0000950103-11-003251.txt : 20110809 0000950103-11-003251.hdr.sgml : 20110809 20110809165024 ACCESSION NUMBER: 0000950103-11-003251 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 5 FILED AS OF DATE: 20110809 DATE AS OF CHANGE: 20110809 SUBJECT COMPANY: COMPANY DATA: COMPANY CONFORMED NAME: MORGAN STANLEY CENTRAL INDEX KEY: 0000895421 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 363145972 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP SEC ACT: 1934 Act SEC FILE NUMBER: 333-156423 FILM NUMBER: 111021515 BUSINESS ADDRESS: STREET 1: 1585 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 212-761-4000 MAIL ADDRESS: STREET 1: 1585 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10036 FORMER COMPANY: FORMER CONFORMED NAME: MORGAN STANLEY DEAN WITTER & CO DATE OF NAME CHANGE: 19980326 FORMER COMPANY: FORMER CONFORMED NAME: DEAN WITTER DISCOVER & CO DATE OF NAME CHANGE: 19960315 FILED BY: COMPANY DATA: COMPANY CONFORMED NAME: MORGAN STANLEY CENTRAL INDEX KEY: 0000895421 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 363145972 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP BUSINESS ADDRESS: STREET 1: 1585 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 212-761-4000 MAIL ADDRESS: STREET 1: 1585 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10036 FORMER COMPANY: FORMER CONFORMED NAME: MORGAN STANLEY DEAN WITTER & CO DATE OF NAME CHANGE: 19980326 FORMER COMPANY: FORMER CONFORMED NAME: DEAN WITTER DISCOVER & CO DATE OF NAME CHANGE: 19960315 FWP 1 dp25676_fwp-ps921.htm FORM FWP
 
 
 
 
 
STRUCTURED INVESTMENTS
Opportunities in Commodities
August 2011
Filed pursuant to Rule 433 dated August 9, 2011
Relating to Preliminary Pricing Supplement No. 921 dated August 9, 2011
to Registration Statement No. 333-156423
Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil
 
Contingent Income Auto-Callable Securities offer the opportunity for investors to earn a contingent quarterly payment of $25.00 to $32.50 (2.50% to 3.25% of the stated principal amount), with respect to each determination date on which the commodity price of the underlying commodity is greater than or equal to 80% of the initial commodity price, which we refer to as the downside threshold level.  In addition, if the commodity price of the underlying commodity is greater than or equal to the initial commodity price on any determination date, the securities will be automatically redeemed for an amount per security equal to the stated principal amount and the contingent quarterly payment.  However, if on any determination date the commodity price of the underlying commodity is less than the initial commodity price, the securities will not be redeemed and if that commodity price is less than the downside threshold level, you will not receive any contingent quarterly payment for that quarterly period. As a result, investors must be willing to accept the risk of not receiving any contingent quarterly payment and also the risk of losing some or all of their principal, which will occur if the securities are not redeemed prior to maturity and the commodity price of the underlying commodity is below the downside threshold level on the final determination date, in which case investors will be exposed to the decline in the commodity price of the underlying commodity and the cash payment investors receive at maturity will be significantly less than the stated principal amount of the securities and could be zero. Accordingly, the securities do not guarantee any return of principal at maturity.  Investors will not participate in any appreciation of the underlying commodity.  The securities are senior unsecured obligations of Morgan Stanley, and all payments on the securities are subject to the credit risk of Morgan Stanley.
SUMMARY TERMS
 
Issuer:
Morgan Stanley
Underlying commodity:
Brent blend crude oil
Aggregate principal amount:
$
Stated principal amount:
$1,000 per security
Issue price:
$1,000 per security
Pricing date:
August     , 2011
Original issue date:
August     , 2011 (3 business days after the pricing date)
Maturity date:
August     , 2012
Early redemption:
If, on any of the first three determination dates, the determination commodity price is greater than or equal to the initial commodity price, the securities will be automatically redeemed for an early redemption payment on the third business day following the related determination date.
Early redemption payment:
The early redemption payment will be an amount equal to (i) the stated principal amount plus (ii) the contingent quarterly payment with respect to the related determination date.
Determination commodity price:
The commodity price on any determination date other than the final determination date
Contingent quarterly payment:
·  If on any determination date, the determination commodity price or the final commodity price, as applicable, is greater than or equal to the downside threshold level, we will pay a contingent quarterly payment of $25.00 to $32.50 (2.50% to 3.25% of the stated principal amount) per security on the related contingent payment date.
·  If on any determination date, the determination commodity price or the final commodity price, as applicable, is less than the downside threshold level, no contingent quarterly payment will be made with respect to that determination date.
Determination dates:
November     , 2011, February    , 2012, May     , 2012 and August    , 2012.  We also refer to August    , 2012 as the final determination date.
Contingent payment dates:
With respect to each determination date other than the final determination date, the third business day after the related determination date.  The payment of the contingent quarterly payment, if any, with respect to the final determination date will be made on the maturity date.
Payment at maturity:
·  If the final commodity price is greater than or equal to the downside threshold level:
(i) the stated principal amount plus (ii) the contingent quarterly payment with respect to the final determination date
 
·  If the final commodity price is less than the downside threshold level:
(i) the stated principal amount times (ii) the commodity performance factor
Commodity performance factor:
The final commodity price divided by the initial commodity price
Downside threshold level:
              , which is equal to 80% of the initial commodity price
Initial commodity price:
The commodity price on the pricing date
Final commodity price:
The commodity price on the final determination date
Commodity price:
On any day, the official settlement price per barrel of Brent blend crude oil on the ICE Futures Europe (“ICE”) of the first nearby month futures contract, as stated in U.S. dollars, as made public by ICE on such day.
CUSIP  / ISIN:
617482VS0 / US617482VS01
Listing:
The securities will 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.”
Commissions and Issue Price:
 
Price to Public
Agent’s Commissions(1)
Proceeds to Issuer
Per security
 
$1,000
$15
$985
Total
 
$
$
$
(1)
Selected dealers, including Morgan Stanley Smith Barney LLC (an affiliate of the agent), and their financial advisors will collectively receive from the Agent, MS & Co., a fixed sales commission of $15.00 for security they sell. See “Supplemental Information regarding plan of distribution; conflicts of interest.” For additional information, see “Supplemental Information Concerning Plan of Distribution; Conflicts of Interest” in the accompanying preliminary pricing supplement and  “Plan of Distribution” in the accompanying prospectus supplement.
You should read this document together with the preliminary pricing supplement describing the offering and the related prospectus supplement and prospectus, each of which can be accessed via the hyperlinks below, before you decide to invest.
 
 
The securities are not bank deposits and are not insured or guaranteed by the Federal Deposit Insurance Corporation or any other governmental agency, nor are they obligations of, or guaranteed by, a bank.
The issuer has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates.  Before you invest, you should read the prospectus in that registration statement and other documents the issuer has filed with the SEC for more complete information about the issuer and this offering.  You may get these documents for free by visiting EDGAR on the SEC Web site at.www.sec.gov. Alternatively, the issuer, any underwriter or any dealer participating in this offering will arrange to send you the prospectus if you request it by calling toll-free 1-800-584-6837.
 
 
 

 
 

Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil
 
Investment Overview
 
The Contingent Income Auto-Callable Securities due August     , 2012, Based on the Performance of Brent Blend Crude Oil, which we refer to as the securities, provide an opportunity for investors to earn a contingent quarterly payment, which is an amount equal to $25.00 to $32.50 (2.50% to 3.25% of the stated principal amount) per security, with respect to each quarterly determination date on which the determination commodity price or the final commodity price, as applicable, is greater than or equal to 80% of the initial commodity price, which we refer to as the downside threshold level.  The contingent quarterly payment, if any, will be payable quarterly on the contingent payment date, which is the third business day after the related determination date.  It is possible that the underlying commodity could remain below the downside threshold level for extended periods of time or even throughout the term of the securities so that you may receive little or no contingent quarterly payments.
 
If the determination commodity price is greater than or equal to the initial commodity price on any of the first three determination dates, the securities will be automatically redeemed for an early redemption payment equal to the stated principal amount plus the contingent quarterly payment with respect to the related determination date.  If the securities have not previously been redeemed and the final commodity price is greater than or equal to the downside threshold level, the payment at maturity will also be the sum of the stated principal amount and the contingent quarterly payment with respect to the related determination date.  However, if the securities have not previously been redeemed and the final commodity price is less than the downside threshold level, investors will be exposed to the decline in the final commodity price, as compared to the initial commodity price, on a 1 to 1 basis and receive a cash payment equal to the product of the stated principal amount and the commodity performance factor, which will be less than 80% of the stated principal amount of the securities and could be zero.  Investors in the securities must be willing to accept the risk of losing their entire principal and also the risk of not receiving any contingent quarterly payment.  In addition, investors will not participate in any appreciation of the underlying commodity.
 
Underlying Commodity Overview
 
The price of Brent blend crude oil to which the return on the securities is linked is on any day, the official settlement price per barrel of Brent blend crude oil on the ICE Futures Europe (“ICE”) of the first nearby month futures contract, as stated in U.S. dollars, as made public by ICE on such day.
 
Information as of market close on August 8, 2011:

Bloomberg Ticker:
CO1
Current Commodity Price:
$103.72
52 Weeks Ago:
$80.16
52 Week High (on 4/10/2011):
$126.65
52 Week Low (on 8/24/2010):
$72.38
 
Underlying Commodity Performance – Daily Commodity Prices
January 1, 2006 to August 8, 2011
 
August 2011
Page 2
 
 

 

Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil

Key Investment Rationale
 
The securities offer investors an opportunity to earn a contingent quarterly payment of $25.00 to $32.50 (2.50% to 3.25% of the stated principal amount) with respect to each determination date on which the determination commodity price or the final commodity price, as applicable, is greater than or equal to 80% of the initial commodity price, which we refer to as the downside threshold level.  The securities may be redeemed prior to maturity for the stated principal amount per security plus the applicable contingent quarterly payment, and the payment at maturity will vary depending on the final commodity price, as follows:
 
Scenario 1
On any of the first three determination dates, the determination commodity price is greater than or equal to the initial commodity price.
§ The securities will be automatically redeemed for (i) the stated principal amount plus (ii) the contingent quarterly payment with respect to the related determination date.
§ Investors will not participate in any appreciation of the underlying commodity from the initial commodity price.
   
Scenario 2
The securities are not automatically redeemed prior to maturity and the final commodity price is greater than or equal to the downside threshold level.
§ The payment due at maturity will be (i) the stated principal amount plus (ii) the contingent quarterly payment with respect to the final determination date.
§ Investors will not participate in any appreciation of the underlying commodity from the initial commodity price.
   
Scenario 3
The securities are not automatically redeemed prior to maturity and the final commodity price is less than the downside threshold level.
§ The payment due at maturity will be the product of the stated principal amount and commodity performance factor. The commodity performance factor is the quotient of final commodity price and initial commodity price.
§ Investors will lose some and may lose all of their principal in this scenario.
 
Summary of Selected Key Risks (see page 12)
 
§
The securities do not guarantee the return of any principal.
 
§
The contingent quarterly payment, if any, is paid on a quarterly basis and is based solely on the determination commodity price on the specified determination dates.
 
§
You will not receive any contingent quarterly payment for any quarterly period where the determination commodity price is less than the downside threshold level.
 
§
Investors will not participate in any appreciation in the underlying commodity.
 
§
The automatic early redemption feature may limit the term of your investment to as short as 3 months.  If the securities are redeemed early, you may not be able to reinvest at comparable terms or returns.
 
§
The market price of the securities will be influenced by many unpredictable factors, including the value and volatility of the price of futures contracts on Brent blend crude oil, and you may receive less, and possibly significantly less, than the stated principal amount per security if you try to sell your securities prior to maturity.
 
§
The securities are subject to the credit risk of Morgan Stanley, and any actual or anticipated changes to its credit ratings or credit spreads may adversely affect the market value of the securities.
 
§
Single commodity prices tend to be more volatile than, and may not correlate with, the prices of commodities generally.
 
§
The return on the securities is linked to a single commodity, and the price of Brent blend crude oil may change unpredictably and affect the value of the securities in unforeseen ways.
 
August 2011
Page 3
 
 

 

Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil

 
§
Suspensions or disruptions of market trading in commodity and related futures markets could adversely affect the price of the securities.
 
§
The securities will not be listed on any securities exchange and secondary trading may be limited.
 
§
The inclusion of commissions and projected profit from hedging in the original issue price is likely to adversely affect secondary market prices.
 
§
Hedging and trading activity by our subsidiaries could potentially adversely affect the value of the securities.
 
§
The calculation agent, which is a subsidiary of the issuer, will make determinations with respect to the securities.
 
§
Investing in the securities is not equivalent to investing directly in the futures contracts on Brent blend crude oil.
 
§
The U.S. federal income tax consequences of an investment in the securities are uncertain.
 
August 2011
Page 4
 
 

 

Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil
 
How the Securities Work
 
The following diagrams illustrate the potential outcomes for the securities depending on (1) the determination commodity price and (2) the final commodity price.
 
Diagram #1: First Three Determination Dates
 
 
 
Diagram #2:  Payment at Maturity If No Automatic Early Redemption Occurs
 
 
For more information about the payout upon an early redemption or at maturity in different hypothetical scenarios, see “Hypothetical Examples” starting on page 10.
 
August 2011
Page 5
 
 

 

Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil
 
Fact Sheet
The securities offered are senior unsecured obligations of Morgan Stanley, do not guarantee any repayment of principal at maturity and have the terms described in the accompanying preliminary pricing supplement, prospectus supplement and the prospectus, as supplemented or modified by these preliminary terms.  The securities provide a contingent quarterly payment of $25.00 to 32.50 (2.50% to 3.25% of the stated principal amount) with respect to each determination date on which the commodity price of the underlying commodity is greater than or equal to the downside threshold level.  The securities will be automatically redeemed if the commodity price of the underlying commodity is greater than or equal to the initial commodity price on any determination date. Investors must be willing to accept the risk of not receiving any contingent quarterly payments and also the risk of losing some or all of their principal, which will occur if the securities are not redeemed prior to maturity and the final commodity price is less than the downside threshold level, in which case you will receive a cash payment significantly less than the stated principal amount per security and you may lose your entire investment. The securities are senior notes issued as part of Morgan Stanley’s Series F Global Medium-Term Notes program.  All payments on the securities are subject to the credit risk of Morgan Stanley.
Expected Key Dates
   
Pricing date:
Original issue date (settlement date):
Maturity date:
August     , 2011
August     , 2011 (3 business days after the pricing date)
August     , 2012
Key Terms
 
Issuer:
Morgan Stanley
Underlying commodity:
Brent blend crude oil
Aggregate principal amount:
$
Stated principal amount:
$1,000 per security
Issue price:
$1,000 per security
Early redemption:
If, on any of the first three determination dates, the determination commodity price is greater than or equal to the initial commodity price, the securities will be automatically redeemed for an early redemption payment on the third business day following the related determination date.
Early redemption payment:
The early redemption payment will be an amount equal to (i) the stated principal amount plus (ii) the contingent quarterly payment with respect to the related determination date.
Determination commodity price:
The commodity price on any determination date other than the final determination date
Contingent quarterly payment:
·  If on any determination date, the determination commodity price or the final commodity price, as applicable, is greater than or equal to the downside threshold level, we will pay a contingent quarterly payment of $25.00 to $32.50 (2.50% to 3.25% of the stated principal amount) per security on the related contingent payment date.
·  If on any determination date, the determination commodity price or the final commodity price, as applicable, is less than the downside threshold level, no contingent quarterly payment will be made with respect to that determination date.
Determination dates:
November     , 2011, February    , 2012, May     , 2012 and August    , 2012.  We also refer to August    , 2012 as the final determination date.
Contingent payment dates:
With respect to each determination date other than the final determination date, the third business day after the related determination date. The payment of the contingent quarterly payment, if any, with respect to the final determination date will be made on the maturity date.
Record date:
One business day prior to the related contingent payment date.
Payment at maturity:
·  If the final commodity price is greater than or equal to the downside threshold level:
(i) the stated principal amount plus (ii) the contingent quarterly payment with respect to the final determination date
 
·  If the final commodity price is less than the downside threshold level:
(i) the stated principal amount times (ii) the commodity performance factor
Commodity performance factor:
The final commodity price divided by the initial commodity price
Downside threshold level:
          , which is equal to 80% of the initial commodity price
Initial commodity price:
The commodity price on the pricing date
Final commodity price:
The commodity price on the final determination date
Commodity price:
On any day, the official settlement price per barrel of Brent blend crude oil on the ICE Futures Europe (“ICE”) of the first nearby month futures contract, as stated in U.S. dollars, as made public by ICE on such day.
Postponement of maturity date:
If the scheduled final determination date is not a trading day or if a market disruption event occurs on that day so that the final determination date is postponed and falls less than two business days prior to the scheduled maturity date, the maturity date of the securities will be postponed to the second business day following that final determination date as postponed.
Risk factors:
Please see “Risk Factors” beginning on page 12.
 
August 2011
Page 6
 
 

 

Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil

 
General Information
 
Listing:
The securities will not be listed on any securities exchange.
CUSIP:
617482VS0
ISIN:
US617482VS01
Minimum ticketing size:
$1,000 / 1 security
Tax considerations:
You should note that the discussion under “United States Federal Taxation” in the accompanying prospectus supplement does not apply to the securities offered under this document and is superseded by the following discussion.
 
Significant aspects of the U.S. federal income tax consequences of an investment in the securities are uncertain.  Our counsel has not rendered an opinion as to the proper treatment of the securities for U.S. federal income tax purposes.  Pursuant to the terms of the securities, you have agreed (in the absence of an administrative determination or judicial ruling to the contrary) to treat a security for U.S. federal income tax purposes as a single financial contract that provides for a contingent quarterly payment that will be treated as gross income to you at the time received or accrued in accordance with your method of tax accounting.
 
 
Assuming this treatment of the securities is respected, the following U.S. federal income tax consequences should result based on current law:
 
 
·      any contingent quarterly payment on the securities should be taxable as ordinary income to a U.S. Holder at the time received or accrued in accordance with the U.S. Holder’s method of accounting for U.S. federal income tax purposes, and
 
 
·      upon sale, exchange, early redemption or settlement of the securities, a U.S. Holder should recognize capital gain or loss equal to the difference between the amount realized and the U.S. Holder’s tax basis in the securities.  Such gain or loss should be short-term capital gain or loss.
 
 
Non-U.S. Holders should note that we currently intend to withhold on any contingent quarterly payment paid to Non-U.S. Holders and will not be required to pay any additional amounts with respect to amounts withheld.  Please read the discussion under “Risk Factors” in this document and the discussion under “United States Federal Taxation” in the accompanying preliminary pricing supplement concerning the U.S. federal income tax consequences of an investment in the securities.
 
On December 7, 2007, the Treasury Department and the Internal Revenue Service (the “IRS”) released a notice requesting comments on the U.S. federal income tax treatment of “prepaid forward contracts” and similar instruments.  The notice focuses on whether to require holders of “prepaid forward contracts” and similar instruments to accrue income over the term of their investment.  It also asks for comments on a number of related topics, including the character of income or loss with respect to these instruments; whether short-term instruments should be subject to any such accrual regime; the relevance of factors such as the exchange-traded status of the instruments and the nature of the underlying property to which the instruments are linked; whether these instruments are or should be subject to the “constructive ownership” regime, which very generally can operate to recharacterize certain long-term capital gain as ordinary income and impose an interest charge; and appropriate transition rules and effective dates.  While it is not clear whether instruments such as the securities would be viewed as similar to the prepaid forward contracts described in the notice, any Treasury regulations or other guidance promulgated after consideration of these issues could materially and adversely affect the tax consequences of an investment in the securities, possibly with retroactive effect.  U.S. Holders should consult their tax advisers regarding the U.S. federal income tax consequences of an investment in the securities, including possible alternative treatments and the issues presented by this notice.
 
Both U.S. and non-U.S. investors considering an investment in the securities should read the discussion under “Risk Factors” in this document and the discussion under “United States Federal Taxation” in the accompanying preliminary pricing supplement and consult their tax advisers regarding all aspects of the U.S. federal income tax consequences of an investment in the securities, including possible alternative treatments, the issues presented by the aforementioned notice and any tax consequences arising under the laws of any state, local or foreign taxing jurisdiction.
Trustee:
The Bank of New York Mellon (as successor trustee to JPMorgan Chase Bank, N.A.)
Calculation agent:
Morgan Stanley Capital Group Inc. (“MSCG”)
 
August 2011
Page 7
 
 

 

Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil

 
Use of proceeds and hedging:
The net proceeds we receive from the sale of the securities will be used for general corporate purposes and, in part, in connection with hedging our obligations under the securities through one or more of our subsidiaries.
 
On or prior to the pricing date, we, through our subsidiaries or others, expect to hedge our anticipated exposure in connection with the securities by taking positions in futures contracts on Brent blend crude oil or positions in any other available instruments that we may wish to use in connection with such hedging.  Such purchase activity could potentially increase the initial commodity price and, as a result, the downside threshold level which is the price at or above which the commodity price must close on each determination date in order for you to earn a contingent quarterly payment and, if the securities are not redeemed prior to maturity, in order for you to avoid being exposed to the negative price performance of the underlying commodity at maturity.  For further information on our use of proceeds and hedging, see “Use of Proceeds and Hedging” in the accompanying preliminary pricing supplement.
Benefit plan investor considerations:
Each fiduciary of a pension, profit-sharing or other employee benefit plan subject to the Employee Retirement Income Security Act of 1974, as amended (“ERISA”) (a “Plan”), should consider the fiduciary standards of ERISA in the context of the Plan’s particular circumstances before authorizing an investment in the securities.  Accordingly, among other factors, the fiduciary should consider whether the investment would satisfy the prudence and diversification requirements of ERISA and would be consistent with the documents and instruments governing the Plan.
 
In addition, we and certain of our subsidiaries and affiliates, including MS & Co., may each be considered a “party in interest” within the meaning of ERISA, or a “disqualified person” within the meaning of the Internal Revenue Code of 1986, as amended (the “Code”), with respect to many Plans, as well as many individual retirement accounts and Keogh plans (also “Plans”).  ERISA Section 406 and Code Section 4975 generally prohibit transactions between Plans and parties in interest or disqualified persons.  Prohibited transactions within the meaning of ERISA or the Code would likely arise, for example, if the securities are acquired by or with the assets of a Plan with respect to which MS & Co. or any of its affiliates is a service provider or other party in interest, unless the securities are acquired pursuant to an exemption from the “prohibited transaction” rules.  A violation of these “prohibited transaction” rules could result in an excise tax or other liabilities under ERISA and/or Section 4975 of the Code for such persons, unless exemptive relief is available under an applicable statutory or administrative exemption.
 
The U.S. Department of Labor has issued five prohibited transaction class exemptions (“PTCEs”) that may provide exemptive relief for direct or indirect prohibited transactions resulting from the purchase or holding of the securities.  Those class exemptions are PTCE 96-23 (for certain transactions determined by in-house asset managers), PTCE 95-60 (for certain transactions involving insurance company general accounts), PTCE 91-38 (for certain transactions involving bank collective investment funds), PTCE 90-1 (for certain transactions involving insurance company separate accounts) and PTCE 84-14 (for certain transactions determined by independent qualified professional asset managers).  In addition, ERISA Section 408(b)(17) and Code Section 4975(d)(20) may provide an exemption for the purchase and sale of securities and the related lending transactions, provided that neither the issuer of the securities nor any of its affiliates has or exercises any discretionary authority or control or renders any investment advice with respect to the assets of the Plan involved in the transaction and provided further that the Plan pays no more, and receives no less, than “adequate consideration” in connection with the transaction (the so-called “service provider” exemption).  There can be no assurance that any of these class or statutory exemptions will be available with respect to transactions involving the securities.
 
Because we may be considered a party in interest with respect to many Plans, the securities may not be purchased, held or disposed of by any Plan, any entity whose underlying assets include “plan assets” by reason of any Plan’s investment in the entity (a “Plan Asset Entity”) or any person investing “plan assets” of any Plan, unless such purchase, holding or disposition is eligible for exemptive relief, including relief available under PTCEs 96-23, 95-60, 91-38, 90-1, 84-14 or the service provider exemption or such purchase, holding or disposition is otherwise not prohibited.  Any purchaser, including any fiduciary purchasing on behalf of a Plan, transferee or holder of the securities will be deemed to have represented, in its corporate and its fiduciary capacity, by its purchase and holding of the securities that either (a) it is not a Plan or a Plan Asset Entity and is not purchasing such securities on behalf of or with “plan assets” of any Plan or with any assets of a governmental, non-U.S. or church plan that is subject to any federal, state, local or non-U.S. law that is substantially similar to the provisions of Section 406 of ERISA or Section 4975 of the Code (“Similar Law”) or (b) its purchase, holding and disposition are eligible for exemptive relief or such purchase, holding and disposition are not prohibited by ERISA or Section 4975 of the Code or any Similar Law.
 
Due to the complexity of these rules and the penalties that may be imposed upon persons involved in
 
August 2011
Page 8
 
 

 

Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil

 
 
non-exempt prohibited transactions, it is particularly important that fiduciaries or other persons considering purchasing the securities on behalf of or with “plan assets” of any Plan consult with their counsel regarding the availability of exemptive relief.
 
Each purchaser and holder of the securities has exclusive responsibility for ensuring that its purchase, holding and disposition of the securities do not violate the prohibited transaction rules of ERISA or the Code or any Similar Law.  The sale of any securities to any Plan or plan subject to Similar Law is in no respect a representation by us or any of our affiliates or representatives that such an investment meets all relevant legal requirements with respect to investments by plans generally or any particular plan, or that such an investment is appropriate for plans generally or any particular plan.
 
However, individual retirement accounts, individual retirement annuities and Keogh plans, as well as employee benefit plans that permit participants to direct the investment of their accounts, will not be permitted to purchase or hold the securities if the account, plan or annuity is for the benefit of an employee of Citigroup Global Markets Inc., Morgan Stanley or Morgan Stanley Smith Barney LLC (“MSSB”) or a family member and the employee receives any compensation (such as, for example, an addition to bonus) based on the purchase of the securities by the account, plan or annuity.
Additional considerations:
Client accounts over which Citigroup Inc., Morgan Stanley, MSSB or any of their respective subsidiaries have investment discretion are not permitted to purchase the securities, either directly or indirectly.
Supplemental information regarding plan of distribution; conflicts of interest:
The agent may distribute the securities through MSSB, as selected dealer, or other dealers, which may include Morgan Stanley & Co. International plc (“MSIP”) and Bank Morgan Stanley AG.  MSSB, MSIP and Bank Morgan Stanley AG are affiliates of Morgan Stanley.  Selected dealers, including MSSB, and their financial advisors will collectively receive from the Agent, Morgan Stanley & Co. LLC, a fixed sales commission of $15 for each security they sell.
 
MS & Co. is our wholly-owned subsidiary. MS & Co. will conduct this offering in compliance with the requirements of FINRA Rule 5121 of the Financial Industry Regulatory Authority, Inc., which is commonly referred to as FINRA, regarding a FINRA member firm’s distribution of the securities of an affiliate and related conflicts of interest.  MS & Co. or any of our other affiliates may not make sales in this offering to any discretionary account.  See “Supplemental Information Concerning Plan of Distribution; Conflicts of Interest” and “Use of Proceeds and Hedging” in the accompanying preliminary pricing supplement.
Contact:
Morgan Stanley Smith Barney clients may contact their local Morgan Stanley Smith Barney 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.

This is a summary of the terms and conditions of the securities.  We encourage you to read the accompanying preliminary pricing supplement, prospectus supplement and prospectus for this offering, which can be accessed via the hyperlinks on the front page of this document.
 
August 2011
Page 9
 
 

 

Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil
 
Hypothetical Examples

The below examples are based on the following terms:
 
Hypothetical Initial Commodity Price:
$110
Hypothetical Downside Threshold Level:
$88, which is 80% of the initial commodity price
Hypothetical Contingent Quarterly Payment:
$28.75 (2.875% of the stated principal amount)
Stated Principal Amount:
$1,000 per security
 
In Examples 1 and 2, the commodity price of the underlying commodity fluctuates over the term of the securities and the determination commodity price is greater than or equal to the hypothetical initial commodity price of $110 on one of the first three determination dates.  Because the determination commodity price is greater than or equal to the initial commodity price on one of the first three determination dates, the securities are automatically redeemed following the relevant determination date.  In Examples 3 and 4, the determination commodity price on the first three determination dates is less than the initial commodity price, and, consequently, the securities are not automatically redeemed prior to, and remain outstanding until, maturity.
 
 
Example 1
Example 2
Determination Dates
Hypothetical Determination Commodity Price
Contingent Quarterly Payment
Early Redemption Amount*
Hypothetical Determination Commodity Price
Contingent Quarterly Payment
Early Redemption Amount
#1
$80
$0
N/A
$90
$28.75
N/A
#2
$120
—*
$1,028.75
$80
$0
N/A
#3
N/A
N/A
N/A
$132
$—*
$1,028.75
Final Determination Date
N/A
N/A
N/A
N/A
N/A
N/A
* The Early Redemption Amount includes the unpaid contingent quarterly payment with respect to the determination date on which the determination commodity price is greater than or equal to the initial commodity price and the securities are redeemed as a result.
 
§
In Example 1, the securities are automatically redeemed following the second determination date as the determination commodity price on the second determination date is greater than the initial commodity price.  You receive the early redemption payment, calculated as follows:
 
stated principal amount + contingent quarterly payment = $1,000 + $28.75 = $1,028.75
 
In this example, the early redemption feature limits the term of your investment to 6 months and you may not be able to reinvest at comparable terms or returns.  If the securities are redeemed early, you will stop receiving contingent payments.
 
§
In Example 2, the securities are automatically redeemed following the third determination date as the determination commodity price on the third determination date is greater than the initial commodity price.  As the determination commodity prices on the first and third determination dates are greater than the downside threshold level, you receive the contingent payment of $28.75 with respect to each such determination date.  Following the third determination date, you receive an early redemption payment of $1,028.75, which includes the contingent quarterly payment with respect to the third determination date.
 
In this example, the early redemption feature limits the term of your investment to 9 months and you may not be able to reinvest at comparable terms or returns.  If the securities are redeemed early, you will stop receiving contingent payments.  Further, although the underlying commodity has appreciated by 20% from its initial commodity price on the third determination date, you only receive $1,028.75 per security and do not benefit from such appreciation.
 
August 2011
Page 10
 
 

 

Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil
 
 
Example 3
Example 4
Determination Dates
Hypothetical Determination Commodity Price
Contingent Quarterly Payment
Early Redemption Amount
Hypothetical Determination Commodity Price
Contingent Quarterly Payment
Early Redemption Amount
#1
$85
$0
N/A
$85
$0
N/A
#2
$80
$0
N/A
$90
$28.75
N/A
#3
$60
$0
N/A
$60
$0
N/A
Final Determination Date
$66
$0
N/A
$104.50
—*
N/A
Payment at Maturity
$600
$1,028.75
* The final contingent quarterly payment, if any, will be paid at maturity.

Examples 3 and 4 illustrate the payment at maturity per security based on the final commodity price.
 
§
In Example 3, the price of the underlying commodity remains below the downside threshold level throughout the term of the securities.  As a result, you do not receive any contingent payments during the term of the securities and, at maturity, you are fully exposed to the decline in the price of the underlying commodity.  Your payment at maturity is calculated as follows:
 
 
$1,000 × ($66/$110) = $600
In this example, you receive a payment at maturity per security which is significantly less than the stated principal amount.
 
§
In Example 4, the price of the underlying commodity decreases to a final commodity price of $104.50.  Although the final commodity price is less than the initial commodity price, because the final commodity price is still greater than the downside threshold level, you receive the stated principal amount plus a contingent quarterly payment with respect to the final determination date.  Your payment at maturity is calculated as follows:
 
 
$1,000 + $28.75 = $1,028.75
In this example, although the final commodity price represents a 5% decline from the initial commodity price, you receive the stated principal amount per security plus the contingent quarterly payment, equal to a total payment of $1,028.75 per security at maturity.
 
August 2011
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Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil
 
Risk Factors
 
The following is a non-exhaustive list of certain key risk factors for investors in the securities.  For further discussion of these and other risks, you should read the section entitled “Risk Factors” in the accompanying preliminary pricing supplement and the accompanying prospectus.  You should also consult your investment, legal, tax, accounting and other advisers before you invest in the securities.
 
§
The securities do not guarantee the return of any principal at maturity.  The terms of the securities differ from those of ordinary debt securities in that the securities do not guarantee the payment of regular interest or the return of any of the principal amount at maturity.  Instead, if the securities have not been automatically redeemed prior to maturity and if the final commodity price is less than the downside threshold level, you will be exposed to the decline in the price of the underlying commodity, as compared to the initial commodity price, on a 1 to 1 basis and such payment will represent a loss of greater than 20% on your initial investment and could be zero.  As there is no minimum payment on the securities, you could lose your entire investment.
 
§
The contingent quarterly payment is based solely on the determination commodity price or the final commodity price, as applicable.  Whether the contingent quarterly payment will be made with respect to a determination date will be based on the determination commodity price or the final commodity price, as applicable.  As a result, you will not know whether you will receive the contingent quarterly payment until the related determination date.  Moreover, because the contingent quarterly payment is based solely on the determination commodity price on a specific determination date or the final commodity price, as applicable, if such determination commodity price or final commodity price is less than the downside threshold level, you will not receive any contingent quarterly payment with respect to such determination date, even if the price of the underlying commodity was greater than or equal to the downside threshold level on other days during the term of the securities.
 
§
You will not receive any contingent quarterly payment for any quarterly period where the determination commodity price is less than the downside threshold level.  A contingent quarterly payment will be made with respect to a quarterly period only if the determination commodity price is greater than or equal to the downside threshold level.  If the determination commodity price remains below the downside threshold level on each determination date over the term of the securities, you will not receive any contingent quarterly payments.
 
§
Investors will not participate in any appreciation in the price of the underlying commodity.  Investors will not participate in any appreciation in the price of the underlying commodity from the initial commodity price, and the return on the securities will be limited to the contingent quarterly payment that is paid with respect to each determination date on which the determination commodity price or the final commodity price, as applicable, is greater than or equal to the downside threshold level.  It is possible that the price of the underlying commodity could be below the downside threshold level on most or all of the determination dates so that you will receive little or no contingent quarterly payments.  If you do not earn sufficient contingent quarterly payments over the term of the securities, the overall return on the securities may be less than the amount that would be paid on a conventional debt security of the issuer of comparable maturity.
 
§
Early redemption risk. The term of your investment in the securities may be limited to as short as three months by the automatic early redemption feature of the securities.  If the securities are redeemed prior to maturity, you will receive no more contingent quarterly payments and may be forced to invest in a lower interest rate environment and may not be able to reinvest at comparable terms or returns.
 
§
Market price influenced by many unpredictable factors.  Several factors, some of which are beyond our control, will influence the value of the securities in the secondary market and the price at which Morgan Stanley & Co. LLC, which we refer to as MS & Co., may be willing to purchase or sell the securities in the secondary market.  We expect that generally the price of the underlying commodity on any day will affect the value of the securities more than any other single factor.  However, because the payout on the securities is not directly correlated to the underlying commodity, the securities will trade differently from the underlying commodity.  Factors that may influence the value of the securities include:
 
 
o
the price of the futures contracts on Brent blend crude oil, including in relation to the downside threshold level, and the volatility (frequency and magnitude of changes in price) of such prices;
 
August 2011
Page 12
 
 

 

Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil

 
 
o
trends of supply and demand for the underlying commodity;
 
 
o
interest and yield rates in the market;
 
 
o
geopolitical conditions and economic, financial, political, regulatory or judicial events that affect the commodities markets generally and which may affect the price of the underlying commodity;
 
 
o
the time remaining until the next determination date and the maturity of the securities; and
 
 
o
any actual or anticipated changes in our credit ratings or credit spreads.
 
The value of the underlying commodity may be, and has recently been, extremely volatile, and we can give you no assurance that the volatility will lessen.  See “Historical Information” below.  You may receive less, and possibly significantly less, than the stated principal amount per security if you try to sell your securities prior to maturity.
 
§
The securities are subject to the credit risk of Morgan Stanley, and any actual or anticipated changes to its credit ratings or credit spreads may adversely affect the market value of the securities.  You are dependent on Morgan Stanley’s ability to pay all amounts due on the securities upon automatic redemption or at maturity, and therefore you are subject to the credit risk of Morgan Stanley.  If Morgan Stanley defaults on its obligations under the securities, your investment would be at risk and you could lose some or all of your investment.  As a result, the market value of the securities prior to maturity will be affected by changes in the market’s view of Morgan Stanley’s creditworthiness.  Any actual or anticipated decline in Morgan Stanley’s credit ratings or increase in the credit spreads charged by the market for taking Morgan Stanley credit risk is likely to adversely affect the market value of the securities.
 
§
Single commodity prices tend to be more volatile than, and may not correlate with, the prices of commodities generally.  The payment at maturity on the securities is linked exclusively to the price of the underlying commodity and not to a diverse basket of commodities or a broad-based commodity index. The price of the underlying commodity may not correlate to, and may diverge significantly from, the prices of commodities generally. Because the securities are linked to the price of a single commodity, they carry greater risk and may be more volatile than a security linked to the prices of multiple commodities or a broad-based commodity index. The price of the underlying commodity may be, and has recently been, highly volatile, and we can give you no assurance that the volatility will lessen.  See “Historical Information” on page 16.
 
§
The return on the securities is linked to a single commodity, and the price of Brent blend crude oil may change unpredictably and affect the value of the securities in unforeseen ways.  Investments, such as the securities, linked to the price of a single commodity such as Brent blend crude oil are subject to significant fluctuations in the price of the commodity over short periods due to a variety of factors. The price of Brent blend crude oil futures is primarily affected by the global demand for and supply of crude oil, but is also influenced significantly from time to time by speculative actions and by currency exchange rates. Demand for refined petroleum products by consumers, as well as the agricultural, manufacturing and transportation industries, affects the price of crude oil. Crude oil’s end-use as a refined product is often as transport fuel, industrial fuel and in-home heating fuel. Potential for substitution in most areas exists, although considerations including relative cost often limit substitution levels. Because the precursors of demand for petroleum products are linked to economic activity, demand will tend to reflect economic conditions. Demand is also influenced by government regulations, such as environmental or consumption policies. In addition to general economic activity and demand, prices for crude oil are affected by political events, labor activity and, in particular, direct government intervention (such as embargos) or supply disruptions in major oil producing regions of the world. Such events tend to affect oil prices worldwide, regardless of the location of the event. Supply for crude oil may increase or decrease depending on many factors. These include production decisions by the Organization of Petroleum Exporting Countries and other crude oil producers. In the event of sudden disruptions in the supplies of oil, such as those caused by war, natural events, accidents or acts of terrorism, prices of oil futures contracts could become extremely volatile and unpredictable. Also, sudden and dramatic changes in the futures market may occur, for example, upon a cessation of hostilities that may exist in countries producing oil, the introduction of new or previously withheld supplies into the market or the introduction of substitute products or commodities.
 
August 2011
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Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil

 
§
Suspensions or disruptions of market trading in commodity and related futures markets could adversely affect the price of the securities.  The commodity markets are subject to temporary distortions or other disruptions due to various factors, including the lack of liquidity in the markets, the participation of speculators and government regulation and intervention.  In addition, U.S. futures exchanges and some foreign exchanges have regulations that limit the amount of fluctuation in futures contract prices which may occur during a single business day.  These limits are generally referred to as “daily price fluctuation limits” and the maximum or minimum price of a contract on any given day as a result of these limits is referred to as a “limit price.”  Once the limit price has been reached in a particular contract, no trades may be made at a different price.  Limit prices have the effect of precluding trading in a particular contract or forcing the liquidation of contracts at disadvantageous times or prices.  These circumstances could adversely affect the price of the underlying commodity and, therefore, the value of the securities.
 
§
The securities will not be listed on any securities exchange and secondary trading may be limited.  The securities will not be listed on any securities exchange.  Therefore, there may be little or no secondary market for the securities.  MS & Co. may, but is not obligated to, make a market in the securities.  Even if there is a secondary market, it may not provide enough liquidity to allow you to trade or sell the securities easily.  Because we do not expect that other broker-dealers will participate significantly in the secondary market for the securities, the price at which you may be able to trade your securities is likely to depend on the price, if any, at which MS & Co. is willing to transact.  If, at any time, MS & Co. were not to make a market in the securities, it is likely that there would be no secondary market for the securities.  Accordingly, you should be willing to hold your securities to maturity.
 
§
The inclusion of commissions and projected profit from hedging in the original issue price is likely to adversely affect secondary market prices.  Assuming no change in market conditions or any other relevant factors, the price, if any, at which MS & Co. is willing to purchase the securities in secondary market transactions will likely be lower than the original issue price, since secondary market prices are likely to exclude commissions paid with respect to the securities and the cost of hedging our obligations under the securities that are included in the original issue price.  The cost of hedging includes the projected profit that our subsidiaries may realize in consideration for assuming the risks inherent in managing the hedging transactions.  These secondary market prices are also likely to be reduced by the costs of unwinding the related hedging transactions.  Our subsidiaries may realize a profit from the expected hedging activity even if investors do not receive a favorable investment return under the terms of the securities or in any secondary market transaction.  In addition, any secondary market prices may differ from values determined by pricing models used by MS & Co., as a result of dealer discounts, mark-ups or other transaction costs.
 
§
Hedging and trading activity by our subsidiaries could potentially affect the value of the securities.  One or more of our subsidiaries expect to carry out hedging activities related to the securities (and possibly to other instruments linked to the underlying commodity), including trading in futures contracts on Brent blend crude oil as well as in other instruments related to Brent blend crude oil.  Some of our subsidiaries also trade in the futures contracts on the underlying commodity and other financial instruments related to the underlying commodity on a regular basis as part of their general commodity trading, proprietary trading and other businesses.  Any of these hedging or trading activities on or prior to the pricing date could potentially increase the initial commodity price and, as a result, the downside threshold level which is the price at or above which the underlying commodity must close on each determination date in order for you to earn a contingent quarterly payment or, if the securities are not redeemed prior to maturity, in order for you to avoid being exposed to the negative performance of the underlying commodity at maturity.  Additionally, such hedging or trading activities during the term of the securities could potentially affect the price of the underlying commodity on the determination dates and, accordingly, whether the securities are automatically redeemed prior to maturity and, if the securities are not redeemed prior to maturity, the payout to you at maturity.
 
§
The calculation agent, which is a subsidiary of the issuer, will make determinations with respect to the securities.  As calculation agent, MSCG will determine the initial commodity price, the final commodity price, the determination commodity price, the contingent quarterly payment, if any, due to you with respect to each determination date, whether the securities will be redeemed following any determination date, whether a market disruption event has occurred, and the payment that you will receive upon an automatic early redemption or at maturity, if any.  Determinations made by MSCG, in its capacity as calculation agent, including with respect to the occurrence or nonoccurrence of market disruption events or calculation of the commodity price in the event of a
 
August 2011
Page 14
 
 

 

Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil
 
market disruption event, may affect the payout to you upon an automatic early redemption or at maturity.  See the section of the accompanying preliminary pricing supplement called “Description of Securities—Market Disruption Event.”
 
§
Investing in the securities is not equivalent to investing directly in the futures contracts or Brent blend crude oil.  Investing in the securities is not equivalent to investing directly in the futures contracts on Brent blend crude oil.  By purchasing the securities, you do not purchase any entitlement to such contracts or Brent blend crude oil. Further, by purchasing the securities, you are taking credit risk of Morgan Stanley and not to any counterparty to such contracts.
 
§
The U.S. federal income tax consequences of an investment in the securities are uncertain.  Please read the discussion under “Fact Sheet – General Information – Tax considerations” in this document and the discussion under “United States Federal Taxation” in the accompanying preliminary pricing supplement (together the “Tax Disclosure Sections”) concerning the U.S. federal income tax consequences of an investment in the securities.  If the IRS were successful in asserting an alternative treatment for the securities, the timing and character of income on the securities might differ significantly from the tax treatment described in the Tax Disclosure Sections.  For example, if the securities were characterized as short-term debt obligations, certain U.S. Holders might be required to accrue ordinary income over the term of the securities, and all or a portion of the gain recognized by a U.S. Holder upon sale, exchange, early redemption or settlement might be characterized as ordinary income.  The issuer does not plan to request a ruling from the IRS regarding the tax treatment of the securities, and the IRS or a court may not agree with the tax treatment described in the Tax Disclosure Sections.  On December 7, 2007, the Treasury Department  and the IRS released a notice requesting comments on the U.S. federal income tax treatment of “prepaid forward contracts” and similar instruments.  While it is not clear whether the securities would be viewed as similar to the prepaid forward contracts described in the notice, it is possible that any Treasury regulations or other guidance issued after consideration of these issues could materially and adversely affect the tax consequences of an investment in the securities, possibly with retroactive effect.  The notice focuses on a number of issues, the most relevant of which for holders of the securities are the character and timing of income or loss and the degree, if any, to which income realized by non-U.S. investors should be subject to withholding tax.  Non-U.S. Holders should note that we currently intend to withhold on any contingent quarterly payment paid to Non-U.S. Holders and will not be required to pay any additional amounts with respect to amounts withheld.  Both U.S. and Non-U.S. Holders should consult their tax advisers regarding the U.S. federal income tax consequences of an investment in the securities, including possible alternative treatments, the issues presented by this notice and any tax consequences arising under the laws of any state, local or foreign taxing jurisdictions.

August 2011
Page 15
 
 

 

Contingent Income Auto-Callable Securities due August   , 2012
Based on the Performance of Brent Blend Crude Oil

Historical Information
 
The following table sets forth the published high and low daily official settlement prices, as well as end-of-quarter daily official settlement prices, of the underlying commodity for each quarter in the period from January 1, 2006 through August 8, 2011.  The commodity price on August 8, 2011 was $103.72.  We obtained the information in the table below from Bloomberg Financial Markets, without independent verification.  The historical values of the underlying commodity should not be taken as an indication of future performance, and no assurance can be given as to the price of the underlying commodity on the valuation date.
 
Brent Blend Crude Oil
High ($)
Low ($)
Period End ($)
2006
     
First Quarter
66.59
58.15
65.91
Second Quarter
74.64
65.91
73.51
Third Quarter
78.30
60.12
62.48
Fourth Quarter
64.62
57.87
60.86
2007
     
First Quarter
68.10
51.70
68.10
Second Quarter
72.18
64.44
71.41
Third Quarter
80.03
68.69
79.17
Fourth Quarter
95.76
76.58
93.85
2008
     
First Quarter
107.55
86.62
100.30
Second Quarter
140.31
100.17
139.83
Third Quarter
146.08
89.22
98.17
Fourth Quarter
95.33
36.61
45.59
2009
     
First Quarter
53.50
39.55
49.23
Second Quarter
71.79
48.44
69.30
Third Quarter
75.51
60.43
69.07
Fourth Quarter
79.69
67.20
77.93
2010
     
First Quarter
82.70
69.59
82.70
Second Quarter
88.94
69.55
75.01
Third Quarter
82.68
71.45
82.31
Fourth Quarter
94.75
81.10
94.75
2011
     
First Quarter
117.36
93.33
117.36
Second Quarter
126.65
105.12
112.48
Third Quarter (through August 8, 2011)
118.78
103.72
103.72

 
August 2011
Page 16
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