Obbligazione Morgan Stanleigh 11% ( US61760QEH39 ) in USD

Morgan Stanleigh

100 USD ▲

Stati Uniti

US61760QEH39 ( in USD )

11% per anno ( pagato 2 volte l'anno)

30/06/2034

Prospetto opuscolo dell'obbligazione Morgan Stanley US61760QEH39 en USD 11%, scadenza 30/06/2034

1 000 USD

35 000 000 USD

61760QEH3

N/A

30/12/2025 ( In 177 giorni )

Morgan Stanley è una società globale di servizi finanziari che offre servizi di investimento bancario, gestione patrimoniale e trading a clienti istituzionali e privati.

The Obbligazione issued by Morgan Stanleigh ( United States ) , in USD, with the ISIN code US61760QEH39, pays a coupon of 11% per year.
The coupons are paid 2 times per year and the Obbligazione maturity is 30/06/2034

The Obbligazione issued by Morgan Stanleigh ( United States ) , in USD, with the ISIN code US61760QEH39, was rated NR by Moody's credit rating agency.

http://www.sec.gov/Archives/edgar/data/895421/000095010314004120/...
424B2 1 dp47102_424b2-1453a.htm 424B2
CALCULATION OF REGISTRATION FEE

Title of Each Class of Securities Offered

Maximum Aggregate

Amount of Registration
Offering Price
Fee
Fixed to Floating Rate Notes due 2034

$9,000,000

$1,159.20
(1) The maximum aggregate offering price relates to an additional $9,000,000 of securities offered and sold pursuant to this
Amendment No. 1 to Pricing Supplement No. 1,453 to Registration Statement No. 333-178081.

June 2014

Amendment No. 1 dated June 10, 2014 relating to
Pricing Supplement No. 1,453
Registration Statement No. 333-178081
Dated June 3, 2014
Filed pursuant to Rule 424(b)(2)
INTEREST RATE STRUCTURED PRODUCTS
Fixed to Floating Rate Securities due 2034
Leveraged CMS Curve and S&P 500® Index Linked Securities With the Payment at Maturity Subject to the Barrier
Level Feature Linked to the S&P 500® Index
Principal at Risk Securities
As further described below, interest will accrue on the securities (i) in Year 1: at a rate of 11.00% per annum and (ii) in Years 2 to maturity:
for each day that the closing value of the S&P 500® Index is greater than or equal to 50% of the initial index value (which we refer to as the
index reference level), at a variable rate per annum equal to 5 times the difference, if any, between the 30-Year Constant Maturity Swap
Rate ("30CMS") and the 2-Year Constant Maturity Swap Rate ("2CMS"), as determined on the CMS reference determination date at the
start of the related monthly interest payment period; subject to the maximum interest rate of 11.00% per annum for each interest payment
period during the floating interest rate period and the minimum interest rate of 0.00% per annum. The securities provide an above-market
interest rate in Year 1; however, for each interest payment period in Years 2 to maturity, the securities will not pay any interest with respect
to the interest payment period if the CMS reference index level is equal to or less than 0.00% on the related monthly CMS reference
determination date. In addition, if, on any calendar day, the index closing value is less than the index reference level, interest will accrue at
a rate of 0.00% per annum for that day. At maturity, if the final index value is greater than or equal to the barrier level of 50% of the initial
index value, investors will receive the stated principal amount of the securities plus any accrued but unpaid interest. However, if the final
index value is less than the barrier level, investors will be ful y exposed to the decline in the value of the S&P 500® Index over the term of
the securities, and the payment at maturity will be less than 50% of the stated principal amount of the securities and could be zero. There
is no minimum payment at maturity on the securities. Accordingly, investors may lose up to their entire initial investment in
the securities. Investors will not participate in any appreciation of the S&P 500® Index. These long-dated securities are for investors who
seek an opportunity to earn interest at a potentially above-market rate in exchange for the risk of losing their principal and the risk of
receiving little or no interest on the securities during the floating interest rate period.

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 securities 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
Aggregate principal
$10,000,000. May be increased prior to the original issue date but we are not required to do
amount:
so.
Issue price:
At variable prices
Stated principal amount: $1,000 per security
Pricing date:
June 3, 2014
Original issue date:
June 30, 2014 (19 business days after the pricing date)
Maturity date:
June 30, 2034
Interest accrual date:
June 30, 2014
Payment at maturity:
· If the final index value is greater than or equal to the barrier level: the stated principal
amount plus any accrued and unpaid interest
· If the final index value is less than the barrier level: (a) the stated principal amount times
the index performance factor plus (b) any accrued and unpaid interest. This amount will
be less than 50% of the stated principal amount of the securities and could be zero.
1 of 40
6/11/2014 4:21 PM

http://www.sec.gov/Archives/edgar/data/895421/000095010314004120/...
Interest:
From and including the original issue date to but excluding June 30, 2015 (the "fixed interest
rate period"): 11.00% per annum
From and including June 30, 2015 to but excluding the maturity date (the "floating interest rate
period"):
For each interest payment period, a variable rate per annum equal to the product of:
(a) leverage factor times the CMS reference index; subject to the minimum
interest rate and the maximum interest rate; and
(b) N/ACT; where,
"N" = the total number of calendar days in the applicable interest payment period on which the
index closing value is greater than or equal to the index reference level (each such day, an
"accrual day"); and
"ACT" = the total number of calendar days in the applicable interest payment period.
The CMS reference index level applicable to an interest payment period wil be determined on
the related CMS reference determination date.
Beginning June 30, 2015, it is possible that you could receive little or no interest on
the securities. If, on the related CMS reference determination date, the CMS reference
index level is equal to or less than the CMS reference index strike, interest will accrue
at a rate of 0.00% for that interest payment period. In addition, if on any day, the index
closing value is determined to be less than the index reference level, interest will
accrue at a rate of 0.00% per annum for that day. The determination of the index
closing value will be subject to certain market disruption events. Please see Annex
A--The S&P 500® Index--Market Disruption Event" below.
Leverage factor:
5
Interest payment period: Monthly
Interest payment period
Unadjusted
end dates:
Interest payment dates:
The 30th day of each month (or, in the case of February, the last calendar day of such month),
beginning July 30, 2014; provided that if any such day is not a business day, that interest
payment wil be made on the next succeeding business day and no adjustment wil be made to
any interest payment made on that succeeding business day.
Interest reset dates:
The 30th day of each month (or, in the case of February, the last calendar day of such month),
beginning June 30, 2015
Maximum interest rate:
11.00% per annum in any monthly interest payment period during the floating interest rate
period
Minimum interest rate:
0.00% per annum
Index:
The S&P 500® Index
Underlying index
Standard & Poor's Financial Services LLC
publisher:
Agent:
Morgan Stanley & Co. LLC ("MS & Co."), a wholly owned subsidiary of Morgan Stanley. See
"Supplemental Information Concerning Plan of Distribution; Conflicts of Interest."
Terms continued on the following page
Estimated value on the
$880.10 per security. The estimated value on any subsequent pricing date may be lower than
this estimate, but wil in no case be less than $850.00 per security. See "The Securities" on
pricing date:
page 3.
Commissions and issue

price:
Price to public(1)(2)
Agent's commissions(2)
Proceeds to issuer(3)
Per security

At variable prices
$35
$965
Total

At variable prices
$350,000
$9,650,000
(1)
The securities will be offered from time to time in one or more negotiated transactions at varying prices to be determined at the time of each sale,
which may be at market prices prevailing, at prices related to such prevailing prices or at negotiated prices; provided, however, that such price will not
be less than $970 per security and will not be more than $1,000 per security. See "Risk Factors--The Price You Pay For The Securities May Be
Higher Than The Prices Paid By Other Investors."
(2)
Morgan Stanley or one of our affiliates will pay varying discounts and commissions to dealers, including Morgan Stanley Wealth Management (an
affiliate of the agent) and their financial advisors, of up to $35 per security depending on market conditions. See "Supplemental Information
Concerning Plan of Distribution; Conflicts of Interest." For additional information, see "Plan of Distribution (Conflicts of Interest)" in the accompanying
prospectus supplement.
(3)
See "Use of Proceeds and Hedging" on page 16.
The securities involve risks not associated with an investment in ordinary debt securities. See
"Risk Factors" beginning on page 11.
The Securities and Exchange Commission and state securities regulators have not approved or disapproved these
2 of 40
6/11/2014 4:21 PM

http://www.sec.gov/Archives/edgar/data/895421/000095010314004120/...
securities, or determined if this pricing supplement or the accompanying prospectus supplement, index supplement
and prospectus is truthful or complete. Any representation to the contrary is a criminal offense.
You should read this document together with the related prospectus supplement, index supplement and prospectus,
each of which can be
accessed via the hyperlinks below.

Prospectus Supplement dated November 21, 2011
Index Supplement dated November 21, 2011 Prospectus dated November 21, 2011
The securities 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.

3 of 40
6/11/2014 4:21 PM

http://www.sec.gov/Archives/edgar/data/895421/000095010314004120/...

Fixed to Floating Rate Securities due 2034
Leveraged CMS Curve and S&P 500® Index Linked Securities With the Payment at Maturity Subject to the Barrier
Level Feature Linked to the S&P 500® Index
Principal at Risk Securities

Terms continued from previous page:
CMS reference
Two (2) U.S. government securities business days prior to the related interest reset date at the
determination dates:
start of the applicable interest payment period.
CMS reference index:
30-Year Constant Maturity Swap Rate minus 2-Year Constant Maturity Swap Rate, expressed
as a percentage.
Please see "Additional Provisions--CMS Reference Index" below.
CMS reference index
0.00%
strike:
Index reference level:
, which is 50% of the initial index value
Initial index value:
, which is the index closing value on June 25, 2014
Barrier level:
, which is 50% of the initial index value
Final index value:
The index closing value of the index on the final determination date
Index closing value:
The closing value of the index. Please see "Additional Provisions--The S&P 500® Index" below
Final determination date:
The third scheduled business day prior to the maturity date, subject to adjustment due to
non-index business days or certain market disruption events.
Index cutoff:
The index closing value for any day from and including the third index business day prior to the
related interest payment date for any interest payment period shall be the index closing value
on such third index business day prior to such interest payment date.
Index performance factor:
The final index value divided by the initial index value
Redemption:
None
Day-count convention:
Actual/Actual
Specified currency:
U.S. dollars
CUSIP / ISIN:
61760QEH3 / US61760QEH39
Book-entry or certificated
Book-entry
security:
Business day:
New York
Calculation agent:
Morgan Stanley Capital Services LLC.

Al determinations made by the calculation agent wil be at the sole discretion of the calculation
agent and wil , in the absence of manifest error, be conclusive for all purposes and binding on
you, the trustee and us.

Al values used in the interest rate formula for the securities and al percentages resulting from
any calculation of interest wil be rounded to the nearest one hundred-thousandth of a
percentage point, with .000005% rounded up to .00001%. Al dol ar amounts used in or
resulting from such calculation on the securities wil be rounded to the nearest cent, with
one-half cent rounded upward.

Because the calculation agent is our affiliate, the economic interests of the calculation agent
and its affiliates may be adverse to your interests as an investor in the securities, including with
respect to certain determinations and judgments that the calculation agent must make in
determining the payment that you wil receive on each interest payment date and at maturity or
whether a market disruption event has occurred. Please see Annex A--The S&P 500® Index--
Market Disruption Event" and "--Discontinuance of the S&P 500® Index; Alteration of Method
of Calculation" below. The calculation agent is obligated to carry out its duties and functions as
calculation agent in good faith and using its reasonable judgment.
Trustee:
The Bank of New York Mel on
Contact information:
Morgan Stanley Wealth Management clients may contact their local Morgan Stanley branch
office or our principal executive offices at 1585 Broadway, New York, New York 10036
(telephone number (866) 477-4776). Al other clients may contact their local brokerage
4 of 40
6/11/2014 4:21 PM

http://www.sec.gov/Archives/edgar/data/895421/000095010314004120/...
representative. Third-party distributors may contact Morgan Stanley Structured Investment
Sales at (800) 233-1087.

5 of 40
6/11/2014 4:21 PM

http://www.sec.gov/Archives/edgar/data/895421/000095010314004120/...

Fixed to Floating Rate Securities due 2034
Leveraged CMS Curve and S&P 500® Index Linked Securities With the Payment at Maturity Subject to the Barrier
Level Feature Linked to the S&P 500® Index
Principal at Risk Securities

Principal at Risk Securities

The securities are debt securities of Morgan Stanley. In year 1, the securities pay interest at a rate of 11.00% per
annum. Beginning June 30, 2015, interest wil accrue on the securities for each day that the closing value of the S&P 500® Inde
is greater than or equal to 50% of the initial index value (which we refer to as the index reference level), at a variable rate per
annum equal to 5 times the CMS reference index for the related monthly interest payment period; subject to the maximum
interest rate of 11.00% per annum per interest payment period and the minimum interest rate of 0.00% per annum. The floating
interest rate is based on the CMS reference index and the level of the S&P 500® Index. If 30CMS is less than or equal to
2CMS on the applicable CMS reference determination date, the floating interest rate wil be 0.00% and no interest wil accrue o
the securities for the related interest period. In addition, if, on any calendar day during the interest payment period, the index
closing value is less than the index reference level, interest wil accrue at a rate of 0.00% per annum for that day.

At maturity, if the final index value is greater than or equal to the barrier level, investors wil receive the stated principal amount
of the securities plus any accrued and unpaid interest. However, if the final index value is less than the barrier level, investors
wil be ful y exposed to the decline in the value of the S&P 500® Index over the term of the securities, and the payment at
maturity wil be less than 50% of the stated principal amount of the securities and could be zero. There is no minimum
payment at maturity on the securities. Accordingly, investors may lose up to their entire initial investment in the
securities. Investors will not participate in any appreciation of the S&P 500® Index.

We describe the basic features of these securities in the sections of the accompanying prospectus cal ed "Description of Debt
Securities--Floating Rate Debt Securities" and prospectus supplement cal ed "Description of Securities," subject to and as
modified by the provisions described below. Al payments on the securities are subject to the credit risk of Morgan Stanley.

The stated principal amount of each security is $1,000, and the issue price is variable. This price includes costs associated wit
issuing, selling, structuring and hedging the securities, which are borne by you, and, consequently, the estimated value of the
securities on the pricing date is less than the issue price. We estimate that the value of each security on the pricing date is
$880.10. The estimated value on any subsequent pricing date may be lower than this estimate, but wil in no case be less than
$850.00 per security.

What goes into the estimated value on the pricing date?

In valuing the securities on the pricing date, we take into account that the securities comprise both a debt component and a
performance-based component linked to the CMS reference index and the S&P 500® Index (the "index"). The estimated value
of the securities is determined using our own pricing and valuation models, market inputs and assumptions relating to the CMS
reference index and the index, instruments based on the CMS reference index and the 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 securities?

In determining the economic terms of the securities, including the interest rate, the leverage factor, the maximum interest rate,
the CMS reference index strike, the index reference level and the barrier level, 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 securities would be more favorable to you.

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

6 of 40
6/11/2014 4:21 PM

http://www.sec.gov/Archives/edgar/data/895421/000095010314004120/...
The price at which MS & Co. purchases the securities in the secondary market, absent changes in market conditions, including
those related to interest rates and the CMS reference index and the 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, the costs of unwinding the
related hedging transactions and other factors.

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

June 2014
Page 3

7 of 40
6/11/2014 4:21 PM

http://www.sec.gov/Archives/edgar/data/895421/000095010314004120/...

Fixed to Floating Rate Securities due 2034
Leveraged CMS Curve and S&P 500® Index Linked Securities With the Payment at Maturity Subject to the Barrier
Level Feature Linked to the S&P 500® Index
Principal at Risk Securities

CMS Reference Index

What are the 30-Year and 2-Year Constant Maturity Swap Rates?

The 30-Year Constant Maturity Swap Rate (which we refer to as "30CMS") is, on any U.S. government securities business
day, the fixed rate of interest payable on an interest rate swap with a 30-year maturity as reported on Reuters Page
ISDAFIX1 or any successor page thereto at 11:00 a.m. New York City time on that day. This rate is one of the market-
accepted indicators of longer-term interest rates.

The 2-Year Constant Maturity Swap Rate (which we refer to as "2CMS") is, on any U.S. government securities business day,
the fixed rate of interest payable on an interest rate swap with a 2-year maturity as reported on Reuters Page ISDAFIX1 or
any successor page thereto at 11:00 a.m. New York City time on that day.

An interest rate swap rate, at any given time, general y indicates the fixed rate of interest (paid semi-annual y) that a
counterparty in the swaps market would have to pay for a given maturity, in order to receive a floating rate (paid quarterly)
equal to 3-month LIBOR for that same maturity.

U.S. Government Securities Business Day

U.S. government securities business day means any day except for a Saturday, Sunday or a day on which The Securities
Industry and Financial Markets Association recommends that the fixed income departments of its members be closed for the
entire day for purposes of trading in U.S. government securities.

CMS Rate Fallback Provisions

If 30CMS or 2CMS is not displayed by 11:00 a.m. New York City time on the Reuters Screen ISDAFIX1 Page on any day on
which the level of the CMS reference index must be determined, such affected rate for such day wil be determined on the
basis of the mid-market semi-annual swap rate quotations to the calculation agent provided by five leading swap dealers in the
New York City interbank market (the "Reference Banks") at approximately 11:00 a.m., New York City time, on such day, and,
for this purpose, the mid-market semi-annual swap rate means the mean of the bid and offered rates for the semi-annual fixed
leg, calculated on a 30/360 day count basis, of a fixed-for-floating U.S. Dol ar interest rate swap transaction with a term equal
to the applicable 30 year or 2 year maturity commencing on such day and in a representative amount with an acknowledged
dealer of good credit in the swap market, where the floating leg, calculated on an actual/360 day count basis, is equivalent to
USD-LIBOR-BBA with a designated maturity of three months. The calculation agent wil request the principal New York City
office of each of the Reference Banks to provide a quotation of its rate. If at least three quotations are provided, the rate for
that day wil be the arithmetic mean of the quotations, eliminating the highest quotation (or, in the event of equality, one of the
highest) and the lowest quotation (or, in the event of equality, one of the lowest). If fewer than three quotations are provided
as requested, the rate wil be determined by the calculation agent in good faith and in a commercial y reasonable manner.

June 2014
Page 4

8 of 40
6/11/2014 4:21 PM

http://www.sec.gov/Archives/edgar/data/895421/000095010314004120/...

Fixed to Floating Rate Securities due 2034
Leveraged CMS Curve and S&P 500® Index Linked Securities With the Payment at Maturity Subject to the Barrier
Level Feature Linked to the S&P 500® Index
Principal at Risk Securities

The S&P 500® Index

The S&P 500® Index, which is calculated, maintained and published by Standard & Poor's Financial Services LLC ("S&P"),
consists of stocks of 500 component companies selected to provide a performance benchmark for the U.S. equity
markets. The calculation of the S&P 500® Index is based on the relative value of the float adjusted aggregate market
capitalization of the 500 component companies as of a particular time as compared to the aggregate average market
capitalization of 500 similar companies during the base period of the years 1941 through 1943. For additional information
about the S&P 500® Index, see the information set forth under "Annex A--The S&P 500® Index" in this document and "S&P
500® Index" in the accompanying index supplement.

Index Closing Value Fallback Provisions

The index closing value on any calendar day during the term of the securities on which the index level is to be determined
(each, an "index determination date") wil equal the official closing value of the index as published by the underlying index
publisher or its successor, or in the case of any successor index, the official closing value for such successor index as
published by the publisher of such successor index or its successor, at the regular weekday close of trading on that calendar
day, as determined by the calculation agent; provided that the index closing value for any day from and including the third index
business day prior to the related interest payment date for any interest payment period shal be the index closing value in
effect on such third index business day prior to such interest payment date; provided further that if a market disruption event
with respect to the index occurs on any index determination date or if any such index determination date is not an index
business day, the closing value of the index for such index determination date wil be the closing value of the index on the
immediately preceding index business day on which no market disruption event has occurred. In certain circumstances, the
index closing value shall be based on the alternate calculation of the index described under "Annex A--The S&P 500® Index--
Discontinuance of the S&P 500® Index; Alteration of Method of Calculation."

"Index business day" means a day, as determined by the calculation agent, on which trading is general y conducted on each of
the relevant exchange(s) for the index, other than a day on which trading on such exchange(s) is scheduled to close prior to
the time of the posting of its regular final weekday closing price.

"Relevant exchange" means the primary exchange(s) or market(s) of trading for (i) any security then included in the index, or
any successor index, and (i ) any futures or options contracts related to the index or to any security then included in the index.

For more information regarding market disruption events with respect to the index, discontinuance of the index and alteration
of the method of calculation, see "Annex A--The S&P 500® Index--Market Disruption Event" and "--Discontinuance of the
S&P 500® Index; Alteration of Method of Calculation" herein.

June 2014
Page 5

9 of 40
6/11/2014 4:21 PM

http://www.sec.gov/Archives/edgar/data/895421/000095010314004120/...

Fixed to Floating Rate Securities due 2034
Leveraged CMS Curve and S&P 500® Index Linked Securities With the Payment at Maturity Subject to the Barrier
Level Feature Linked to the S&P 500® Index
Principal at Risk Securities

How to calculate the interest payments:

The table below presents examples of hypothetical interest that would accrue on the securities during any month in the floating
interest rate period. The examples below are for purposes of il ustration only. The examples of the hypothetical floating
interest rate that would accrue on the securities are based on both the level of the CMS reference index level on the
applicable CMS reference determination date and the total number of calendar days in a monthly interest payment period on
which the index closing value is greater than or equal to the index reference level.

The actual interest payment amounts during the floating interest rate period wil depend on the actual level of the CMS
reference index on each CMS reference determination date and the index closing value of the S&P 500® Index on each day
during the floating interest payment period. The applicable interest rate for each monthly interest payment period wil be
determined on a per-annum basis but wil apply only to that interest payment period. The table assumes that the interest
payment period contains 30 calendar days. The examples below are for purposes of il ustration only and would provide
different results if different assumptions were made.

Annualized rate of interest paid
CMS
5 times CMS Number of days on which the index closing value is greater than or equal to the index reference
Reference
Reference
level
Index
Index*
0
5
10
15
20
25
30
-3.250%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-3.000%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-2.750%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-2.500%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-2.250%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-2.000%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-1.750%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-1.500%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-1.250%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-1.000%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-0.750%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-0.500%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-0.250%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.000%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.250%
1.25%
0.00%
0.2083%
0.4167%
0.6250%
0.8333%
1.0417%
1.2500%
0.500%
2.50%
0.00%
0.4167%
0.8333%
1.2500%
1.6667%
2.0833%
2.5000%
0.750%
3.75%
0.00%
0.6250%
1.2500%
1.8750%
2.5000%
3.1250%
3.7500%
1.000%
5.00%
0.00%
0.8333%
1.6667%
2.5000%
3.3333%
4.1667%
5.0000%
1.250%
6.25%
0.00%
1.0417%
2.0833%
3.1250%
4.1667%
5.2083%
6.2500%
1.500%
7.50%
0.00%
1.2500%
2.5000%
3.7500%
5.0000%
6.2500%
7.5000%
1.750%
8.75%
0.00%
1.4583%
2.9167%
4.3750%
5.8333%
7.2917%
8.7500%
2.000%
10.00%
0.00%
1.6667%
3.3333%
5.0000%
6.6667%
8.3333%
10.0000%
2.200%
11.00%
0.00%
1.8333%
3.6667%
5.5000%
7.3333%
9.1667%
11.0000%
2.250%
11.00%
0.00%
1.8333%
3.6667%
5.5000%
7.3333%
9.1667%
11.0000%
2.500%
11.00%
0.00%
1.8333%
3.6667%
5.5000%
7.3333%
9.1667%
11.0000%
2.750%
11.00%
0.00%
1.8333%
3.6667%
5.5000%
7.3333%
9.1667%
11.0000%
3.000%
11.00%
0.00%
1.8333%
3.6667%
5.5000%
7.3333%
9.1667%
11.0000%
3.250%
11.00%
0.00%
1.8333%
3.6667%
5.5000%
7.3333%
9.1667%
11.0000%
10 of 40
6/11/2014 4:21 PM