Obligation Morgan Stanleigh 0.409% ( US61760QDM33 ) en USD

Morgan Stanleigh

100 % ▲

Etas-Unis

US61760QDM33 ( en USD )

0.409% par an ( paiement semestriel )

15/10/2028

Prospectus brochure de l'obligation Morgan Stanley US61760QDM33 en USD 0.409%, échéance 15/10/2028

1 000 USD

5 000 000 USD

61760QDM3

N/A

15/10/2025 ( Dans 101 jours )

Morgan Stanley est une firme mondiale de services financiers offrant des services de banque d'investissement, de gestion de patrimoine et de courtage à une clientèle institutionnelle et privée.

L'Obligation émise par Morgan Stanleigh ( Etas-Unis ) , en USD, avec le code ISIN US61760QDM33, paye un coupon de 0.409% par an.
Le paiement des coupons est semestriel et la maturité de l'Obligation est le 15/10/2028

L'Obligation émise par Morgan Stanleigh ( Etas-Unis ) , en USD, avec le code ISIN US61760QDM33, a été notée NR par l'agence de notation Moody's.

http://www.sec.gov/Archives/edgar/data/895421/000095010313005952/...
424B2 1 dp41229_424b2-ps1076a1.htm FORM 424B2
CALCULATION OF REGISTRATION FEE

Maximum Aggregate

Amount of Registration
Title of Each Class of Securities Offered

Offering Price

Fee
Fixed to Floating Rate Notes due 2028

$3,000,000

$386.40
(1) The maximum aggregate offering price relates to an additional $3,000,000 of securities offered and sold pursuant to this Amendment
No. 1 to Pricing Supplement No. 1,076 to Registration Statement No. 333-17808

September 2013

Amendment No. 1 dated October 8, 2013 relating to
Pricing Supplement No. 1,076
Registration Statement No. 333-178081
Dated September 20, 2013
Filed pursuant to Rule 424(b)(2)
INTEREST RATE STRUCTURED PRODUCTS

Fixed to Floating Rate Securities due 2028
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 Years 1 to 2: at a rate of 10.00% per annum and (ii) in Years 3 to
maturity: for each day that the closing value of the S&P 500® Index is greater than or equal to 59% 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 quarterly interest payment period; subject to the maximum interest rate of 10.00% 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 Years 1 to 2; however, for each interest payment period in Years 3 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 quarterly 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 fully 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.
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
$8,000,000. May be increased prior to the original issue date but we are not required to do so.
amount:
Issue price:
At variable prices
Stated principal
$1,000 per security
amount:
Pricing date:
September 20, 2013
Original issue date:
October 15, 2013 (17 business days after the pricing date)
Maturity date:
October 15, 2028
Interest accrual date:
October 15, 2013
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
Interest:
From and including the original issue date to but excluding October 15, 2015 (the "initial interest payment period"):
10.00% per annum
From and including October 15, 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
1 of 41
10/10/2013 8:53 AM

http://www.sec.gov/Archives/edgar/data/895421/000095010313005952/...
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 will be determined on the related CMS
reference determination date.
Beginning October 15, 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
Quarterly
period:
Interest payment
Unadjusted
period end dates:
Interest payment
Each January 15, April 15, July 15 and October 15, beginning January 15, 2014; provided that if any such day is
dates:
not a business day, that interest payment will be made on the next succeeding business day and no adjustment
will be made to any interest payment made on that succeeding business day.
Interest reset dates:
Each January 15, April 15, July 15 and October 15, beginning October 15, 2015
Maximum interest
rate:
10.00% per annum in any quarterly 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 pricing
$860.70 per security. The estimated value on any subsequent pricing date may be lower than this
date:
estimate, but will in no case be less than $850.40 per security. See "The Securities" on page 3.
Commissions and issue price:
Price to Public(1)(2)
Agent's Commissions(2)
Proceeds to Issuer(3)
Per security
At variable prices
$40
$960
Total
At variable prices
$320,000
$7,680,000
(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 Smith Barney LLC (an
affiliate of the agent) and their financial advisors, of up to $40 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 15.

The securities involve risks not associated with an investment in ordinary debt securities. See "Risk Factors"
beginning on page 10.
The Securities and Exchange Commission and state securities regulators have not approved or disapproved these 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.

2 of 41
10/10/2013 8:53 AM

http://www.sec.gov/Archives/edgar/data/895421/000095010313005952/...

3 of 41
10/10/2013 8:53 AM

http://www.sec.gov/Archives/edgar/data/895421/000095010313005952/...

Fixed to Floating Rate Securities due 2028
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 determination
Two (2) U.S. government securities business days prior to the related interest reset date at the start of
dates:
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 strike:
0.00%
Index reference level:
, which is 59% of the initial index value
Initial index value:
, which is the index closing value on October 9, 2013
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 fifth 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 fifth index business day prior to the related
interest payment date for any interest payment period shall be the index closing value on such fifth
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:
61760QDM3 / US61760QDM33
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 will be at the sole discretion of the calculation agent
and will, 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 all percentages resulting from any
calculation of interest will be rounded to the nearest one hundred-thousandth of a percentage point,
with .000005% rounded up to .00001%. Al dollar amounts used in or resulting from such calculation on
the securities will 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 will 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 Mellon
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). All other clients may contact their local brokerage representative. Third-party distributors
may contact Morgan Stanley Structured Investment Sales at (800) 233-1087.

4 of 41
10/10/2013 8:53 AM

http://www.sec.gov/Archives/edgar/data/895421/000095010313005952/...

Fixed to Floating Rate Securities due 2028
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 years 1 to 2, the securities pay interest at a rate of 10.00% per
annum. Beginning October 15, 2015, interest wil accrue on the securities for each day that the closing value of the S&P 500®
Index is greater than or equal to 59% 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 quarterly interest payment period; subject to the maximum
interest rate of 10.00% 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 on 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 wil 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
with issuing, sel ing, 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
$860.70. The estimated value on any subsequent pricing date may be lower than this estimate, but wil in no case be less than
$850.40 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 the implied interest rate at which our
conventional fixed rate debt trades in the secondary market (the "secondary market credit spread").

What determines the economic terms of the securities?

In determining the economic terms of the securities, 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, sel ing, structuring and hedging costs borne
by you were lower or if the internal funding rate were higher, one or more terms of the securities, such as the interest rate, the
leverage factor, the maximum interest rate, the CMS reference index strike, the index reference level or the barrier level 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?

The price at which MS & Co. purchases the securities in the secondary market, absent changes in market conditions, including
5 of 41
10/10/2013 8:53 AM

http://www.sec.gov/Archives/edgar/data/895421/000095010313005952/...
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.

September 2013
Page 3

6 of 41
10/10/2013 8:53 AM

http://www.sec.gov/Archives/edgar/data/895421/000095010313005952/...

Fixed to Floating Rate Securities due 2028
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 commercially reasonable manner.

September 2013
Page 4

7 of 41
10/10/2013 8:53 AM

http://www.sec.gov/Archives/edgar/data/895421/000095010313005952/...

Fixed to Floating Rate Securities due 2028
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 500 component stocks 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 fifth index
business day prior to the related interest payment date for any interest payment period shall be the index closing value in effect
on such fifth 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 generally 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.

September 2013
Page 5

8 of 41
10/10/2013 8:53 AM

http://www.sec.gov/Archives/edgar/data/895421/000095010313005952/...

Fixed to Floating Rate Securities due 2028
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 quarter in the floating interest rate
period. The examples below are for purposes of illustration only. The examples of the hypothetical floating interest rate that would accrue
on the securities are based both on the level of the CMS reference index level on the applicable CMS reference determination date and on
the total number of calendar days in a quarterly interest payment period on which the index closing value is greater than or equal to the
index reference level.

The actual interest payments during the floating interest rate period will 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 quarterly interest payment period will be determined on a per-annum basis but will apply only to
that interest payment period. The table assumes that the interest payment period contains 90 calendar days. The examples below are for
purposes of illustration only and would provide different results if different assumptions were made.

Hypothetical Interest Rate
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
10
20
30
50
75
90
-3.900%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-3.600%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-3.300%
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%
-2.700%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-2.400%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-2.100%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-1.800%
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%
-1.200%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-0.900%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-0.600%
0.00%
0.00%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
-0.300%
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%
0.300%
1.50%
0.00%
0.1667%
0.3333%
0.5000%
0.8333%
1.2500%
1.5000%
0.600%
3.00%
0.00%
0.3333%
0.6667%
1.0000%
1.6667%
2.5000%
3.0000%
0.900%
4.50%
0.00%
0.5000%
1.0000%
1.5000%
2.5000%
3.7500%
4.5000%
1.200%
6.00%
0.00%
0.6667%
1.3333%
2.0000%
3.3333%
5.0000%
6.0000%
1.500%
7.50%
0.00%
0.8333%
1.6667%
2.5000%
4.1667%
6.2500%
7.5000%
1.800%
9.00%
0.00%
1.0000%
2.0000%
3.0000%
5.0000%
7.5000%
9.0000%
2.000%
10.00%
0.00%
1.1111%
2.2222%
3.3333%
5.5556%
8.3333%
10.0000%
2.300%
10.00%
0.00%
1.1111%
2.2222%
3.3333%
5.5556%
8.3333%
10.0000%
2.600%
10.00%
0.00%
1.1111%
2.2222%
3.3333%
5.5556%
8.3333%
10.0000%
2.900%
10.00%
0.00%
1.1111%
2.2222%
3.3333%
5.5556%
8.3333%
10.0000%
3.200%
10.00%
0.00%
1.1111%
2.2222%
3.3333%
5.5556%
8.3333%
10.0000%
3.500%
10.00%
0.00%
1.1111%
2.2222%
3.3333%
5.5556%
8.3333%
10.0000%
3.800%
10.00%
0.00%
1.1111%
2.2222%
3.3333%
5.5556%
8.3333%
10.0000%
4.100%
10.00%
0.00%
1.1111%
2.2222%
3.3333%
5.5556%
8.3333%
10.0000%
4.400%
10.00%
0.00%
1.1111%
2.2222%
3.3333%
5.5556%
8.3333%
10.0000%
4.700%
10.00%
0.00%
1.1111%
2.2222%
3.3333%
5.5556%
8.3333%
10.0000%
·
If 30CMS is less than or equal to 2CMS on the applicable CMS reference determination date, the floating interest rate will be the
minimum interest rate of 0.00% and no interest will accrue on the securities for such interest period regardless of the total number of
calendar days in the interest payment period on which the index closing value of the S&P 500® Index is greater than or equal to the
9 of 41
10/10/2013 8:53 AM

http://www.sec.gov/Archives/edgar/data/895421/000095010313005952/...
index reference level.

September 2013
Page 6

10 of 41
10/10/2013 8:53 AM