Bond Morgan Stanleigh 0% ( US61760S6211 ) in USD

Morgan Stanleigh

100 % ▲

United States

US61760S6211 ( in USD )

0%

18/07/2022 - Bond has expired

Prospectus brochure of the bond Morgan Stanley US61760S6211 in USD 0%, expired

1 000 USD

2 500 000 USD

61760S621

N/A

A1 ( Upper medium grade - Investment-grade )

Morgan Stanley is a leading global financial services firm offering investment banking, wealth management, investment management, and securities services to individuals, corporations, and governments worldwide.

The Bond issued by Morgan Stanleigh ( United States ) , in USD, with the ISIN code US61760S6211, pays a coupon of 0% per year.
The coupons are paid 2 times per year and the Bond maturity is 18/07/2022

The Bond issued by Morgan Stanleigh ( United States ) , in USD, with the ISIN code US61760S6211, was rated A1 ( Upper medium grade - Investment-grade ) by Moody's credit rating agency.

http://www.sec.gov/Archives/edgar/data/895421/000095010314001893/...
424B2 1 dp44850_424b2-1330.htm FORM 424B2
CALCULATION OF REGISTRATION FEE

Maximum Aggregate
Amount of Registration

Title of Each Class of Securities Offered
Offering Price
Fee
Market-Linked Notes due 2022

$2,500,000

$322.00

March 2014

Pricing Supplement No. 1,330
Registration Statement No. 333-178081
Dated March 13, 2014
Filed pursuant to Rule 424(b)(2)
STRUCTURED INVESTMENTS
Opportunities in U.S. Equities
Market-Linked Notes due July 18, 2022
Based on the Value of the Russell 2000® Index
The notes are unsecured obligations of Morgan Stanley, wil pay no interest and wil have the terms described in the
accompanying product supplement, index supplement and prospectus, as supplemented and modified by this document. At
maturity, we wil pay per note the stated principal amount of $10 plus a supplemental redemption amount, if any, based on
the performance of the underlying index, calculated based on the final average index value, subject to the maximum
payment at maturity. The final average index value wil be the arithmetic average of the index closing values of the
underlying index on each of the determination dates (as defined below) during the approximately 3-month period prior to
maturity. These long-dated notes are for investors who are concerned about principal risk but seek an equity index-based
return, and who are wil ing to forgo current income and upside returns beyond the maximum payment at maturity in
exchange for the repayment of principal at maturity plus the potential to receive a supplemental redemption amount, if
any. The notes are notes issued as part of Morgan Stanley's Series F Global Medium-Term Notes program.
All payments are subject to the credit risk of Morgan Stanley. If Morgan Stanley defaults on its obligations, you
could lose some or all of your investment. These notes are not secured obligations and you will not have any
security interest in, or otherwise have any access to, any underlying reference asset or assets.
FINAL TERMS
Issuer:
Morgan Stanley
Issue price:
$10 per note
Stated principal amount:
$10 per note
Aggregate principal amount:
$2,500,000
Pricing date:
March 13, 2014
Original issue date:
March 18, 2014 (3 business days after the pricing date)
Maturity date:
July 18, 2022
Interest:
None
Underlying index:
Russell 2000® Index
Payment at maturity:
The payment due at maturity per $10 stated principal amount wil equal:
$10 + supplemental redemption amount, if any.
In no event will the payment at maturity be less than the stated principal amount or
greater than the maximum payment at maturity.
Supplemental redemption amount: (i) $10 times (i ) the index percent change times (i i) the participation rate, provided
that the supplemental redemption amount wil not be less than $0 or greater than
$10 per note.
Participation rate:
100%
Maximum payment at maturity:
$20 per note (200% of the stated principal amount)
Index percent change:
(final average index value initial index value) / initial index value
Initial index value:
1,176.740, which is the index closing value on the pricing date
Final average index value:
The arithmetic average of the index closing values on each of the determination
dates, as determined on the final determination date.
Each index business day on which there is no market disruption event with respect
to the underlying index during the approximately 3-month period from and including
Determination dates:
April 13, 2022 to and including the final determination date. If any day during this
approximately 3-month period is not an index business day or if a market disruption
event occurs with respect to the underlying index on such day, the index closing
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value of the underlying index wil not be taken on such day.
July 13, 2022, subject to postponement for non-index business days and certain
Final determination date:
market disruption events
CUSIP:
61760S621
ISIN:
US61760S6211
Listing:
The notes wil not be listed on any securities exchange.
Agent:
Morgan Stanley & Co. LLC ("MS & Co."), a wholly-owned subsidiary of Morgan
Stanley. See "Supplemental information regarding plan of distribution; conflicts of
interest."
Estimated value on the pricing date:$9.304 per note. See "Investment Summary" on page 2.
Commissions and issue
price:
Price to public
Agent's commissions(1)
Proceeds to issuer(2)
Per note
$10
$0.35
$9.65
Total
$2,500,000
$87,500
$2,412,500

(1) Selected dealers, including Morgan Stanley Wealth Management (an affiliate of the agent), and their financial
advisors will collectively receive from the agent, MS & Co., a fixed sales commission of $0.35 for each note they
sell. See "Supplemental information regarding plan of distribution; conflicts of interest." For additional information,
see "Plan of Distribution (Conflicts of Interest)" in the accompanying product supplement for equity-linked notes.
(2) See "Use of proceeds and hedging" on page 15.
The notes involve risks not associated with an investment in ordinary debt securities. See "Risk Factors"
beginning on page 8.
The Securities and Exchange Commission and state securities regulators have not approved or disapproved
these notes, or determined if this document or the accompanying product supplement, index supplement and
prospectus is truthful or complete. Any representation to the contrary is a criminal offense.
The notes are not bank deposits and are not insured by the Federal Deposit Insurance Corporation or any other
governmental agency, nor are they obligations of, or guaranteed by, a bank.
You should read this document together with the related product supplement, index supplement and prospectus,
each of which can be accessed via the hyperlinks below. Please also see "Additional Information About the
Notes" at the end of this document.

Product Supplement for Equity-Linked Notes dated August 17, 2012
Index Supplement dated November 21, 2011
Prospectus dated November 21, 2011

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Market-Linked Notes due July 18, 2022
Based on the Value of the Russell 2000® Index
Investment Summary

Market-Linked Notes

The Market-Linked Notes due July 18, 2022 Based on the Value of the Russel 2000® Index (the "notes") offer 100%
participation in the positive performance of the underlying index, calculated based on the final average index value, subject
to the maximum payment at maturity. The notes provide investors:

¡
an opportunity to gain exposure to the Russel 2000® Index

¡
the repayment of principal at maturity

¡
100% participation in any appreciation of the underlying index, calculated based on the final average index value,
subject to the maximum payment at maturity of $20 per note (200% of the stated principal amount)

¡
no exposure to any decline of the underlying index if the notes are held to maturity

At maturity, if the final average index value is less than or equal to the initial index value, you wil receive the stated principal
amount of $10 per note, without any return on your investment. Al payments on the notes, including the repayment of
principal at maturity, are subject to the credit risk of Morgan Stanley.

Maturity:
8 years and 4 months
Participation rate:
100%
Index percent change:
(final average index value initial index value) / initial index value
Maximum payment at maturity: $20 per note (200% of the stated principal amount)
Interest:
None
The arithmetic average of the index closing values on each of the determination
Final average index value:
dates, as determined on the final determination date.

The final average index value is the arithmetic average of the index closing values on each of the determination dates. Due
to the multiple determination dates, increases in the level of the underlying index as of one or more determination dates
may be partial y or entirely offset by decreases in the level of the underlying index as of other determination dates. Even if
the level of the underlying index has increased substantial y on one or more determination dates (including the final
determination date), the final average index value may nevertheless be less than or equal to the initial index value, and,
accordingly, you may not receive at maturity an amount that is greater than the stated principal amount for each note you
hold.

The original issue price of each note is $10. This price includes costs associated with issuing, sel ing, structuring and
hedging the notes, which are borne by you, and, consequently, the estimated value of the notes on the pricing date is less
than $10. We estimate that the value of each note on the pricing date is $9.304.

What goes into the estimated value on the pricing date?

In valuing the notes on the pricing date, we take into account that the notes comprise both a debt component and a
performance-based component linked to the underlying index. The estimated value of the notes is determined using our
own pricing and valuation models, market inputs and assumptions relating to the underlying index, instruments based on the
underlying index, volatility and other factors including current and expected interest rates, as wel as an interest rate related
to our secondary market credit spread, which is the implied interest rate at which our conventional fixed rate debt trades in
the secondary market.

What determines the economic terms of the notes?
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In determining the economic terms of the notes, including the participation rate and the maximum payment at maturity, we
use an internal funding rate, which is likely to be lower than our secondary market credit spreads and therefore
advantageous to us. If the issuing, selling, structuring and hedging costs borne by you were lower or if the internal funding
rate were higher, one or more of the economic terms of the notes would be more favorable to you.

March 2014
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Market-Linked Notes due July 18, 2022
Based on the Value of the Russell 2000® Index

What is the relationship between the estimated value on the pricing date and the secondary market price of the notes?

The price at which MS & Co. purchases the notes in the secondary market, absent changes in market conditions, including
those related to the underlying index, may vary from, and be lower than, the estimated value on the pricing date, because
the secondary market price takes into account our secondary market credit spread as wel as the bid-offer spread that MS
& Co. would charge in a secondary market transaction of this type and other factors. However, because the costs
associated with issuing, selling, structuring and hedging the notes are not ful y deducted upon issuance, for a period of up
to 12 months fol owing the issue date, to the extent that MS & Co. may buy or sel the notes in the secondary market,
absent changes in market conditions, including those related to the underlying index, and to our secondary market credit
spreads, it would do so based on values higher than the estimated value. We expect that those higher values wil also be
reflected in your brokerage account statements.

MS & Co. may, but is not obligated to, make a market in the notes and, if it once chooses to make a market, may cease
doing so at any time.

March 2014
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Market-Linked Notes due July 18, 2022
Based on the Value of the Russell 2000® Index

Key Investment Rationale

Market-Linked Notes offer investors exposure to the performance of equities or equity indices and provide for the
repayment of principal at maturity. They are for investors who are concerned about principal risk but seek an equity
index-based return, and who are wil ing to forgo yield in exchange for the repayment of principal at maturity plus the
potential to receive a supplemental redemption amount, if any, based on the performance of the underlying index, calculated
based on the final average index value, subject to the maximum payment at maturity.

Repayment of
The notes offer investors 1 to 1 upside exposure to the performance of the underlying index, calculated
Principal
based on the final average index value, up to the maximum payment at maturity, while providing for the
repayment of principal in ful at maturity.
The final average index value is significantly greater than the initial index value, and, at maturity, the
Upside Scenarioinvestor receives a return reflecting the appreciation of the underlying index, subject to the maximum
payment at maturity of $20 per note (200% of the stated principal amount).
Par Scenario
The final average index value is less than or equal to the initial index value, and, at maturity, the notes pay
only the stated principal amount of $10.

March 2014
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Market-Linked Notes due July 18, 2022
Based on the Value of the Russell 2000® Index

Hypothetical Payout on the Notes

At maturity, for each $10 stated principal amount of notes that you hold, you wil receive the stated principal amount of $10
plus a supplemental redemption amount, if any, subject to the maximum payment at maturity. The supplemental redemption
amount wil be calculated on the final determination date as fol ows:

(i) $10 times (i ) the index percent change times (i i) the participation rate of 100%, provided that the supplemental
redemption amount wil not be less than $0 or greater than $10 per note.

In no event wil the payment at maturity be less than the stated principal amount or greater than the maximum payment at
maturity of $20 per note (200% of the stated principal amount).

The table below il ustrates the payment at maturity for each note for a hypothetical range of index percent changes and
does not cover the complete range of possible payouts at maturity. The table assumes a hypothetical initial index value of
1,200 and reflects the maximum payment at maturity of $20 per note. The actual initial index value is set forth on the cover
page of this document.

Final
Supplemental
Index percent
average
Stated principal
redemption
Payment at
Return on $10
change
index value
amount
amount
maturity
note
120%
2,640
$10
$10.00
$20.00
100%
110%
2,520
$10
$10.00
$20.00
100%
100%
2,400
$10
$10.00
$20.00
100%
90%
2,280
$10
$9.00
$19.00
90%
80%
2,160
$10
$8.00
$18.00
80%
70%
2,040
$10
$7.00
$17.00
70%
60%
1,920
$10
$6.00
$16.00
60%
50%
1,800
$10
$5.00
$15.00
50%
40%
1,680
$10
$4.00
$14.00
40%
30%
1,560
$10
$3.00
$13.00
30%
20%
1,440
$10
$2.00
$12.00
20%
10%
1,320
$10
$1.00
$11.00
10%
0%
1,200
$10
$0
$10.00
0%
10%
1,080
$10
$0
$10.00
0%
20%
960
$10
$0
$10.00
0%
30%
840
$10
$0
$10.00
0%
40%
720
$10
$0
$10.00
0%
50%
600
$10
$0
$10.00
0%
60%
480
$10
$0
$10.00
0%
70%
360
$10
$0
$10.00
0%
80%
240
$10
$0
$10.00
0%
90%
120
$10
$0
$10.00
0%
100%
0
$10
$0
$10.00
0%

March 2014
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Market-Linked Notes due July 18, 2022
Based on the Value of the Russell 2000® Index

The final average index value is the arithmetic average of the index closing values on each of the determination dates, as
determined on the final determination date. The examples below il ustrate the final average index value for a range of
hypothetical index closing values on each of the determination dates, but do not reflect the complete range of possible
movements of the underlying index. The examples assume 60 determination dates in the approximately 3-month period
prior to maturity and a starting level of 1,200 on the first determination date. The actual initial index value is set forth on the
cover page of this document.

§
In Example 1, the closing level of the index increases during the first month of the approximately 3-month period of the
determination dates, reaches a high of 1,535 and then decreases to 1,215 by the final determination date.

§ Hypothetical final average index value: 1,316.44

§
In Example 2, the closing level of the index decreases during the first month of the approximately 3-month period of the
determination dates, reaches a low of 930 and then increases to 1,280 by the final determination date.

§ Hypothetical final average index value: 1,106.76

March 2014
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Market-Linked Notes due July 18, 2022
Based on the Value of the Russell 2000® Index

§
In Example 3, the closing level of the index steadily increases throughout the approximately 3-month period of
determination dates from the starting level until reaching a level of 1,535 on the final determination date.

§ Hypothetical final average index value: 1,367.06

§
In Example 4, the closing level of the index steadily decreases throughout the approximately 3-month period of
determination dates from the starting level until reaching a level of 850 on the final determination date.

§ Hypothetical final average index value: 1,067.49

March 2014
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