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MORGAN STANLEY Capital/Financing Update 2012

Oct 2, 2012

29766_rns_2012-10-02_09ac5928-cb53-493b-8c1b-9756d181c4d8.zip

Capital/Financing Update

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Pricing Sheet dated September 28, 2012 relating to Preliminary Terms No. 353 dated September 26, 2012 Registration Statement No. 333-178081 Filed pursuant to Rule 433

STRUCTURED INVESTMENTS

Opportunities in International Equities

PLUS Based on the iShares ® MSCI EAFE Index Fund due November 4, 2013

Performance Leveraged Upside Securities SM

PRICING TERMS – SEPTEMBER 28, 2012 — Issuer: Morgan Stanley
Maturity date: November 4, 2013
Underlying shares: Shares of the iShares ® MSCI EAFE Index Fund
Aggregate principal amount: $2,546,000
Payment at maturity: If the final share price is greater than the initial share price:
$10 + leveraged upside payment
In no event will the payment at maturity exceed the maximum payment at maturity.
If the final share price is less than or equal to the initial share price:
$10 x share performance factor
This amount will be less than or equal to the stated principal amount of $10.
Leveraged upside payment: $10 x leverage factor x share percent increase
Share percent increase: (final share price – initial share price) / initial share price
Share performance factor: final share price / initial share price
Initial share price: $53.00, which is the closing price of one underlying share on the pricing date
Final share price: The closing price of one underlying share on the valuation date times the adjustment factor on such date
Adjustment factor: 1.0, subject to adjustment in the event of certain events affecting the underlying shares
Valuation date: October 30, 2013, subject to postponement for non-trading days and certain market disruption events
Leverage factor: 300%
Maximum payment at maturity: $11.95 per PLUS (119.5% of the stated principal amount)
Stated principal amount: $10 per PLUS
Issue price: $10 per PLUS
Pricing date: September 28, 2012
Original issue date: October 3, 2012 (3 business days after the pricing date)
CUSIP: 61755S727
ISIN: US61755S7273
Listing: The PLUS 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” in the accompanying preliminary terms.
Commissions and issue price: Price to public Agent’s commissions (1) Proceeds to issuer
Per PLUS $10.00 $0.20 $9.80
Total $2,546,000 $50,920 $2,495,080

(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 $0.20 for each PLUS they sell. For additional information, see “Supplemental information regarding plan of distribution; conflicts of interest” in the accompanying preliminary terms and “Plan of Distribution (Conflicts of Interest)” in the accompanying product supplement for PLUS.

The PLUS are not bank deposits and are not insured by the Federal Deposit Insurance Corporation or any other governmental agency, nor are they obligations of, or guaranteed by, a bank.

You should read this document together with the preliminary terms describing the offering and the related product supplement, index supplement and prospectus, each of which can be accessed via the hyperlinks below.

EFPlaceholder Preliminary Terms No. 353 dated September 26, 2012

EFPlaceholder Product Supplement for PLUS dated August 17, 2012

EFPlaceholder Index Supplement dated November 21, 2011

EFPlaceholder Prospectus dated November 21, 2011

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.