russell 2000 is at least 615; payable monthly due 2/11/2031

Morgan Stanley 0.000% due 2/8/2012

Morgan Stanley 0.000% due 1/28/2014

Morgan Stanley Initially 10%; after two years, (a) five times spread of 30-year CMS rate over two-year CMS rate, subject to floor of zero and cap of 15%, multiplied by (b) proportion of days on which S&P 500 closes at or above 975; payable quarterly; Morgan Stanley can choose to convert variable interest rate to fixed rate of 10% due 1/21/2026

Morgan Stanley 0.000% due 2/8/2012

Morgan Stanley 9.650% due 7/21/2011

Morgan Stanley 6% for one year; after that, year-over-year change in index plus 200 bps, capped at 8%, floor of zero; payable monthly due 1/24/2020

Morgan Stanley 0.000% due 1/21/2015

Morgan Stanley 0.000% due 3/31/2020

Morgan Stanley 0.000% due 7/26/2012

Morgan Stanley 0.000% due 1/18/2012

Morgan Stanley Initially 10%; after two years, (a) five times spread of 30-year CMS rate over two-year CMS rate, subject to floor of zero and cap of 15%, multiplied by (b) proportion of days on which S&P 500 closes at or above 975; payable quarterly; Morgan Stanley can choose to convert variable interest rate to fixed rate of 10% due 1/21/2026

Morgan Stanley 0.000% due 3/31/2020

Morgan Stanley If closing share price is greater than downside threshold level on a quarterly determination date, 2.875%; otherwise, 0% for that quarter due 1/10/2013

Morgan Stanley 0.000% due 7/12/2012

Morgan Stanley 9% for one year; thereafter, 9% on days that 30-year CMS rate is at or above two-year CMS rate and Russell 2000 is at least 675; payable monthly due 1/24/2026

Morgan Stanley 0.000% due 12/30/2014

Morgan Stanley If closing price is greater than downside threshold level on determination date, 2.1%; otherwise, none; payable quarterly due 12/24/2012

Morgan Stanley 13.000% due 6/24/2011

Morgan Stanley 7.000% due 6/24/2011

Morgan Stanley If closing share price is greater than downside threshold level on determination date, 4.5%; otherwise, none; payable semiannually due 12/30/2013

Morgan Stanley 0.000% due 12/28/2012

Morgan Stanley 0.000% due 6/28/2011

Morgan Stanley 0.000% due 12/26/2012

Morgan Stanley 0.000% due 12/24/2012

Morgan Stanley 0.000% due 1/4/2012

Morgan Stanley Initially 8%; after two years, 8% per year if index closes at or above 925 on applicable observation date, otherwise zero; payable monthly due 12/22/2025

Morgan Stanley 0.000% due 6/22/2012

Morgan Stanley 0.000% due 12/18/2012

Morgan Stanley 4.5% for first two years; then year-over-year change in index plus 200 bps, subject to floor of zero and cap of 8.5%; payable monthly due 12/15/2019

Morgan Stanley 0.000% due 6/18/2012

Morgan Stanley 0.000% due 6/18/2012

Morgan Stanley 0.000% due 12/23/2011

Morgan Stanley 0.000% due 12/23/2011

Morgan Stanley 0.000% due 12/15/2011

Morgan Stanley 0.000% due 12/10/2012

Morgan Stanley 0.000% due 12/21/2011

Morgan Stanley 0.000% due 12/21/2011

Morgan Stanley Initially 7%; beginning Dec. 15, 2012, Libor plus 112 bps, subject to minimum interest rate of 1.5%; maximum of 8%; payable quarterly due 12/15/2019

Morgan Stanley 0.000% due 12/14/2011

Morgan Stanley Initially 3.75%; beginning Dec. 15, 2011, Libor plus 100 bps, subject to minimum interest rate of 1.25%; payable quarterly due 12/15/2015

Morgan Stanley 2.000% due 5/22/2015

Morgan Stanley 12.000% due 5/24/2011

Morgan Stanley Libor plus 150 bps, floor of 3%, capped at 8%; payable quarterly due 11/30/2019

Morgan Stanley 0.000% due 12/23/2011

Morgan Stanley 7.25% for first year; after one year, 7.25% only if index closes at or above 550 on relevant observation date; payable monthly due 11/28/2025

Morgan Stanley 0.000% due 11/26/2014

Morgan Stanley 0.000% due 11/24/2014

Morgan Stanley 14.500% due 5/24/2011

Morgan Stanley 0.000% due 5/29/2012

Morgan Stanley 3.25% for one year; then Libor plus 80 bps, floor of 1%; payable quarterly due 5/23/2016

Morgan Stanley 0.000% due 11/23/2012

Morgan Stanley 5% for two years; then Libor plus 137 bps, capped at 7%; payable quarterly due 11/23/2019

Morgan Stanley 0.000% due 5/18/2011

Morgan Stanley 0.000% due 11/20/2012

Morgan Stanley 0.000% due 11/25/2011

Morgan Stanley 0.000% due 4/15/2011

Morgan Stanley CPI plus 175 bps, floor of zero; payable monthly due 11/30/2019

Morgan Stanley 3% for one year; then Libor plus 100 bps, floor of 1.2%; payable quarterly due 11/16/2015

Morgan Stanley 0.000% due 11/12/2014

Morgan Stanley 0.000% due 11/23/2011

Morgan Stanley 9.000% due 5/9/2011

Morgan Stanley Libor plus 150 bps, subject to minimum of 3.1% and maximum of 9%; payable quarterly due 11/9/2018

Morgan Stanley 0.000% due 11/5/2012

Morgan Stanley 6.500% due 10/29/2012

Morgan Stanley 7.000% due 10/29/2012

Morgan Stanley 0.000% due 5/29/2015

Morgan Stanley 0.000% due 10/29/2012

Morgan Stanley 0.000% due 10/30/2012

Morgan Stanley 8.750% due 4/25/2011

Morgan Stanley 12.000% due 4/25/2011

Morgan Stanley 0.000% due 5/29/2013

Morgan Stanley 0.000% due 5/29/2012

Morgan Stanley 0.000% due 5/29/2014

Morgan Stanley 4.65% per year plus 4% multiplied by the proportion of days on which the average Sifma/Libor quotient is no greater than 70% and no less than 50%; floor of 4.65% and a cap of 8.65%; payable quarterly due 10/26/2025

Morgan Stanley 0.000% due 10/26/2012

Morgan Stanley 4.2% for first two years; beginning Oct. 27, 2012, Libor plus 150 bps with floor of zero and cap of 6.5% in each interest period; payable quarterly due 10/27/2017

Morgan Stanley 0.000% due 10/22/2012

Morgan Stanley 3% for first two years; beginning Oct. 15, 2012, Libor plus 100 bps with floor of 1.2% due 10/15/2015

Morgan Stanley 5% initially, 5.5% from 10/15/15, 6% from 10/15/20, 10% from 10/15/25 due 10/15/2030

Morgan Stanley 3.5% initially, 5.5% from 10/15/2014, 6% from 10/14/2017, 9% from 10/15/2017 due 10/15/2020

Morgan Stanley 0.000% due 10/26/2011

Morgan Stanley 8.200% due 4/14/2011

Morgan Stanley 0.000% due 10/11/2013

Morgan Stanley 5.75% for first two years; beginning Oct. 15, 2013, Libor plus 150 bps with a maximum interest rate of 6.5% due 10/15/2019

Morgan Stanley 0.000% due 10/12/2012

Morgan Stanley 0.000% due 10/9/2015

Morgan Stanley 10% per year for one year; thereafter, 10% per year times proportion of days on which 30-year CMS rate is at or above two-year CMS rate and Russell 2000 is at least 525 due 10/29/2030

Morgan Stanley 5% for first two years; beginning Oct. 15, 2012, Libor plus 150 bps with floor of 2% due 10/15/2019

Morgan Stanley 4% initially, 5% from 10/15/2013 to 10/14/2017, 6% from 10/15/2017 due 10/15/2020

Morgan Stanley 5% initially, 5.5% from 10/15/15, 6% from 10/15/20, 10% from 10/15/25 due 10/15/2030

Morgan Stanley

Morgan Stanley 7% for four years; then reference rate multiplied by proportion of days on which S&P 500 closes at or above 900; reference rate is 8% from Oct. 29, 2014 to Oct. 29, 2018, 9% from Oct. 29, 2018 to Oct. 29, 2022, 10% from Oct. 29, 2022 to Oct. 29, 2026 and 12% thereafter; payable monthly due 10/29/2030

Morgan Stanley 0.000% due 10/6/2011

Morgan Stanley 0.000% due 9/30/2016

Morgan Stanley 0.000% due 11/30/2011

Morgan Stanley 0.000% due 9/30/2015

Morgan Stanley Initially 6.65%; beginning Sept. 30, 2012, Libor plus 140 bps, subject to minimum interest rate of 1.4%; maximum of 7%; payable quarterly due 9/30/2019

Morgan Stanley 5% for first 5 years, 6% for years 6 through 10, 9% for years 11 through 15 due 9/30/2025

Morgan Stanley 0.000% due 10/13/2011

Morgan Stanley 7.5% for first year; after that, 7.5% per year for each quarter that index closes above barrier level on relevant observation date; payable quarterly due 9/29/2022

Morgan Stanley 9.000% due 3/25/2011

Morgan Stanley 0.000% due 4/10/2012

Morgan Stanley 0.000% due 9/28/2015

Morgan Stanley Initially 6%; beginning Sept. 30, 2011, Libor plus 185 bps, subject to maximum of 7%; payable quarterly due 9/30/2017

Morgan Stanley 10% for first year; after that, five times spread of 10-year CMS rate over two-year CMS rate, capped at 15% with a floor of 0%; payable quarterly due 9/22/2025

Morgan Stanley 4% for first 3 years, 5% for years 4 through 7, 7.5% for years 8 through 10 due 9/22/2020

Morgan Stanley 5% for first 3 years, 5.5% for years 4 through 6, 6% for years 7 through 9, 7% for years 10 through 12, 10% for years 13 through 15 due 8/31/2025

Morgan Stanley 0.000% due 9/17/2013

Morgan Stanley Initially 5%; beginning Sept. 22, 2012, Libor plus 175 bps, subject to minimum interest rate of 2.5%; payable quarterly due 9/22/2019

Morgan Stanley 0.000% due 9/16/2013

Morgan Stanley 0.000% due 9/14/2012

Morgan Stanley 10% per year for first year; thereafter, 10% per year times proportion of days on which 30-year CMS rate is at or above two-year CMS rate and S&P 500 is at least 875; payable monthly due 9/30/2030

Morgan Stanley 6% for five years; 8% from Sept. 30, 2015 to Sept. 30, 2020 and 12% thereafter for each day that S&P 500 closes at or above 900 due 9/30/2025

Morgan Stanley 2.75% for years 1 and 2, 4% for years 3 and 4, 5% for years 5 and 6, 6% for year 7 due 9/13/2017

Morgan Stanley 2% for years 1 and 2, 3% for year 3, 4% for year 4, 5% for year 5 due 9/13/2015

Morgan Stanley 0.000% due 3/11/2011

Morgan Stanley 0.000% due 7/31/2012

Morgan Stanley 10% per year for first year; thereafter, 10% per year times proportion of days on which 30-year CMS rate is at or above two-year CMS rate and S&P 500 is at least 800; payable monthly due 9/20/2030

Morgan Stanley 13.000% due 9/7/2012

Morgan Stanley Initially 2.125%; beginning Sept. 15, 2012, Libor plus 175 bps, subject to minimum interest rate of 1.8%, maximum of 7%; payable quarterly due 9/15/2015

Morgan Stanley 9.900% due 4/13/2011

Morgan Stanley 1.2% until Sept. 7, 2011, then three-month Libor plus 95 bps to maturity due 9/7/2012

Morgan Stanley 0.000% due 3/3/2011

Morgan Stanley 0.000% due 8/31/2012

Morgan Stanley 5% for three years, 5.5% for years four through six, 6% for years seven through nine, 7% for years 10 through 12 and 10% afterward due 8/31/2025

Morgan Stanley 0.000% due 8/30/2013

Morgan Stanley 0.000% due 8/25/2014

Morgan Stanley 0.000% due 8/25/2016

Morgan Stanley 12.000% due 2/22/2011

Morgan Stanley 10.000% due 2/22/2011

Morgan Stanley 6.7% for first year; after that, 6.7% per year for each quarter that index closes above barrier level on relevant observation date; payable quarterly due 8/25/2020

Morgan Stanley 9.600% due 4/13/2011

Morgan Stanley 10% per year for two years; after that, five times spread of 30-year CMS rate over two-year CMS rate for each day that spread is at least zero and S&P 500 is at least 875, capped at 18%; payable quarterly due 8/25/2025

Morgan Stanley 13.000% due 4/13/2011

Morgan Stanley 11.750% due 4/13/2011

Morgan Stanley 11% for first year; after that, five times spread of 10-year CMS rate over two-year CMS rate, capped at 15% with a floor of 0%; payable quarterly due 8/31/2030

Morgan Stanley Initially 7%; beginning Aug. 31, 2011, Libor plus 200 bps, subject to minimum interest rate of 2%, maximum of 7%; payable quarterly due 8/31/2020

Morgan Stanley 4% for years 1 through 4, 7.5% for years 5 through 10 due 8/19/2020

Morgan Stanley 5% for years 1 through 4, 6% for years 5 through 9, 9% for years 10 through 15 due 8/19/2025

Morgan Stanley 0.000% due 8/29/2011

Morgan Stanley

Morgan Stanley 8.250% due 2/16/2011

Morgan Stanley Initially 3%; beginning Aug. 27, 2011, Libor plus 127.5 bps, subject to minimum interest rate of 1.475%; payable quarterly due 8/27/2015

Morgan Stanley 10% per year for first year; thereafter, 10% per year times proportion of days on which 30-year CMS rate is at or above two-year CMS rate and S&P 500 is at least 890; payable monthly due 8/31/2030

Morgan Stanley 0.000% due 8/18/2011

Morgan Stanley 6% for one year; after that, if index is above barrier level, rate of 6% in year two, 6.5% in years three and four, 7.5% in years five, six and seven and 9% thereafter; payable quarterly due 8/9/2020

Morgan Stanley Initially 6.1%; beginning Aug. 27, 2012, Libor plus 150 bps, subject to maximum interest rate of 7%; payable quarterly due 8/17/2020

Morgan Stanley 7% for first four years; beginning Aug. 24, 2014, reference rate multiplied by proportion of days on which index closes at or above 890; reference rate is 8% per year in years five through eight, 10% in years nine through 12, 12% in years 13 through 16 and 15% in years 17 through 20; payable monthly due 8/24/2030

Morgan Stanley 0.000% due 2/3/2012

Morgan Stanley 0.000% due 8/11/2011

Morgan Stanley 0.000% due 2/13/2012

Morgan Stanley 0.000% due 3/30/2017

Morgan Stanley 10% per year for first year; thereafter, 10% per year times proportion of days on which 30-year CMS rate is at or above two-year CMS rate and S&P 500 is at least 850; payable quarterly due 7/30/2025

Morgan Stanley 0.000% due 8/30/2011

Morgan Stanley 4% for years 1 through 2, 6% for years 3 through 6, 10% for years 7 through 10 due 7/30/2020

Morgan Stanley 0.000% due 12/23/2011

Morgan Stanley Initially 10%; beginning July 29, 2012, 10% per year times proportion of days on which average Sifma/Libor quotient is no more than 70% and Libor is no more than 2%; payable quarterly due 7/29/2025

Morgan Stanley 0.000% due 1/31/2012

Morgan Stanley 9.500% due 1/25/2011

Morgan Stanley 0.000% due 8/25/2011

Morgan Stanley 0.000% due 8/25/2011

Morgan Stanley 0.000% due 7/30/2012

Morgan Stanley Initially 7%; beginning July 28, 2011 Libor plus 175 bps, subject to maximum interest rate of 6.5%; payable quarterly due 7/28/2017

Morgan Stanley 11% for one year; then four times spread of 30-year CMS rate over two-year CMS rate, capped at 20% with floor of zero; payable quarterly due 8/12/2030

Morgan Stanley 7% per year multiplied by proportion of days on which six-month Libor is 7% or less; payable quarterly due 8/12/2025

Morgan Stanley 0.000% due 1/27/2012

Morgan Stanley 7% for first three years; beginning July 30, 2013, reference rate multiplied by proportion of days on which index closes at or above 850; reference rate is 8% per year in years four through six, 10% in years seven through nine, 12% in years 10 through 12 and 15% in years 13 through 15; payable monthly due 7/30/2025

Morgan Stanley 0.000% due 1/23/2012

Morgan Stanley 0.000% due 1/23/2012

Morgan Stanley 6% for first year; after that time, coupon will be paid only if index is above barrier level; contingent coupon is 6% in year two, 7% in years three and four, 7.5% in years five and six and 8% in years seven and eight; payable semiannually due 7/21/2018

Morgan Stanley 0.000% due 1/23/2012

Morgan Stanley 0.000% due 2/1/2012

Morgan Stanley 0.000% due 2/1/2012

Morgan Stanley 0.000% due 11/25/2011

Morgan Stanley 0.000% due 7/22/2016

Morgan Stanley 0.000% due 1/27/2012

Morgan Stanley 0.000% due 1/27/2012

Morgan Stanley 7% per year multiplied by proportion of days on which six-month Libor is 7% or less; payable quarterly due 7/30/2025

Morgan Stanley 5% for years 1 through 4, 7% for years 5 through 9, 9% for years 10 through 15, 12% for years 16 through 20 due 7/30/2030

Morgan Stanley 0.000% due 1/12/2012

Morgan Stanley 0.000% due 1/20/2012

Morgan Stanley 0.000% due 1/20/2012

Morgan Stanley 0.000% due 1/20/2012

Morgan Stanley 0.000% due 7/16/2012

Morgan Stanley Initially 7%; beginning July 15, 2012 Libor plus 200 bps, subject to maximum interest rate of 7%; payable quarterly due 7/15/2020

Morgan Stanley 5% for years 1 through 2, 6% for years 3 through 5, 8% for years 6 through 8, 10% for years 9 through 11, 12% for years 12 through 15 due 7/9/2025

Morgan Stanley 0.000% due 1/12/2012

Morgan Stanley 0.000% due 1/13/2012

Morgan Stanley 11% per year for one year; thereafter, 11% per year times proportion of days on which 30-year CMS rate is at or above two-year CMS rate and S&P 500 is at least 750; payable monthly due 7/16/2030

Morgan Stanley 12% for one year; then 4.5 times spread of 30-year CMS rate over two-year CMS rate, capped at 15%; payable quarterly due 7/16/2030

Morgan Stanley 0.000% due 1/3/2012

Morgan Stanley 0.000% due 7/2/2012

Morgan Stanley 8.250% due 12/27/2010

Morgan Stanley 9.000% due 12/27/2010

Morgan Stanley 0.000% due 6/29/2015

Morgan Stanley 0.000% due 6/24/2016

Morgan Stanley 5% for years 1 through 2, 6% for years 3 through 5, 8% for years 6 through 8, 10% for years 9 through 11, 12% for years 12 through 15 due 6/11/2025

Morgan Stanley Initially 6% per year; beginning Dec. 24, 2010, 2.5% plus year-over-year change in index, subject to floor of zero; payable monthly due 6/24/2020

Morgan Stanley 0.000% due 12/27/2011

Morgan Stanley 10% per year for two years; thereafter, 10% per year times proportion of days on which 30-year CMS rate is at or above two-year CMS rate and S&P 500 is at least 775; payable monthly due 6/23/2030

Morgan Stanley 0.000% due 12/30/2011

Morgan Stanley 0.000% due 12/30/2011

Morgan Stanley

Morgan Stanley Libor+170 bps, capped at 8%, floor of 3% due 6/23/2015

Morgan Stanley 0.000% due 12/17/2010

Morgan Stanley 10-year CMT rate plus 50 bps, capped at 10%; payable quarterly due 6/17/2020

Morgan Stanley 0.000% due 12/19/2011

Morgan Stanley 0.000% due 6/18/2012

Morgan Stanley Initially 4.25%; beginning June 22, 2011 Libor plus 180 bps, subject to minimum interest rate of 1.85%; payable quarterly due 6/22/2015

Morgan Stanley 12.500% due 12/13/2010

Morgan Stanley 11% for one year; then four times spread of 30-year CMS rate over two-year CMS rate, capped at 20% with floor of zero; payable quarterly due 6/25/2025

Morgan Stanley 5% for years 1 through 2, 6% for years 3 through 5, 8% for years 6 through 8, 10% for years 9 through 11, 12% for years 12 through 15 due 6/11/2025

Morgan Stanley 0.000% due 6/11/2012

Morgan Stanley 0.000% due 6/11/2012

Morgan Stanley 0.000% due 12/12/2011

Morgan Stanley 0.000% due 6/4/2012

Morgan Stanley 0.000% due 6/4/2012

Morgan Stanley 0.000% due 6/4/2012

Morgan Stanley 10% per year for one year; thereafter, 10% per year times proportion of days on which 30-year CMS rate is at or above two-year CMS rate and S&P 500 is at least 800; payable quarterly due 6/2/2025

Morgan Stanley Initially 3.75%; beginning June 16, 2011 Libor plus 100 bps, subject to minimum interest rate of 1.05%; payable quarterly due 6/16/2013

Morgan Stanley 0.000% due 5/24/2012

Morgan Stanley 0.000% due 5/24/2012

Morgan Stanley 0.000% due 5/24/2013

Morgan Stanley 12.500% due 11/23/2010

Morgan Stanley 0.000% due 6/24/2011

Morgan Stanley

Morgan Stanley 0.000% due 11/29/2011

Morgan Stanley 0.000% due 6/3/2011

Morgan Stanley 5.375% for years 1 through 4, 7% for years 5 through 15 due 5/26/2025

Morgan Stanley 10% per year for first year; after that, 10% per year times proportion of days on which spread of 30-year CMS rate over two-year CMS rate is at least zero and S&P 500 is at least 950; payable monthly due 5/27/2030

Morgan Stanley

Morgan Stanley 7.5% per year multiplied by proportion of days on which six-month Libor is 7% or less; payable quarterly due 6/7/2025

Morgan Stanley 0.000% due 5/24/2012

Morgan Stanley 22.500% due 11/23/2010

Morgan Stanley 0.000% due 3/31/2020

Morgan Stanley 11% per year for four years; after that, five times spread of 30-year CMS rate over two-year CMS rate for each day that spread is at least zero and S&P 500 is at least 850, capped at 20%; payable quarterly due 5/20/2030

Morgan Stanley 0.000% due 6/21/2011

Morgan Stanley Initially 8%; beginning May 18, 2011, year-over-year change in the CPI plus 375 bps for each day that the S&P 500 is at least 775, with floor of zero; payable quarterly due 5/18/2025

Morgan Stanley 12.5% for one year; then 4.5 times spread of 30-year CMS rate over two-year CMS rate, capped at 20% with floor of zero; payable quarterly due 5/27/2030

Morgan Stanley 10-year CMT rate, capped at 10%; payable quarterly due 5/14/2020

Morgan Stanley 15.000% due 11/9/2010

Morgan Stanley 0.000% due 11/15/2011

Morgan Stanley 0.000% due 5/18/2012

Morgan Stanley 0.000% due 4/30/2020

Morgan Stanley 5.5% for years 1 through 4, 6% for years 5 through 9, 7% for years 10 through 14, 10% for years 15 through 20 due 5/14/2030

Morgan Stanley Initially 12%; beginning May 12, 2011, four times spread of 30-year CMS rate over two-year CMS rate, with floor of zero; payable quarterly due 5/12/2025

Morgan Stanley Initially 11%; beginning May 5, 2011, 11% per year plus 12 times spread of 65% of Libor over weighted average level of Sifma index, with floor of zero and cap of 12%; payable quarterly due 5/5/2025

Morgan Stanley 0.000% due 11/8/2010

Morgan Stanley

Morgan Stanley 0.000% due 5/31/2011

Morgan Stanley Initially 10%; beginning April 28, 2011, 10% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate and Russell 2000 closes at or above 575; payable monthly due 4/28/2030

Morgan Stanley 0.000% due 4/24/2012

Morgan Stanley 9.500% due 10/25/2010

Morgan Stanley 0.000% due 4/24/2013

Morgan Stanley 0.000% due 4/24/2012

Morgan Stanley 0.000% due 10/25/2011

Morgan Stanley 0.000% due 5/24/2011

Morgan Stanley 5% for years 1 through 5, 7.25% for years 6 through 15 due 4/28/2025

Morgan Stanley 0.000% due 5/12/2011

Morgan Stanley Initially 12%; beginning April 29, 2012, four times spread of 30-year CMS rate over two-year CMS rate, with floor of zero and cap of 20% per year; payable quarterly due 4/29/2030

Morgan Stanley 10% per year for two years; after that, five times spread of 30-year CMS rate over two-year CMS rate for each day that spread is at least zero and S&P 500 is at least 750, capped at 15%; payable quarterly due 4/23/2025

Morgan Stanley 0.000% due 4/22/2013

Morgan Stanley 12% per year for three years; after that, five times spread of 30-year CMS rate over two-year CMS rate for each day that spread is at least zero and S&P 500 is at least 850, capped at 20%; payable quarterly due 4/20/2030

Morgan Stanley 0.000% due 5/20/2011

Morgan Stanley 0.000% due 7/29/2011

Morgan Stanley Initially 7%; beginning April 15, 2011, interest accrues at the 10-year Constant Maturity Treasury rate plus 100 basis points for each day that the S&P 500 is at least 850; payable quarterly due 4/15/2025

Morgan Stanley 13.000% due 10/15/2010

Morgan Stanley 0.000% due 10/14/2011

Morgan Stanley Initially 7.5%; beginning April 15, 2011, 7.5% per year multiplied by proportion of days on which six-month Libor is 7% or less; payable quarterly due 4/15/2025

Morgan Stanley 0.000% due 5/12/2011

Morgan Stanley 0.000% due 4/14/2011

Morgan Stanley 0.000% due 9/28/2011

Morgan Stanley

Morgan Stanley 5.25% for years 1 through 5, 7% for years 6 through 15 due 3/31/2025

Morgan Stanley 0.000% due 10/3/2011

Morgan Stanley 0.000% due 4/7/2011

Morgan Stanley 12% for first year; then four times the spread of 30-year CMS rate over two-year CMS rate, capped at 20%; payable quarterly due 3/30/2030

Morgan Stanley 11% for first two years; then four times the spread of 30-year CMS rate over two-year CMS rate, capped at 15%; payable quarterly due 3/30/2030

Morgan Stanley 8.250% due 9/28/2010

Morgan Stanley 9.000% due 4/27/2011

Morgan Stanley 0.000% due 3/26/2013

Morgan Stanley 0.000% due 3/28/2012

Morgan Stanley 0.000% due 9/28/2011

Morgan Stanley 0.000% due 9/28/2011

Morgan Stanley 0.000% due 4/27/2011

Morgan Stanley

Morgan Stanley 0.000% due 3/31/2011

Morgan Stanley Linked to 10-year CMT rate, with a cap of 8%; payable monthly beginning April 19 due 3/19/2020

Morgan Stanley 0.000% due 9/24/2012

Morgan Stanley Linked to 10-year CMT rate, with a cap of 8%; payable monthly beginning April 19 due 3/19/2020

Morgan Stanley

Morgan Stanley 10% per year for two years; after that, five times spread of 30-year CMS rate over two-year CMS rate for each day that S&P 500 is at least 800, with floor of zero and cap of 15%; payable quarterly due 3/18/2025

Morgan Stanley 12% per year for one year; after that, five times spread of 30-year CMS rate over two-year CMS rate for each day that S&P 500 is at least 850, with floor of zero and cap of 20%; payable quarterly due 3/17/2030

Morgan Stanley 0.000% due 6/21/2011

Morgan Stanley 10.5% per year for first year; after that, 10.5% per year times proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate and Russell 2000 is at least 500; payable monthly due 3/16/2030

Morgan Stanley 5.5% for years 1 through 4, 6.5% for years 5 through 9, 7.5% for years 10 through 15 due 3/16/2025

Morgan Stanley 10% for first year; then four times the spread of 30-year CMS rate over two-year CMS rate, capped at 15% with floor of zero; payable quarterly due 3/15/2025

Morgan Stanley 0.000% due 3/15/2016

Morgan Stanley 10% per year for one year; after that, six times spread of 30-year CMS rate over two-year CMS rate for each day that S&P 500 is at least 800, with floor of zero and cap of 18%; payable quarterly due 3/16/2025

Morgan Stanley 0.000% due 1/7/2016

Morgan Stanley

Morgan Stanley 0.000% due 3/13/2015

Morgan Stanley 0.000% due 1/19/2012

Morgan Stanley 0.000% due 3/1/2012

Morgan Stanley 0.000% due 3/5/2012

Morgan Stanley 0.000% due 3/17/2011

Morgan Stanley 0.000% due 3/5/2012

Morgan Stanley 0.000% due 3/5/2012

Morgan Stanley

Morgan Stanley Linked to 10-year CMS rate, with a cap of 8.5%; payable quarterly due 2/26/2020

Morgan Stanley 0.000% due 9/1/2011

Morgan Stanley 10% for first year; then four times the spread of 30-year CMS rate over two-year CMS rate, capped at 15% with floor of zero; payable quarterly due 2/26/2025

Morgan Stanley 0.000% due 8/25/2011

Morgan Stanley Initially 10%; beginning Feb. 26, 2011, 10% per year multiplied by proportion of days on which six-month Libor is 7% or less and S&P 500 closes at or above 875; payable quarterly due 2/26/2025

Morgan Stanley Initially, 10% per year; beginning Feb. 26, 2012, 10% per year multiplied by proportion of days on which 10-year CMS rate is greater than or equal to two-year CMS rate and S&P 500 is at least 850; payable quarterly due 2/26/2030

Morgan Stanley 5.5% for years 1 through 4, 7% for years 5 through 15 due 2/26/2025

Morgan Stanley 11.500% due 3/29/2011

Morgan Stanley 10.000% due 8/27/2010

Morgan Stanley 5% for six months; after that, year-over-year change in CPI plus 205 bps, with cap of 9% and floor of 0%; payable monthly due 3/1/2020

Morgan Stanley 0.000% due 2/27/2012

Morgan Stanley 0.000% due 8/29/2011

Morgan Stanley 0.000% due 8/29/2011

Morgan Stanley 5% for six months; after that, year-over-year change in CPI plus 205 bps, with cap of 9% and floor of 0%; payable monthly due 3/1/2020

Morgan Stanley 0.000% due 8/24/2011

Morgan Stanley 0.000% due 11/22/2010

Morgan Stanley 12% for first year; then five times the spread of 10-year CMS rate over two-year CMS rate, capped at 15% with floor of zero; payable quarterly due 2/18/2030

Morgan Stanley Initially 10%; beginning Feb. 19, 2011, 10% per year multiplied by proportion of days on which six-month Libor is 6.5% or less and S&P 500 closes at or above 690; payable monthly due 2/19/2030

Morgan Stanley Initially 10%; beginning Feb. 16, 2011, 10% per year multiplied by proportion of days on which six-month Libor is 6.5% or less and S&P 500 closes at or above 875; payable quarterly due 2/16/2025

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 12% for first year; then four times the spread of 30-year CMS rate over two-year CMS rate, capped at 15% and floor of 0%; payable quarterly due 2/16/2030

Morgan Stanley 10% per year for two years; after that, 10% per year times proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate and Russell 2000 is at least 480; payable monthly due 2/16/2030

Morgan Stanley Initially 10%; beginning Feb. 16, 2011, 10% per year multiplied by proportion of days on which six-month Libor is 6.5% or less and S&P 500 closes at or above 875; payable quarterly due 2/16/2025

Morgan Stanley 5% for years 1 through 4, 7% for years 5 through 15 due 2/16/2025

Morgan Stanley 0.000% due 3/17/2011

Morgan Stanley 0.000% due 2/25/2011

Morgan Stanley

Morgan Stanley 0.000% due 8/11/2011

Morgan Stanley The spread of the 10-year Constant Maturity Swap rate over the two-year CMS rate for the proportion of days that six-month Libor is between 0% and 7.5%; payable quarterly due 2/8/2020

Morgan Stanley 10% for one year; thereafter, 10% per year for each day that Libor is less than 6.7% and the S&P 500 is at least 775 in second and third years and at least 950 in fourth year; payable quarterly due 2/3/2035

Morgan Stanley 0.000% due 2/3/2012

Morgan Stanley 0.000% due 7/27/2011

Morgan Stanley 0.000% due 7/29/2013

Morgan Stanley 0.000% due 1/27/2012

Morgan Stanley 0.000% due 2/24/2011

Morgan Stanley 0.000% due 7/27/2011

Morgan Stanley 0.000% due 7/29/2010

Morgan Stanley Initially 9.5%; beginning Jan. 27, 2011, 9.5% per year multiplied by proportion of days on which six-month Libor is 6.5% or less and S&P 500 closes at or above 875; payable quarterly due 1/27/2025

Morgan Stanley 4% for years 1 through 3, 5% for years 4 through 6, 7% for years 7 through 9, 9% for years 10 through 12, 12% for years 13 through 15 due 1/27/2025

Morgan Stanley 0.000% due 1/27/2012

Morgan Stanley

Morgan Stanley 0.000% due 1/25/2016

Morgan Stanley 9% per year for one year; after that, 9% per year times proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate and S&P 500 is at least 800; payable monthly due 1/25/2030

Morgan Stanley 0.000% due 7/26/2010

Morgan Stanley 10% for first year; then four times the spread of 30-year CMS rate over two-year CMS rate, capped at 15% and floor of zero; payable quarterly due 1/25/2025

Morgan Stanley 0.000% due 10/18/2010

Morgan Stanley 9.700% due 2/14/2011

Morgan Stanley 0.000% due 10/13/2010

Morgan Stanley 0.000% due 7/13/2011

Morgan Stanley 0.000% due 2/14/2011

Morgan Stanley Initially, 8.05% per year for the first three years; beginning Jan. 15, 2013, 8.05% per year multiplied by proportion of days on which 10-year CMS rate is greater than or equal to two-year CMS rate and S&P 500 is at least 850; payable quarterly due 1/15/2025

Morgan Stanley 0.000% due 1/7/2013

Morgan Stanley 0.000% due 6/28/2013

Morgan Stanley 0.000% due 6/29/2012

Morgan Stanley 8.000% due 6/29/2010

Morgan Stanley Based on 10-year CMS rate, with a floor of 2.5% and a cap of 9%; payable quarterly due 1/12/2020

Morgan Stanley 0.000% due 9/30/2013

Morgan Stanley A rate equal to the 10-year CMS rate, with a floor of 2% and a cap of 9%; payable quarterly due 12/24/2019

Morgan Stanley 0.000% due 12/28/2011

Morgan Stanley 10% for the first year; beginning Dec. 22, 2010, four times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of 0% and cap of 15% per year; payable quarterly due 12/22/2024

Morgan Stanley Initially, 10% per year; beginning Dec. 21, 2010, 10% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate and S&P 500 is at least 825; payable monthly due 12/21/2029

Morgan Stanley 10% for first year; beginning Dec. 18, 2010, 10% per year for each day that six-month Libor is 7% or less and the S&P 500 is at least 875; payable quarterly due 12/18/2024

Morgan Stanley 0.000% due 1/12/2011

Morgan Stanley 0.000% due 6/16/2011

Morgan Stanley

Morgan Stanley 0.000% due 12/12/2011

Morgan Stanley 10% for first year; beginning Dec. 16, 2010, 10% per year for each day that six-month Libor is 7% or less and the S&P 500 is at least 850; payable quarterly due 12/16/2024

Morgan Stanley 0.000% due 12/4/2013

Morgan Stanley 0.000% due 12/13/2010

Morgan Stanley 0.000% due 11/28/2011

Morgan Stanley 0.000% due 11/28/2011

Morgan Stanley 0.000% due 5/30/2013

Morgan Stanley 0.000% due 5/28/2015

Morgan Stanley 3% per year for each currency that has appreciated relative to the dollar; payable on Nov. 28 of each year due 11/28/2014

Morgan Stanley 0.000% due 5/26/2011

Morgan Stanley 0.000% due 12/29/2010

Morgan Stanley 0.000% due 11/28/2011

Morgan Stanley 0.000% due 5/27/2011

Morgan Stanley 0.000% due 5/25/2010

Morgan Stanley 0.000% due 11/20/2011

Morgan Stanley 0.000% due 5/19/2011

Morgan Stanley

Morgan Stanley Initially, 10% per year; beginning Nov. 16, 2010, 10% per year multiplied by proportion of days on which 10-year CMS rate is greater than or equal to two-year CMS rate and S&P 500 is at least 775; payable quarterly due 11/16/2029

Morgan Stanley 10% per year for one year; thereafter, 10% per year for each day that six-month Libor is less than 7% and the S&P 500 is at least 825; payable quarterly due 11/16/2024

Morgan Stanley 0.000% due 3/3/2011

Morgan Stanley 0.000% due 11/16/2011

Morgan Stanley 0.000% due 12/16/2010

Morgan Stanley 0.000% due 11/14/2011

Morgan Stanley 0.000% due 11/6/2014

Morgan Stanley 0.000% due 5/4/2010

Morgan Stanley 10.5% for the first year; beginning Oct. 30, 2011, four times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of 0% and cap of 15% per year; payable quarterly due 10/30/2029

Morgan Stanley 11% for first two years; beginning Oct. 30, 2011, seven times the spread of the 30-year CMS rate over the two-year CMS rate if the S&P 500 index level is at least 775; floor of 0% and cap of 25% per year; payable quarterly due 10/30/2029

Morgan Stanley 0.000% due 10/27/2011

Morgan Stanley 0.000% due 10/27/2011

Morgan Stanley 0.000% due 1/31/2013

Morgan Stanley 0.000% due 4/30/2013

Morgan Stanley A rate equal to the 10-year CMS rate, with a floor of 3% and a cap of 10%; payable semiannually due 11/9/2019

Morgan Stanley 0.000% due 4/29/2011

Morgan Stanley 0.000% due 4/27/2011

Morgan Stanley 0.000% due 4/29/2011

Morgan Stanley 0.000% due 11/26/2010

Morgan Stanley 0.000% due 4/28/2010

Morgan Stanley

Morgan Stanley Initially, 10% per year; beginning Oct. 27, 2010, 10% per year multiplied by proportion of days on which 10-year CMS rate is greater than or equal to two-year CMS rate and S&P 500 is at least 825; payable quarterly due 10/17/2024

Morgan Stanley 0.000% due 4/21/2011

Morgan Stanley 0.000% due 4/21/2011

Morgan Stanley 0.000% due 10/21/2015

Morgan Stanley 7% per year multiplied by the proportion of days on which six-month Libor is 6.5% or less; payable quarterly due 10/20/2024

Morgan Stanley Initially, 10% per year; beginning Oct. 19, 2011, 10% per year multiplied by proportion of days on which the 30-year CMS rate is greater than or equal to the two-year CMS rate and the S&P 500 is at least 750; payable quarterly due 10/19/2024

Morgan Stanley 11% for the first year; beginning Oct. 15, 2010, four times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of 0% and cap of 25% per year; payable quarterly due 10/15/2024

Morgan Stanley 0.000% due 4/19/2010

Morgan Stanley 0.000% due 10/15/2012

Morgan Stanley 0.000% due 10/9/2013

Morgan Stanley 0.000% due 10/9/2012

Morgan Stanley 0.000% due 4/7/2011

Morgan Stanley 11% for the first year; beginning Oct. 7, 2010, six times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of 0% and cap of 15% per year; payable quarterly due 10/7/2024

Morgan Stanley 10% for first three years; then four times the spread of 30-year CMS rate over two-year CMS rate, with floor of zero and cap of 15%; payable quarterly due 9/30/2029

Morgan Stanley 10% per year for each day that 30-year CMS rate minus two-year CMS rate is at least 0% and the S&P 500 index is at least 750 for the first year, 800 for the second year and 850 thereafter; payable quarterly due 10/9/2024

Morgan Stanley 0.000% due 9/28/2011

Morgan Stanley 0.000% due 3/29/2013

Morgan Stanley 0.000% due 3/27/2015

Morgan Stanley Equal to the basket return; payable in September of each year with a floor of zero; cap of 12% and floor of negative 10% for each component due 9/30/2014

Morgan Stanley 0.000% due 10/29/2010

Morgan Stanley 0.000% due 10/27/2010

Morgan Stanley 0.000% due 10/29/2010

Morgan Stanley 0.000% due 9/28/2011

Morgan Stanley 0.000% due 9/29/2011

Morgan Stanley 0.000% due 9/26/2011

Morgan Stanley 0.000% due 9/23/2011

Morgan Stanley Initially, 10% per year; beginning Sept. 21, 2010, 10% per year multiplied by proportion of days on which the 30-year CMS rate is greater than or equal to the two-year CMS rate and the S&P 500 is at least 775; payable quarterly due 9/21/2024

Morgan Stanley 0.000% due 9/29/2010

Morgan Stanley 0.000% due 12/30/2010

Morgan Stanley 0.000% due 12/23/2010

Morgan Stanley

Morgan Stanley 0.000% due 12/16/2010

Morgan Stanley 12% for first year; then five times the spread of 30-year CMS rate over two-year CMS rate, capped at 20%; payable quarterly due 8/31/2024

Morgan Stanley 0.000% due 8/30/2013

Morgan Stanley 0.000% due 10/28/2010

Morgan Stanley 0.000% due 9/28/2010

Morgan Stanley 0.000% due 8/29/2011

Morgan Stanley 0.000% due 2/28/2013

Morgan Stanley 0.000% due 5/31/2012

Morgan Stanley 0.000% due 2/25/2015

Morgan Stanley 0.000% due 2/28/2011

Morgan Stanley 0.000% due 9/28/2010

Morgan Stanley 0.000% due 8/29/2011

Morgan Stanley 10.000% due 2/26/2010

Morgan Stanley 3.5% for first two years; after that, 2% plus the year-over-year change in the index, subject to a floor of par; payable monthly due 8/26/2016

Morgan Stanley 0.000% due 9/24/2010

Morgan Stanley 0.000% due 8/27/2012

Morgan Stanley Initially, 12% per year; beginning Aug. 27, 2010, 5.5 times the spread of the 30-year CMS rate over the two-year CMS rate, with a floor of 0%; payable quarterly due 8/27/2024

Morgan Stanley

Morgan Stanley 0.000% due 8/17/2012

Morgan Stanley

Morgan Stanley 14.400% due 2/12/2010

Morgan Stanley Initially, 12% per year; beginning Aug. 6, 2010, six times the spread of the 30-year CMS rate over the two-year CMS rate, with a floor of 0%; payable quarterly due 8/6/2024

Morgan Stanley 11% until July 31, 2011; After, 11% times the number of days that the 30-year CMS rate is greater than or equal to the two-year rate and the closing level of the S&P 500 is greater than or equal to 650 due 7/31/2029

Morgan Stanley

Morgan Stanley 0.000% due 7/31/2013

Morgan Stanley 0.000% due 8/9/2011

Morgan Stanley 0.000% due 1/27/2010

Morgan Stanley 0.000% due 7/27/2011

Morgan Stanley 0.000% due 8/27/2010

Morgan Stanley 0.000% due 7/27/2011

Morgan Stanley 0.000% due 7/29/2011

Morgan Stanley 0.000% due 10/31/2011

Morgan Stanley 0.000% due 10/31/2012

Morgan Stanley 0.000% due 1/27/2011

Morgan Stanley 0.000% due 7/27/2011

Morgan Stanley 10% per year for two years; thereafter, 10% per year for each day that six-month Libor is less than 7% and the S&P 500 is at least 675; payable quarterly due 7/29/2024

Morgan Stanley 0.000% due 9/30/2010

Morgan Stanley 0.000% due 12/30/2009

Morgan Stanley 11% for first two years; beginning July 16, 2011, 10 times spread of 30-year CMS rate over two-year CMS rate as long as S&P 500 is at least 675, otherwise zero; payable quarterly; floor of zero due 7/16/2029

Morgan Stanley 0.000% due 1/14/2010

Morgan Stanley 0.000% due 1/14/2010

Morgan Stanley 0.000% due 7/6/2012

Morgan Stanley 0.000% due 12/31/2009

Morgan Stanley 0.000% due 6/28/2013

Morgan Stanley 0.000% due 12/30/2010

Morgan Stanley 0.000% due 6/30/2011

Morgan Stanley 0.000% due 9/28/2012

Morgan Stanley 0.000% due 6/26/2014

Morgan Stanley Initially, 10% per year; beginning June 26, 2013, 10% per year multiplied by proportion of days on which the 30-year CMS rate is greater than or equal to the two-year CMS rate and the S&P 500 is at least 750; payable quarterly due 6/26/2024

Morgan Stanley 0.000% due 12/30/2010

Morgan Stanley Initially, 11% per year; beginning July 1, 2011, seven times the spread of the 30-year CMS rate over the two-year CMS rate, with a floor of 0%; payable quarterly due 7/1/2024

Morgan Stanley 0.000% due 7/30/2010

Morgan Stanley 0.000% due 6/28/2011

Morgan Stanley 8.500% due 7/28/2010

Morgan Stanley

Morgan Stanley 12% for first two years; beginning June 22, 2011, 8 times spread of 30-year CMS rate over two-year CMS rate as long as S&P 500 is at least 650, otherwise zero; payable quarterly; floor of zero and cap of 25% per year due 6/22/2029

Morgan Stanley 0.000% due 6/30/2010

Morgan Stanley 0.000% due 3/10/2010

Morgan Stanley 0.000% due 6/4/2012

Morgan Stanley 0.000% due 6/6/2011

Morgan Stanley 0.000% due 6/6/2011

Morgan Stanley 0.000% due 6/6/2011

Morgan Stanley 0.000% due 6/15/2010

Morgan Stanley 0.000% due 3/1/2010

Morgan Stanley 0.000% due 5/29/2012

Morgan Stanley 0.000% due 11/20/2009

Morgan Stanley 0.000% due 5/31/2011

Morgan Stanley 0.000% due 5/20/2011

Morgan Stanley 0.000% due 5/20/2011

Morgan Stanley 11% for first two years; beginning May 27, 2011, proportion of days on which the spread of the 10-year CMS rate over the two-year CMS rate is greater than 0% and S&P 500 is at least 675; payable quarterly due 5/27/2029

Morgan Stanley 0.000% due 5/29/2012

Morgan Stanley 0.000% due 5/20/2014

Morgan Stanley 0.000% due 6/21/2010

Morgan Stanley 0.000% due 5/20/2011

Morgan Stanley 0.000% due 5/26/2011

Morgan Stanley If the 30-year CMS rate is 5% or greater on an annual observation date, 10%; otherwise, zero; payable annually due 5/25/2012

Morgan Stanley initially, 12% per year; beginning May 13, 2011, seven times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of 0% and cap of 15%; payable quarterly due 5/13/2024

Morgan Stanley 0.000% due 11/16/2009

Morgan Stanley 0.000% due 11/13/2009

Morgan Stanley

Morgan Stanley 0.000% due 5/16/2011

Morgan Stanley 0.000% due 5/12/2011

Morgan Stanley 0.000% due 6/4/2010

Morgan Stanley initially, 12% per year; beginning May 13, 2011, seven times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of 0% and cap of 15%; payable quarterly due 5/13/2024

Morgan Stanley initially, 12% per year; beginning May 13, 2011, seven times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of 0% and cap of 15%; payable quarterly due 5/13/2024

Morgan Stanley initially, 12% per year; beginning April 23, 2011, 10 times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of 0% and cap of 15%; payable quarterly due 4/30/2024

Morgan Stanley initially 5%; beginning May 1, 2010, interest will equal the year-over-year change in the Consumer Price Index plus 300 bps, with a floor of zero; payable monthly due 5/1/2014

Morgan Stanley 0.000% due 4/30/2012

Morgan Stanley 0.000% due 10/20/2009

Morgan Stanley 0.000% due 4/30/2012

Morgan Stanley 0.000% due 4/20/2011

Morgan Stanley 0.000% due 4/30/2012

Morgan Stanley 0.000% due 10/20/2012

Morgan Stanley 0.000% due 4/21/2014

Morgan Stanley 0.000% due 4/29/2011

Morgan Stanley 0.000% due 4/20/2011

Morgan Stanley 18.000% due 10/28/2009

Morgan Stanley 16.500% due 10/28/2009

Morgan Stanley 14.500% due 4/20/2010

Morgan Stanley 0.000% due 5/24/2010

Morgan Stanley

Morgan Stanley 0.000% due 10/25/2010

Morgan Stanley 12% per year for first three years; beginning April 23, 2012, interest will be 10 times spread of 10-year CMS rate over two-year CMS rate, with floor of 0%, cap of 20%; payable quarterly due 4/23/2024

Morgan Stanley 17.000% due 10/15/2009

Morgan Stanley 12.000% due 10/15/2009

Morgan Stanley 0.000% due 10/14/2009

Morgan Stanley Initially, 12.5% per year; beginning April 16, 2011, 12.5% per year multiplied by proportion of days on which six-month Libor is 7% or less and the S&P 500 is at least 500; payable monthly due 4/16/2029

Morgan Stanley 0.000% due 4/16/2012

Morgan Stanley 0.000% due 4/7/2011

Morgan Stanley

Morgan Stanley 12% per year for first two years; beginning March 31, 2011, interest will be 10 times spread of 10-year CMS rate over two-year CMS rate, with floor of 0%, cap of 20%; payable quarterly due 3/31/2024

Morgan Stanley 0.000% due 9/20/2009

Morgan Stanley 0.000% due 3/20/2011

Morgan Stanley 0.000% due 3/31/2011

Morgan Stanley 0.000% due 3/31/2011

Morgan Stanley 0.000% due 3/31/2012

Morgan Stanley 0.000% due 3/31/2012

Morgan Stanley 0.000% due 3/20/2014

Morgan Stanley 0.000% due 4/20/2010

Morgan Stanley 0.000% due 3/31/2011

Morgan Stanley 0.000% due 3/20/2011

Morgan Stanley 11.000% due 9/28/2009

Morgan Stanley 17.000% due 9/28/2009

Morgan Stanley 12.000% due 4/20/2010

Morgan Stanley 13.5% per year for first two years; after that, 13.5% per year times proportion of days six-month Libor is 6.5% or less; payable quarterly due 3/26/2029

Morgan Stanley 12% per year for first two years; beginning March 31, 2011, interest will be 12 times spread of 10-year CMS rate over two-year CMS rate, with floor of 0%; payable quarterly due 3/31/2024

Morgan Stanley 24.000% due 9/23/2009

Morgan Stanley 12% per year for first two years; after that, 12% per year times proportion of days six-month Libor is between 0% and 7%; payable quarterly due 3/25/2024

Morgan Stanley 0.000% due 3/18/2011

Morgan Stanley 0.000% due 3/18/2011

Morgan Stanley 18.000% due 9/13/2009

Morgan Stanley 32.000% due 9/13/2009

Morgan Stanley 0.000% due 3/9/2011

Morgan Stanley 11% per year for first three years; beginning Feb. 27, 2012, 11% per year multiplied by proportion of days on which six-month Libor is between 0% and 9%; payable quarterly due 2/27/2024

Morgan Stanley initially 12% per year; beginning Feb. 27, 2012, 12% per year multiplied by proportion of days on which six-month Libor is 7% or less and the S&P 500 is at least 750; payable quarterly due 2/27/2024

Morgan Stanley 0.000% due 2/28/2011

Morgan Stanley 0.000% due 8/27/2009

Morgan Stanley 0.000% due 2/28/2011

Morgan Stanley 0.000% due 2/20/2011

Morgan Stanley 0.000% due 8/31/2010

Morgan Stanley 0.000% due 8/29/2011

Morgan Stanley 0.000% due 8/31/2010

Morgan Stanley 0.000% due 8/20/2010

Morgan Stanley 12.000% due 8/25/2009

Morgan Stanley 12.500% due 8/25/2009

Morgan Stanley 10.000% due 3/20/2010

Morgan Stanley 0.000% due 2/11/2011

Morgan Stanley 20.100% due 8/5/2009

Morgan Stanley 11% per year for first three years; beginning Jan. 30, 2012, 11% per year multiplied by proportion of days on which six-month Libor is 3% or greater; payable monthly due 1/30/2024

Morgan Stanley 12% per year multiplied by proportion of days on which six-month Libor is 7% or less and the S&P 500 is at least 650; payable quarterly due 2/10/2019

Morgan Stanley 0.000% due 1/20/2011

Morgan Stanley 0.000% due 7/20/2010

Morgan Stanley 0.000% due 1/30/2012

Morgan Stanley 0.000% due 7/20/2010

Morgan Stanley 0.000% due 7/20/2010

Morgan Stanley 21.000% due 7/28/2009

Morgan Stanley 17.000% due 7/28/2009

Morgan Stanley 10.000% due 2/20/2010

Morgan Stanley 10.000% due 2/20/2010

Morgan Stanley 0.000% due 7/29/2010

Morgan Stanley 0.000% due 1/27/2012

Morgan Stanley Initially 10% per year; beginning July 23, 2009, 10% per year for each month that the year-over-year change in the Consumer Price Index is 0% to 7%; payable monthly due 1/23/2012

Morgan Stanley 14.5% per year for first two years; beginning Jan. 20, 2011, 14.5% per year multiplied by proportion of days on which six-month Libor is 3.5% or greater; payable semiannually due 1/20/2024

Morgan Stanley 0.000% due 12/20/2010

Morgan Stanley 0.000% due 6/20/2010

Morgan Stanley 0.000% due 12/29/2010

Morgan Stanley 0.000% due 6/16/2010

Morgan Stanley 0.000% due 6/14/2010

Morgan Stanley 0.000% due 12/23/2009

Morgan Stanley 0.000% due 6/5/2009

Morgan Stanley 0.000% due 11/30/2011

Morgan Stanley 0.000% due 5/20/2010

Morgan Stanley 19.000% due 5/26/2009

Morgan Stanley 19.000% due 5/26/2009

Morgan Stanley 13.000% due 12/20/2009

Morgan Stanley 10.75% times the proportion of days during the interest period that six-month Libor is between 0% and 6.5% due 11/13/2023

Morgan Stanley 0.000% due 11/20/2009

Morgan Stanley 0.000% due 10/31/2011

Morgan Stanley 0.000% due 4/20/2010

Morgan Stanley 0.000% due 4/30/2009

Morgan Stanley 0.000% due 4/30/2009

Morgan Stanley 0.000% due 10/29/2010

Morgan Stanley 0.000% due 10/20/2010

Morgan Stanley 0.000% due 10/20/2011

Morgan Stanley 0.000% due 4/20/2010

Morgan Stanley 0.000% due 11/10/2009

Morgan Stanley 0.000% due 3/30/2010

Morgan Stanley 0.000% due 12/30/2010

Morgan Stanley 0.000% due 11/30/2011

Morgan Stanley 0.000% due 11/30/2011

Morgan Stanley 0.000% due 3/20/2010

Morgan Stanley 0.000% due 3/20/2010

Morgan Stanley 0.000% due 10/1/2009

Morgan Stanley 0.000% due 12/31/2009

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 9/17/2010

Morgan Stanley 12.000% due 3/12/2009

Morgan Stanley 17.000% due 3/12/2009

Morgan Stanley 15.000% due 3/12/2009

Morgan Stanley 0.000% due 9/24/2009

Morgan Stanley 0.000% due 10/7/2009

Morgan Stanley 0.000% due 9/17/2009

Morgan Stanley

Morgan Stanley 0.000% due 8/31/2011

Morgan Stanley 0.000% due 5/31/2011

Morgan Stanley 0.000% due 3/7/2011

Morgan Stanley 0.000% due 9/11/2009

Morgan Stanley 0.000% due 9/11/2009

Morgan Stanley 0.000% due 11/30/2011

Morgan Stanley 0.000% due 11/30/2011

Morgan Stanley 0.000% due 1/5/2011

Morgan Stanley 0.000% due 11/29/2011

Morgan Stanley 0.000% due 4/4/2014

Morgan Stanley 0.000% due 4/30/2020

Morgan Stanley 0.000% due 9/20/2009

Morgan Stanley 0.000% due 9/20/2009

Morgan Stanley 0.000% due 9/20/2009

Morgan Stanley 0.000% due 9/20/2009

Morgan Stanley 0.000% due 8/31/2011

Morgan Stanley 0.000% due 8/31/2011

Morgan Stanley 0.000% due 1/29/2010

Morgan Stanley 13.500% due 2/27/2009

Morgan Stanley 15.500% due 2/27/2009

Morgan Stanley 15.000% due 2/27/2009

Morgan Stanley 9.000% due 9/20/2009

Morgan Stanley 16.000% due 9/20/2009

Morgan Stanley 0.000% due 10/14/2009

Morgan Stanley 0.000% due 9/3/2009

Morgan Stanley 8% per year until Aug. 29, 2011; thereafter, 8% per year for each day that 30-year CMS rate minus two-year CMS rate is at least negative 0.1%; reset and payable quarterly due 8/29/2023

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 8/25/2011

Morgan Stanley 0.000% due 8/27/2009

Morgan Stanley 16.000% due 2/13/2009

Morgan Stanley 10.000% due 2/13/2009

Morgan Stanley 18.000% due 2/13/2009

Morgan Stanley 0.000% due 8/16/2010

Morgan Stanley 0.000% due 8/11/2011

Morgan Stanley 0.000% due 9/22/2009

Morgan Stanley 0.000% due 8/20/2009

Morgan Stanley 0.000% due 9/3/2009

Morgan Stanley 0.000% due 2/7/2011

Morgan Stanley

Morgan Stanley 0.000% due 8/13/2009

Morgan Stanley 0.000% due 1/31/2011

Morgan Stanley 0.000% due 1/31/2011

Morgan Stanley 0.000% due 8/20/2009

Morgan Stanley 0.000% due 8/31/2009

Morgan Stanley 0.000% due 11/30/2011

Morgan Stanley 0.000% due 11/29/2011

Morgan Stanley

Morgan Stanley 11% per year for first three years; beginning Aug. 4, 2011, interest will be 40 times spread of 30-year CMS rate over 10-year CMS rate, with floor of 0%; payable quarterly due 8/4/2023

Morgan Stanley 0.000% due 8/20/2009

Morgan Stanley 0.000% due 8/20/2009

Morgan Stanley 0.000% due 4/5/2011

Morgan Stanley 0.000% due 8/20/2009

Morgan Stanley 0.000% due 1/20/2010

Morgan Stanley 0.000% due 1/20/2010

Morgan Stanley 11.250% due 1/29/2009

Morgan Stanley 14.000% due 1/29/2009

Morgan Stanley 12.500% due 1/29/2009

Morgan Stanley 12.000% due 8/20/2009

Morgan Stanley 0.000% due 10/20/2009

Morgan Stanley 8.5% until July 28, 2011, then 8.5% per year times proportion of days on which spread of 30-year CMS rate over two-year CMS rate is at least 0%; reset and payable quarterly due 7/28/2023

Morgan Stanley

Morgan Stanley 0.000% due 7/28/2014

Morgan Stanley 0.000% due 8/11/2011

Morgan Stanley 0.000% due 11/30/2011

Morgan Stanley

Morgan Stanley 0.000% due 7/25/2011

Morgan Stanley 0.000% due 1/28/2011

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 8.75% per year for three years; beginning June 30, 2011, 8.75% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to the two-year CMS rate; payable quarterly due 6/30/2028

Morgan Stanley 11% per year for first three years; beginning July 7, 2011, interest will accrue at a leverage factor of 11 times proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate; payable quarterly due 7/7/2023

Morgan Stanley 0.000% due 3/30/2011

Morgan Stanley 0.000% due 6/30/2010

Morgan Stanley 0.000% due 12/30/2013

Morgan Stanley 0.000% due 6/30/2014

Morgan Stanley

Morgan Stanley 0.000% due 1/5/2011

Morgan Stanley 0.000% due 7/20/2009

Morgan Stanley 0.000% due 7/20/2009

Morgan Stanley 0.000% due 7/20/2009

Morgan Stanley 0.000% due 12/20/2009

Morgan Stanley 0.000% due 12/20/2009

Morgan Stanley 17.560% due 12/26/2008

Morgan Stanley 12.250% due 12/26/2008

Morgan Stanley 16.000% due 12/26/2008

Morgan Stanley 11.000% due 12/26/2008

Morgan Stanley 8.000% due 7/20/2009

Morgan Stanley 12.000% due 7/20/2009

Morgan Stanley

Morgan Stanley 0.000% due 6/30/2011

Morgan Stanley

Morgan Stanley

Morgan Stanley 1.100% due 6/24/2015

Morgan Stanley

Morgan Stanley 9.5% per year for first three years; beginning June 20, 2011, 9.5% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to 10-year CMS rate; payable quarterly due 6/20/2028

Morgan Stanley 0.000% due 6/20/2011

Morgan Stanley 9.000% due 9/20/2009

Morgan Stanley

Morgan Stanley 10% per year for first two years; beginning June 13, 2010, 50 times the spread of the 30-year CMS rate over the 10-year CMS, with a floor of 0%; payable quarterly due 6/13/2023

Morgan Stanley

Morgan Stanley 14.000% due 12/11/2008

Morgan Stanley 13.000% due 12/11/2008

Morgan Stanley 12.000% due 12/11/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 8/31/2009

Morgan Stanley 0.000% due 6/2/2011

Morgan Stanley 0.000% due 9/2/2011

Morgan Stanley 0.000% due 2/28/2010

Morgan Stanley 0.000% due 6/20/2009

Morgan Stanley variable monthly payment, which could be zero, set using 75% of any positive monthly interest rate carry trades on the basket currencies, capped at 10% per year due 11/30/2011

Morgan Stanley 0.000% due 2/28/2014

Morgan Stanley 0.000% due 5/31/2011

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 9.5% per year for first two years; thereafter, 50 times the spread of the 30-year CMS rate over the 10-year CMS; payable quarterly due 5/26/2023

Morgan Stanley 0.000% due 9/30/2009

Morgan Stanley 0.000% due 6/20/2009

Morgan Stanley 0.000% due 6/20/2009

Morgan Stanley 0.000% due 6/20/2009

Morgan Stanley 14.500% due 11/28/2008

Morgan Stanley 9.000% due 11/28/2008

Morgan Stanley 14.500% due 11/28/2008

Morgan Stanley 11.000% due 6/20/2009

Morgan Stanley 12.000% due 6/20/2009

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 11% per year for first two years; beginning June 9, 2010, 10 times the spread of the 30-year CMS rate over the two-year CMS, with a floor of 0%; payable quarterly due 6/9/2023

Morgan Stanley 11% per year for first two years; beginning June 9, 2010, 10 times the spread of the 30-year CMS rate over the two-year CMS, with a floor of 0%; payable quarterly due 6/9/2023

Morgan Stanley 0.000% due 5/23/2011

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 5/23/2011

Morgan Stanley 9% per year for first three years; beginning May 19, 2011, 9% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate; payable quarterly due 5/19/2028

Morgan Stanley 8.5% per year for first three years; beginning May 19, 2011, 8.5% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate; payable quarterly due 5/19/2023

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 5/28/2009

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 7/16/2009

Morgan Stanley 12.500% due 11/14/2008

Morgan Stanley 9.000% due 11/14/2008

Morgan Stanley 12.000% due 11/14/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 10.5% per year for first two years; beginning May 19, 2010, 50 times the spread of the 30-year CMS rate over the 10-year CMS, with a floor of 0%; payable due 5/19/2023

Morgan Stanley 0.000% due 4/30/2020

Morgan Stanley 0.000% due 4/30/2020

Morgan Stanley

Morgan Stanley 0.000% due 5/18/2011

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 5/12/2011

Morgan Stanley 0.000% due 5/3/2011

Morgan Stanley

Morgan Stanley 8.5% times the proportion of days during the interest period that six-month Libor is between 0% and 7% due 5/5/2023

Morgan Stanley 0.000% due 5/16/2011

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 8.25% for first three years; beginning April 28, 2011, 8.25% times proportion of days on which spread of 30-year CMS rate over 10-year CMS rate is at least 0%; reset and payable quarterly due 4/28/2023

Morgan Stanley 10.5% for first three years; beginning April 25, 2011, 10.5% times proportion of days on which spread of 30-year CMS rate over 10-year CMS rate is at least 0%; reset and payable quarterly due 4/25/2028

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 10/30/2009

Morgan Stanley 0.000% due 10/30/2009

Morgan Stanley 0.000% due 5/7/2010

Morgan Stanley 0.000% due 5/20/2009

Morgan Stanley 0.000% due 7/5/2013

Morgan Stanley 0.000% due 4/29/2011

Morgan Stanley 0.000% due 1/30/2015

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 5/20/2009

Morgan Stanley 0.000% due 5/20/2009

Morgan Stanley 0.000% due 4/30/2010

Morgan Stanley 0.000% due 5/20/2009

Morgan Stanley 0.000% due 10/20/2009

Morgan Stanley 0.000% due 11/5/2014

Morgan Stanley 12.000% due 10/28/2008

Morgan Stanley 13.500% due 10/28/2008

Morgan Stanley 27.000% due 10/28/2008

Morgan Stanley 10.000% due 5/20/2009

Morgan Stanley 0.000% due 10/29/2009

Morgan Stanley

Morgan Stanley 0.000% due 4/28/2010

Morgan Stanley 0.000% due 5/28/2009

Morgan Stanley 0.000% due 7/28/2009

Morgan Stanley 0.000% due 5/1/2009

Morgan Stanley 0.000% due 5/2/2011

Morgan Stanley 0.000% due 4/25/2011

Morgan Stanley 0.000% due 1/25/2012

Morgan Stanley 0.000% due 10/25/2013

Morgan Stanley 8.375% until April 25, 2011; thereafter, 8.375% times proportion of days on which spread of 30-year CMS rate over two-year CMS rate is at least 0%; reset and payable quarterly due 4/25/2023

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 4/25/2011

Morgan Stanley 10.5% until April 25, 2011; thereafter, 10.5% times proportion of days on which spread of 30-year CMS rate over 10-year CMS rate is at least 0%; reset and payable quarterly due 4/25/2028

Morgan Stanley 12.000% due 10/16/2008

Morgan Stanley 13.000% due 10/16/2008

Morgan Stanley 15.000% due 10/16/2008

Morgan Stanley 13.000% due 10/16/2008

Morgan Stanley

Morgan Stanley 0.000% due 5/18/2009

Morgan Stanley 0.000% due 4/20/2010

Morgan Stanley 0.000% due 10/4/2013

Morgan Stanley 0.000% due 4/11/2013

Morgan Stanley 0.000% due 4/11/2011

Morgan Stanley 0.000% due 5/11/2009

Morgan Stanley

Morgan Stanley

Morgan Stanley 13.25% times proportion of days on which spread of 30-year CMS rate over 10-year CMS rate is at least 15 bps plus 5.5% times proportion of days on which spread is at least 0 bps but not more than 15 bps; payable quarterly due 4/7/2028

Morgan Stanley

Morgan Stanley 10% until April 7, 2011; thereafter, 10% times proportion of days on which spread of 30-year CMS rate over two-year CMS rate is at least 10 bps plus 7.5% times proportion of days on which spread is at least 0 bps but no more than 10 bps; payable quarterly due 4/7/2023

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 4/14/2011

Morgan Stanley 8.5% per year for three years; beginning March 30, 2011, 8.5% per year multiplied by proportion of days on which the spread of the 30-year CMS rate over the 10-year CMS rate is at least 0%; interest will accrue at 2% per year when the spread is less than 0%; reset and payable quarterly due 3/30/2023

Morgan Stanley

Morgan Stanley 0.000% due 4/20/2009

Morgan Stanley if the monthly basket return is positive, the monthly payment will equal to 75% of the basket return. Otherwise, the payment for that month will be zero; monthly payment on each $1,000 principal amount of notes is capped at $8.33, equivalent to an annual interest rate of 10%; excess carried forward due 4/6/2012

Morgan Stanley 0.000% due 9/28/2012

Morgan Stanley 0.000% due 4/26/2013

Morgan Stanley 0.000% due 3/28/2013

Morgan Stanley 0.000% due 4/20/2009

Morgan Stanley 0.000% due 6/20/2009

Morgan Stanley 0.000% due 4/20/2009

Morgan Stanley 0.000% due 3/31/2010

Morgan Stanley 0.000% due 9/20/2009

Morgan Stanley 11.000% due 9/27/2008

Morgan Stanley 15.500% due 9/27/2008

Morgan Stanley 10.500% due 9/27/2008

Morgan Stanley 10.000% due 4/20/2009

Morgan Stanley 0.000% due 3/30/2012

Morgan Stanley 0.000% due 12/7/2012

Morgan Stanley 0.000% due 9/30/2013

Morgan Stanley 0.000% due 4/20/2009

Morgan Stanley 0.000% due 9/24/2009

Morgan Stanley 0.000% due 9/24/2009

Morgan Stanley 0.000% due 3/26/2009

Morgan Stanley 0.000% due 2/24/2014

Morgan Stanley 0.000% due 3/31/2020

Morgan Stanley 0.000% due 3/31/2020

Morgan Stanley 0.000% due 3/31/2010

Morgan Stanley 0.000% due 3/31/2010

Morgan Stanley 0.000% due 3/31/2010

Morgan Stanley 0.000% due 3/26/2010

Morgan Stanley 0.000% due 3/30/2009

Morgan Stanley 8.25% until March 14, 2011; thereafter, 8.25% times proportion of days on which spread of 30-year CMS rate over two-year CMS rate is at least 0%; reset and payable quarterly due 3/14/2028

Morgan Stanley 5% per year, payable quarterly if both the index and the ETF close above their initial levels on a quarterly observation date due 3/20/2023

Morgan Stanley if both components above initial levels on quarterly observation date, 5% per year for that quarter; otherwise, 0% for that quarter due 3/20/2023

Morgan Stanley

Morgan Stanley 0.000% due 3/13/2009

Morgan Stanley 12.000% due 9/12/2008

Morgan Stanley 18.000% due 9/12/2008

Morgan Stanley 15.000% due 9/12/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 3/13/2009

Morgan Stanley

Morgan Stanley 0.000% due 3/31/2009

Morgan Stanley 8.25% per year multiplied by the proportion of days on which the 30-year CMS rate is greater than or equal to the 10-year CMS rate; payable quarterly due 2/28/2019

Morgan Stanley 0.000% due 11/29/2010

Morgan Stanley 0.000% due 11/29/2010

Morgan Stanley 0.000% due 3/20/2009

Morgan Stanley 0.000% due 3/20/2009

Morgan Stanley 0.000% due 3/6/2009

Morgan Stanley 0.000% due 2/20/2015

Morgan Stanley 0.000% due 2/29/2012

Morgan Stanley

Morgan Stanley 0.000% due 3/6/2009

Morgan Stanley 0.000% due 3/20/2009

Morgan Stanley 0.000% due 3/20/2009

Morgan Stanley 0.000% due 8/20/2009

Morgan Stanley 0.000% due 8/20/2009

Morgan Stanley 0.000% due 3/6/2009

Morgan Stanley 14.000% due 3/20/2009

Morgan Stanley

Morgan Stanley 0.000% due 3/4/2010

Morgan Stanley 0.000% due 2/26/2009

Morgan Stanley 0.000% due 3/8/2011

Morgan Stanley 10% until Feb. 28, 2011; thereafter, 10% times proportion of days on which spread of 30-year CMS rate over 10-year CMS rate is at least 0%; reset and payable quarterly due 2/28/2028

Morgan Stanley 0.000% due 2/25/2010

Morgan Stanley

Morgan Stanley 10% times the number of days that three-month Libor is within the reference ranges, 0% to 4.95% from issue date through March 2, 2009, 0% to 5.9% from March 3, 2009 until March 2, 2023 and 0% to 6.4% from March 3, 2023 until maturity; payable quarterly due 3/3/2028

Morgan Stanley 0.000% due 2/12/2013

Morgan Stanley 0.000% due 2/28/2009

Morgan Stanley 0.000% due 2/28/2009

Morgan Stanley

Morgan Stanley 15.000% due 8/8/2008

Morgan Stanley 11.000% due 5/13/2008

Morgan Stanley 9.000% due 5/13/2008

Morgan Stanley 7.5% until Feb. 22, 2011; thereafter, 7.5% per year times proportion of days on which spread of 30-year CMS rate over two-year CMS rate is at least 0%; reset and payable quarterly due 2/22/2023

Morgan Stanley

Morgan Stanley 0.000% due 2/16/2011

Morgan Stanley 0.000% due 4/7/2010

Morgan Stanley 0.000% due 11/7/2011

Morgan Stanley 0.000% due 6/6/2014

Morgan Stanley 0.000% due 2/7/2013

Morgan Stanley

Morgan Stanley 0.000% due 2/6/2014

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 2/9/2011

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 8/3/2009

Morgan Stanley 0.000% due 2/20/2009

Morgan Stanley 0.000% due 1/20/2010

Morgan Stanley 0.000% due 7/30/2009

Morgan Stanley if the monthly basket return is positive, the monthly payment will equal to 75% of the basket return. Otherwise, the payment for that month will be zero; monthly payment on each $1,000 principal amount of notes is capped at $8.33, equivalent to an annual interest rate of 10%; excess carried forward due 2/7/2012

Morgan Stanley 0.000% due 3/31/2011

Morgan Stanley 0.000% due 2/20/2009

Morgan Stanley 0.000% due 2/20/2009

Morgan Stanley 0.000% due 2/20/2009

Morgan Stanley 0.000% due 2/20/2009

Morgan Stanley 0.000% due 2/20/2009

Morgan Stanley 0.000% due 2/20/2009

Morgan Stanley 0.000% due 2/20/2009

Morgan Stanley 0.000% due 7/20/2009

Morgan Stanley 11.500% due 7/29/2008

Morgan Stanley 16.000% due 7/29/2008

Morgan Stanley 14.000% due 2/20/2009

Morgan Stanley 12.500% due 2/20/2009

Morgan Stanley

Morgan Stanley 0.000% due 7/29/2009

Morgan Stanley 0.000% due 1/30/2009

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 7/23/2009

Morgan Stanley 0.000% due 2/23/2009

Morgan Stanley 0.000% due 1/23/2009

Morgan Stanley 0.000% due 4/20/2009

Morgan Stanley 13.000% due 7/16/2008

Morgan Stanley 17.500% due 7/16/2008

Morgan Stanley 17.000% due 7/16/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 1/11/2011

Morgan Stanley

Morgan Stanley 0.000% due 1/13/2011

Morgan Stanley 0.000% due 1/20/2009

Morgan Stanley 0.000% due 1/7/2009

Morgan Stanley 0.000% due 12/31/2012

Morgan Stanley 0.000% due 6/30/2010

Morgan Stanley 0.000% due 10/7/2011

Morgan Stanley

Morgan Stanley 0.000% due 1/20/2009

Morgan Stanley 0.000% due 1/20/2009

Morgan Stanley 0.000% due 1/20/2009

Morgan Stanley 0.000% due 1/20/2009

Morgan Stanley 0.000% due 12/31/2009

Morgan Stanley 0.000% due 1/20/2009

Morgan Stanley 0.000% due 1/20/2009

Morgan Stanley 0.000% due 1/20/2009

Morgan Stanley 0.000% due 6/20/2009

Morgan Stanley Variable due 12/31/2012

Morgan Stanley 9.000% due 1/20/2009

Morgan Stanley 0.000% due 6/29/2009

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 12/20/2011

Morgan Stanley 0.000% due 1/21/2009

Morgan Stanley 0.000% due 1/21/2009

Morgan Stanley 0.000% due 6/21/2011

Morgan Stanley 0.000% due 1/6/2009

Morgan Stanley

Morgan Stanley 0.000% due 1/6/2009

Morgan Stanley 0.000% due 12/30/2008

Morgan Stanley

Morgan Stanley 26.000% due 3/12/2008

Morgan Stanley 18.000% due 3/12/2008

Morgan Stanley 13.000% due 6/12/2008

Morgan Stanley 29.500% due 3/12/2008

Morgan Stanley 0.000% due 12/14/2009

Morgan Stanley

Morgan Stanley 0.000% due 12/12/2011

Morgan Stanley

Morgan Stanley 0.000% due 12/20/2008

Morgan Stanley 0.000% due 11/20/2011

Morgan Stanley 75% of any positive performance of monthly interest rate carry trades on the currencies, capped at about 10% per year; remaining 25% will be added to an initial protection amount of $105.00 per $1,000 note due 12/5/2011

Morgan Stanley 0.000% due 12/31/2010

Morgan Stanley 0.000% due 2/20/2013

Morgan Stanley 0.000% due 12/20/2008

Morgan Stanley 0.000% due 12/20/2008

Morgan Stanley 0.000% due 12/20/2008

Morgan Stanley 0.000% due 12/20/2008

Morgan Stanley 0.000% due 12/20/2008

Morgan Stanley 0.000% due 12/20/2008

Morgan Stanley 0.000% due 12/20/2008

Morgan Stanley 0.000% due 2/20/2009

Morgan Stanley 0.000% due 11/30/2012

Morgan Stanley 12.000% due 2/28/2008

Morgan Stanley 12.500% due 2/28/2008

Morgan Stanley 23.000% due 2/28/2008

Morgan Stanley 10.000% due 12/20/2008

Morgan Stanley 0.000% due 12/20/2010

Morgan Stanley 0.000% due 11/30/2009

Morgan Stanley

Morgan Stanley 0.000% due 1/7/2011

Morgan Stanley 0.000% due 12/18/2008

Morgan Stanley 0.000% due 12/20/2008

Morgan Stanley 8.000% due 12/20/2008

Morgan Stanley 0.000% due 11/20/2012

Morgan Stanley 25.000% due 5/15/2008

Morgan Stanley 22.000% due 5/15/2008

Morgan Stanley 0.000% due 6/26/2009

Morgan Stanley 0.000% due 5/20/2009

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 11/9/2012

Morgan Stanley 0.000% due 12/11/2008

Morgan Stanley 0.000% due 12/11/2008

Morgan Stanley 0.000% due 11/20/2008

Morgan Stanley 0.000% due 5/7/2009

Morgan Stanley 0.000% due 10/30/2009

Morgan Stanley 0.000% due 1/20/2009

Morgan Stanley 0.000% due 11/20/2008

Morgan Stanley 0.000% due 11/20/2008

Morgan Stanley 0.000% due 11/20/2008

Morgan Stanley 0.000% due 11/20/2008

Morgan Stanley 0.000% due 11/20/2008

Morgan Stanley Variable based on cash distributions, if any, made on institutional class shares of the Pimco High Yield Fund; payable monthly, if applicable due 11/7/2014

Morgan Stanley 10.500% due 4/29/2008

Morgan Stanley 17.000% due 1/24/2008

Morgan Stanley 11.500% due 1/24/2008

Morgan Stanley 11.500% due 1/24/2008

Morgan Stanley 15.000% due 11/20/2008

Morgan Stanley

Morgan Stanley 0.000% due 11/24/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 11/24/2008

Morgan Stanley 9.000% due 4/17/2008

Morgan Stanley 9.000% due 4/17/2008

Morgan Stanley 17.000% due 4/17/2008

Morgan Stanley 0.000% due 11/26/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 10/15/2010

Morgan Stanley 0.000% due 10/20/2008

Morgan Stanley

Morgan Stanley 0.000% due 10/10/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 10/20/2008

Morgan Stanley 0.000% due 10/20/2008

Morgan Stanley 0.000% due 6/20/2011

Morgan Stanley 0.000% due 10/3/2008

Morgan Stanley 0.000% due 3/31/2009

Morgan Stanley 0.000% due 6/30/2011

Morgan Stanley

Morgan Stanley 0.000% due 10/6/2010

Morgan Stanley 0.000% due 10/20/2008

Morgan Stanley 0.000% due 12/20/2008

Morgan Stanley 0.000% due 10/20/2008

Morgan Stanley 0.000% due 3/20/2009

Morgan Stanley 14.000% due 3/26/2008

Morgan Stanley 21.000% due 3/26/2008

Morgan Stanley 8.000% due 10/20/2008

Morgan Stanley 0.000% due 9/27/2012

Morgan Stanley 0.000% due 4/8/2009

Morgan Stanley

Morgan Stanley 0.000% due 3/16/2009

Morgan Stanley 0.000% due 9/19/2008

Morgan Stanley

Morgan Stanley 0.000% due 9/6/2011

Morgan Stanley 0.000% due 6/5/2013

Morgan Stanley 0.000% due 9/14/2009

Morgan Stanley 0.000% due 9/10/2008

Morgan Stanley 0.000% due 9/20/2008

Morgan Stanley 0.000% due 2/28/2011

Morgan Stanley 0.000% due 2/20/2012

Morgan Stanley 0.000% due 2/20/2010

Morgan Stanley 0.000% due 9/20/2008

Morgan Stanley 0.000% due 2/20/2009

Morgan Stanley 10.000% due 2/29/2008

Morgan Stanley 16.500% due 2/29/2008

Morgan Stanley 14.500% due 2/29/2008

Morgan Stanley 12.000% due 9/20/2008

Morgan Stanley 0.000% due 2/28/2011

Morgan Stanley 0.000% due 9/29/2008

Morgan Stanley

Morgan Stanley 0.000% due 8/22/2008

Morgan Stanley 0.000% due 8/25/2008

Morgan Stanley 9.400% due 8/15/2008

Morgan Stanley 10.000% due 2/15/2008

Morgan Stanley 13.000% due 2/15/2008

Morgan Stanley 10.000% due 8/15/2008

Morgan Stanley 18.000% due 8/15/2008

Morgan Stanley 12.350% due 2/15/2008

Morgan Stanley 11.000% due 2/15/2008

Morgan Stanley

Morgan Stanley 8% multiplied by the proportion of days in the interest period on which the 30-year CMS rate minus the 10-year CMS rate is zero or greater due 8/14/2017

Morgan Stanley 0.000% due 2/27/2013

Morgan Stanley

Morgan Stanley 0.000% due 11/16/2010

Morgan Stanley 0.000% due 8/12/2008

Morgan Stanley 0.000% due 2/11/2009

Morgan Stanley 0.000% due 8/10/2010

Morgan Stanley 0.000% due 8/10/2010

Morgan Stanley 0.000% due 8/10/2010

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 8/8/2008

Morgan Stanley 0.000% due 2/10/2009

Morgan Stanley 0.000% due 8/20/2008

Morgan Stanley 0.000% due 7/30/2010

Morgan Stanley 0.000% due 7/30/2010

Morgan Stanley due 6/22/2009

Morgan Stanley 0.000% due 8/20/2008

Morgan Stanley 0.000% due 8/20/2008

Morgan Stanley 9.45% per year until Sept. 26, 2011; after that, 9.45% per year minus 0.945% per year for each stock that falls 90% or more from its initial price, or the stock issuer declares bankruptcy; payable semiannually due 9/26/2022

Morgan Stanley Variable due 7/27/2012

Morgan Stanley 10.500% due 1/27/2008

Morgan Stanley 8.000% due 8/20/2008

Morgan Stanley 0.000% due 1/29/2010

Morgan Stanley 0.000% due 8/1/2008

Morgan Stanley 0.000% due 7/25/2011

Morgan Stanley 0.000% due 8/3/2010

Morgan Stanley 11.450% due 7/25/2008

Morgan Stanley 10.100% due 1/25/2008

Morgan Stanley 11.050% due 1/20/2008

Morgan Stanley 10.600% due 7/25/2008

Morgan Stanley 10.100% due 7/25/2008

Morgan Stanley 13.250% due 1/20/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 7/20/2010

Morgan Stanley 0.000% due 12/31/2008

Morgan Stanley

Morgan Stanley 0.000% due 7/20/2012

Morgan Stanley 0.000% due 9/4/2008

Morgan Stanley 0.000% due 7/9/2010

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 7/20/2008

Morgan Stanley 0.000% due 3/30/2011

Morgan Stanley 0.000% due 6/29/2010

Morgan Stanley 0.000% due 6/20/2013

Morgan Stanley 0.000% due 7/20/2008

Morgan Stanley 0.000% due 7/20/2008

Morgan Stanley 0.000% due 12/20/2008

Morgan Stanley Variable and depending on the hypothetical income related to the performance of the equity component in any month during which a distribution is made on the hypothetical investment in the class D shares of the fund, the allocation to the equity component and the reference index closing value; could be zero due 12/20/2012

Morgan Stanley 10.000% due 7/20/2008

Morgan Stanley 8.000% due 7/20/2008

Morgan Stanley

Morgan Stanley 0.000% due 6/29/2010

Morgan Stanley 11.350% due 6/22/2008

Morgan Stanley 15.400% due 12/22/2007

Morgan Stanley 10.700% due 12/22/2007

Morgan Stanley 10.000% due 12/22/2007

Morgan Stanley 10.500% due 12/22/2007

Morgan Stanley 8.300% due 6/22/2008

Morgan Stanley 0.000% due 12/21/2012

Morgan Stanley 0.000% due 6/22/2010

Morgan Stanley

Morgan Stanley 0.000% due 6/22/2010

Morgan Stanley

Morgan Stanley 13.95%; payable for each quarter that both indexes remain above their barrier levels of 4,287.521 for Euro Stoxx, 17,151.1195 for Nikkei; 95% of initial level due 6/15/2017

Morgan Stanley 13.4%; payable for each quarter that both indexes remain above their barrier levels of 1,835.7325 for Nasdaq, 17,151.1195 for Nikkei; 95% of initial level due 6/15/2017

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 6/4/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 12/9/2008

Morgan Stanley 0.000% due 11/30/2009

Morgan Stanley 0.000% due 9/1/2014

Morgan Stanley 0.000% due 8/20/2011

Morgan Stanley 0.000% due 11/30/2010

Morgan Stanley 0.000% due 8/29/2008

Morgan Stanley 0.000% due 6/20/2008

Morgan Stanley 0.000% due 6/20/2008

Morgan Stanley 0.000% due 6/26/2017

Morgan Stanley Target yield of 10% based on cash dividends of Russell 2000 stocks and premiums from the sale of hypothetical call options on the Russell 2000; could be zero due 5/25/2012

Morgan Stanley 12.000% due 5/31/2008

Morgan Stanley 8.000% due 6/20/2008

Morgan Stanley 9.000% due 6/20/2008

Morgan Stanley 8.000% due 6/20/2008

Morgan Stanley 0.000% due 5/30/2008

Morgan Stanley 0.000% due 5/25/2009

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 5/20/2012

Morgan Stanley 0.000% due 5/22/2010

Morgan Stanley 0.000% due 5/30/2008

Morgan Stanley 0.000% due 6/30/2008

Morgan Stanley

Morgan Stanley 11.050% due 5/16/2008

Morgan Stanley 9.700% due 5/16/2008

Morgan Stanley 9.000% due 5/16/2008

Morgan Stanley 10.100% due 5/16/2008

Morgan Stanley 0.000% due 5/11/2009

Morgan Stanley

Morgan Stanley 0.000% due 5/18/2010

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 5/7/2008

Morgan Stanley 0.000% due 5/7/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley 8% through April 26, 2012; after that, the spread of the 10-year CMT rate over the two-year CMT rate plus 4% per year, subject to a minimum interest rate of 3% due 4/27/2037

Morgan Stanley 0.000% due 10/30/2008

Morgan Stanley 0.000% due 4/30/2009

Morgan Stanley 0.000% due 4/30/2009

Morgan Stanley 0.000% due 5/20/2008

Morgan Stanley 0.000% due 10/20/2008

Morgan Stanley Target yield of 10% based on cash dividends of Russell 2000 stocks and premiums from the sale of hypothetical call options on the Russell 2000; could be zero due 4/27/2012

Morgan Stanley 9.250% due 4/30/2008

Morgan Stanley 8.000% due 5/20/2008

Morgan Stanley 12.000% due 4/25/2008

Morgan Stanley 14.000% due 4/25/2008

Morgan Stanley 11.800% due 4/25/2008

Morgan Stanley

Morgan Stanley 0.000% due 4/23/2008

Morgan Stanley 0.000% due 10/17/2008

Morgan Stanley 0.000% due 4/20/2009

Morgan Stanley 0.000% due 4/20/2010

Morgan Stanley 0.000% due 4/20/2011

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 4/9/2010

Morgan Stanley 0.000% due 4/9/2008

Morgan Stanley

Morgan Stanley 0.000% due 4/20/2008

Morgan Stanley 0.000% due 4/3/2008

Morgan Stanley 0.000% due 7/28/2008

Morgan Stanley 0.000% due 3/30/2009

Morgan Stanley 0.000% due 12/30/2010

Morgan Stanley 10.000% due 4/20/2008

Morgan Stanley 0.000% due 4/20/2008

Morgan Stanley 0.000% due 9/20/2008

Morgan Stanley 8.000% due 4/20/2008

Morgan Stanley

Morgan Stanley 0.000% due 3/26/2010

Morgan Stanley 0.000% due 3/27/2008

Morgan Stanley 11.310% due 3/21/2008

Morgan Stanley 14.100% due 3/21/2008

Morgan Stanley 11.270% due 3/21/2008

Morgan Stanley 20.000% due 3/24/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 20.000% due 12/15/2007

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 3/14/2008

Morgan Stanley 0.000% due 3/9/2009

Morgan Stanley 0.000% due 3/16/2009

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 20.000% due 1/31/2008

Morgan Stanley 20.000% due 3/8/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 2/26/2010

Morgan Stanley 0.000% due 2/20/2010

Morgan Stanley 0.000% due 8/28/2009

Morgan Stanley 0.000% due 2/20/2011

Morgan Stanley 8.000% due 3/20/2008

Morgan Stanley 0.000% due 3/20/2008

Morgan Stanley 0.000% due 3/20/2008

Morgan Stanley 9.000% due 3/20/2008

Morgan Stanley 0.000% due 8/27/2010

Morgan Stanley

Morgan Stanley 0.000% due 3/3/2010

Morgan Stanley 0.000% due 2/28/2008

Morgan Stanley 12.750% due 2/22/2008

Morgan Stanley 9.800% due 2/22/2008

Morgan Stanley 12.300% due 2/22/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley 8% until Feb. 23, 2012; 4% plus the spread of the 10-year CMS rate over the two-year CMS rate thereafter, subject to a minimum annual interest rate of 3% due 2/23/2037

Morgan Stanley 0.000% due 2/21/2008

Morgan Stanley 0.000% due 2/21/2008

Morgan Stanley 22.000% due 2/15/2008

Morgan Stanley 0.000% due 12/30/2008

Morgan Stanley 0.000% due 9/12/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 3/5/2008

Morgan Stanley

Morgan Stanley 0.000% due 2/11/2010

Morgan Stanley 0.000% due 2/6/2008

Morgan Stanley 0.000% due 2/6/2008

Morgan Stanley 6.8% for each day the spread of the 30-year CMS rate over the 10-year CMS rate is zero or greater; payable quarterly due 2/16/2010

Morgan Stanley 0.000% due 2/20/2008

Morgan Stanley 0.000% due 7/31/2009

Morgan Stanley 10.500% due 2/20/2008

Morgan Stanley 0.000% due 1/20/2008

Morgan Stanley 0.000% due 2/29/2008

Morgan Stanley 0.000% due 7/20/2008

Morgan Stanley Target yield of 10% based on cash dividends of iShares MSCI EAFE stocks and premiums from the sale of hypothetical call options on the iShares MSCI EAFE; could be zero due 1/27/2012

Morgan Stanley 8.000% due 2/20/2008

Morgan Stanley 0.000% due 7/29/2011

Morgan Stanley 20.000% due 1/31/2008

Morgan Stanley

Morgan Stanley 0.000% due 2/3/2010

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 3/31/2008

Morgan Stanley 0.000% due 7/7/2008

Morgan Stanley 0.000% due 9/29/2010

Morgan Stanley 0.000% due 1/20/2008

Morgan Stanley 9.000% due 1/20/2008

Morgan Stanley 0.000% due 1/20/2008

Morgan Stanley 0.000% due 1/20/2008

Morgan Stanley Target yield of 10% based on cash dividends of S&P 500 stocks and premiums from the sale of hypothetical call options on the S&P 500; could be zero due 12/23/2011

Morgan Stanley 10.000% due 1/20/2008

Morgan Stanley 7.500% due 1/20/2008

Morgan Stanley

Morgan Stanley 0.000% due 1/16/2008

Morgan Stanley

Morgan Stanley 20.000% due 12/15/2007

Morgan Stanley

Morgan Stanley 0.000% due 11/30/2011

Morgan Stanley

Morgan Stanley 0.000% due 12/10/2009

Morgan Stanley 0.000% due 3/4/2010

Morgan Stanley 0.000% due 12/11/2013

Morgan Stanley

Morgan Stanley 0.000% due 2/20/2008

Morgan Stanley 0.000% due 5/20/2010

Morgan Stanley

Morgan Stanley 9.000% due 12/20/2007

Morgan Stanley 0.000% due 3/20/2008

Morgan Stanley 10.000% due 12/20/2007

Morgan Stanley 9.000% due 12/20/2007

Morgan Stanley

Morgan Stanley 12.000% due 5/28/2008

Morgan Stanley 0.000% due 5/28/2009

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 5/15/2009

Morgan Stanley

Morgan Stanley 0.000% due 11/30/2011

Morgan Stanley 0.000% due 11/30/2007

Morgan Stanley 0.000% due 5/1/2008

Morgan Stanley 0.000% due 5/1/2008

Morgan Stanley 0.000% due 11/3/2008

Morgan Stanley 0.000% due 5/1/2008

Morgan Stanley 0.000% due 5/7/2010

Morgan Stanley

Morgan Stanley 0.000% due 1/20/2008

Morgan Stanley 0.000% due 7/20/2010

Morgan Stanley 0.000% due 11/20/2007

Morgan Stanley 0.000% due 11/20/2007

Morgan Stanley Target yield of 10% based on cash dividends of S&P 500 stocks and premiums from the sale of hypothetical call options on the S&P 500; could be zero due 10/28/2011

Morgan Stanley 8.000% due 11/20/2007

Morgan Stanley 0.000% due 11/6/2013

Morgan Stanley 0.000% due 10/20/2007

Morgan Stanley 0.000% due 10/31/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 3/30/2009

Morgan Stanley 0.000% due 4/3/2009

Morgan Stanley

Morgan Stanley 0.000% due 10/20/2007

Morgan Stanley 8.000% due 10/20/2007

Morgan Stanley 11.000% due 10/20/2007

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 3/5/2008

Morgan Stanley 0.000% due 3/5/2008

Morgan Stanley 0.000% due 9/20/2007

Morgan Stanley 0.000% due 11/20/2007

Morgan Stanley 9.000% due 9/20/2007

Morgan Stanley 8.500% due 9/20/2007

Morgan Stanley

Morgan Stanley 0.000% due 2/20/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 9/20/2013

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 7/20/2010

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 8/20/2007

Morgan Stanley 0.000% due 8/20/2007

Morgan Stanley 0.000% due 10/20/2007

Morgan Stanley 8.000% due 8/20/2007

Morgan Stanley 0.000% due 7/24/2009

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 11.000% due 7/20/2007

Morgan Stanley 0.000% due 7/20/2007

Morgan Stanley 8.500% due 7/20/2007

Morgan Stanley 0.000% due 6/30/2008

Morgan Stanley 0.000% due 6/30/2008

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 20.000% due 6/2/2007

Morgan Stanley 10.000% due 6/20/2007

Morgan Stanley 0.000% due 6/20/2007

Morgan Stanley 9.000% due 6/20/2007

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 6/4/2007

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 4/20/2010

Morgan Stanley

Morgan Stanley 9.250% due 5/20/2007

Morgan Stanley 0.000% due 5/20/2007

Morgan Stanley 8.500% due 5/20/2007

Morgan Stanley

Morgan Stanley 0.000% due 4/19/2010

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 11.250% due 4/20/2007

Morgan Stanley 0.000% due 7/20/2007

Morgan Stanley 10.000% due 4/20/2007

Morgan Stanley 9.500% due 4/20/2007

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 20.000% due 3/9/2007

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley

Morgan Stanley 13.250% due 3/20/2007

Morgan Stanley 0.000% due 3/20/2007

Morgan Stanley 0.000% due 2/24/2010

Morgan Stanley 7.500% due 3/20/2007

Morgan Stanley 0.000% due 2/23/2010

Morgan Stanley 0.000% due 2/27/2013

Morgan Stanley 0.000% due 2/17/2010

Morgan Stanley 0.000% due 2/27/2013

Morgan Stanley

Morgan Stanley 7.500% due 3/20/2007

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 2/17/2010

Morgan Stanley 0.000% due 2/11/2013

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 4/20/2007

Morgan Stanley 0.000% due 2/20/2007

Morgan Stanley 0.000% due 2/20/2007

Morgan Stanley 8.000% due 2/20/2007

Morgan Stanley 10.000% due 2/20/2007

Morgan Stanley

Morgan Stanley 0.000% due 1/23/2011

Morgan Stanley

Morgan Stanley

Morgan Stanley 0.000% due 1/10/2008

Morgan Stanley

Morgan Stanley 7.500% due 1/15/2007

Morgan Stanley 7.500% due 1/15/2007

Morgan Stanley 0.000% due 1/25/2007

Morgan Stanley 20.000% due 12/22/2006

Morgan Stanley 20.000% due 12/14/2006

Morgan Stanley 10.000% due 12/1/2006

Morgan Stanley 8.500% due 12/1/2006

Morgan Stanley 0.000% due 11/30/2012

Morgan Stanley 0.000% due 11/30/2012

Morgan Stanley 0.000% due 11/30/2010

Morgan Stanley 0.000% due 4/30/2008

Morgan Stanley 7.000% due 11/1/2006

Morgan Stanley 9.000% due 11/1/2006

Morgan Stanley 0.000% due 11/24/2006

Morgan Stanley 0.000% due 11/24/2006

Morgan Stanley 0.000% due 12/30/2009

Morgan Stanley 0.000% due 10/30/2006

Morgan Stanley 8.000% due 10/1/2006

Morgan Stanley 8.500% due 10/1/2006

Morgan Stanley 0.000% due 10/27/2006

Morgan Stanley 0.000% due 9/25/2006

Morgan Stanley 0.000% due 9/25/2006

Morgan Stanley 0.000% due 8/30/2010

Morgan Stanley 0.000% due 11/30/2006

Morgan Stanley 7.000% due 9/1/2006

Morgan Stanley 7.000% due 9/1/2006

Morgan Stanley 0.000% due 9/1/2014

Morgan Stanley 0.000% due 8/31/2008

Morgan Stanley 7.250% due 5/15/2006

Morgan Stanley

Morgan Stanley 0.000% due 7/22/2008

Morgan Stanley 7.000% due 8/1/2006

Morgan Stanley 7.000% due 8/1/2006

Morgan Stanley 0.000% due 8/25/2006

Morgan Stanley 0.000% due 1/25/2007

Morgan Stanley 0.000% due 1/22/2007

Morgan Stanley 0.000% due 1/4/2007

Morgan Stanley 9.000% due 7/1/2006

Morgan Stanley 10.000% due 7/1/2006

Morgan Stanley 0.000% due 12/30/2008

Morgan Stanley 0.000% due 8/30/2006

Morgan Stanley 7.000% due 7/15/2006

Morgan Stanley 7.000% due 6/1/2006

Morgan Stanley 7.000% due 6/1/2006

Morgan Stanley 7.000% due 5/15/2006

Morgan Stanley 8.000% due 5/15/2006

Morgan Stanley 10.000% due 4/15/2006

Morgan Stanley 8.000% due 4/15/2006

Morgan Stanley 8.000% due 3/1/2006

Morgan Stanley 8.000% due 3/1/2006

Morgan Stanley 10.000% due 1/30/2006

Morgan Stanley 9.000% due 1/30/2006

Morgan Stanley 8.000% due 1/15/2006

Morgan Stanley 8.000% due 1/15/2006

Morgan Stanley 0.500% due 12/30/2011

Morgan Stanley 6.000% due 12/1/2005

Morgan Stanley 10.000% due 12/1/2005

Morgan Stanley 8.000% due 11/15/2005

Morgan Stanley 6.000% due 11/1/2005

Morgan Stanley 10.000% due 11/1/2005

Morgan Stanley 0.250% due 10/30/2009

Morgan Stanley 7.000% due 11/1/2005

Morgan Stanley 7.000% due 11/1/2005

Morgan Stanley 10.000% due 9/15/2005

Morgan Stanley 9.000% due 9/15/2005

Morgan Stanley 10.350% due 5/24/2005

Morgan Stanley 5.580% due 8/17/2005

Morgan Stanley 6.000% due 8/15/2005

Morgan Stanley 8.000% due 7/15/2005

Morgan Stanley 10.000% due 7/15/2005

Morgan Stanley 10.000% due 6/15/2005

Morgan Stanley 10.000% due 6/15/2005

Morgan Stanley 10.000% due 5/15/2005

Morgan Stanley 6.250% due 5/15/2005

Morgan Stanley 0.750% due 4/15/2009

Morgan Stanley 1.500% due 6/30/2011

Morgan Stanley 6.000% due 4/1/2005

Morgan Stanley 0.250% due 5/15/2010

Morgan Stanley 10.000% due 4/1/2005

Morgan Stanley 2.000% due 4/30/2011

Morgan Stanley 7.000% due 3/1/2005

Morgan Stanley 0.300% due 7/30/2011

Morgan Stanley 1.000% due 1/30/2011

Morgan Stanley 7.000% due 1/30/2005

Morgan Stanley 0.300% due 7/30/2011

Morgan Stanley 6.000% due 1/30/2005

Morgan Stanley 2.000% due 12/30/2010

Morgan Stanley 8.000% due 12/30/2004

Morgan Stanley 1.500% due 12/30/2010

Morgan Stanley 8.000% due 10/30/2004

Morgan Stanley 8.000% due 10/30/2004

Morgan Stanley 8.000% due 9/1/2004

Morgan Stanley 7.000% due 8/1/2004

Morgan Stanley 0.000% due 12/30/2010

Morgan Stanley 8.000% due 6/15/2004

Morgan Stanley 0.250% due 5/15/2010

Morgan Stanley 0.000% due 9/15/2010

Morgan Stanley 6.000% due 5/1/2004

Morgan Stanley 7.000% due 3/15/2004

Morgan Stanley 8.000% due 3/30/2004

Morgan Stanley 7.125% due 2/15/2004

Morgan Stanley 8.000% due 9/15/2003

Morgan Stanley 10.000% due 8/30/2003

Morgan Stanley 6.300% due 6/30/2003

Morgan Stanley 12.000% due 6/30/2003

Morgan Stanley 0.000% due 2009

Morgan Stanley 0.250%

Morgan Stanley 8.000% due 2003

Morgan Stanley 1.250% due 2006

Morgan Stanley 0.250% due 2008

Morgan Stanley 8.000% due 2003

Morgan Stanley 8.000% due 2003

Morgan Stanley 8.000% due 2003

Morgan Stanley 0.250% due 2008

Morgan Stanley 15.000% due 2002

Morgan Stanley 0.250% due 2008

Morgan Stanley 0.250% due 2008

Morgan Stanley 0.500% due 2008

Morgan Stanley 0.250% due 2008

Morgan Stanley 8.000% due 9/22/2008

Morgan Stanley 12.000% due 2002

Morgan Stanley 12.000% due 2002



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