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MORGAN STANLEY Capital/Financing Update 2016

Jan 25, 2016

29766_prs_2016-01-25_8516ab86-2461-43ea-a99d-e239cde168d0.zip

Capital/Financing Update

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Title of Each Class of Securities Offered Maximum Aggregate Offering Price Amount of Registration Fee
Fixed Rate Senior Notes due 2019 $1,998,660,000 $201,265.07
Floating Rate Senior Notes due 2019 $500,000,000 $50,350.00
Fixed Rate Senior Notes due 2026 $2,993,850,000 $301,480.70

PROSPECTUS Dated November 19, 2014 PROSPECTUS SUPPLEMENT Dated November 19, 2014 Pricing Supplement No. 761 to Registration Statement No. 333-200365 Dated January 22, 2016 Rule 424(b)(2)

GLOBAL MEDIUM-TERM NOTES, SERIES F

Fixed Rate Senior Notes Due 2019 Floating Rate Senior Notes Due 2019

Fixed Rate Senior Notes Due 2026

We, Morgan Stanley, are offering the notes described below on a global basis. We may not redeem the Global Medium-Term Notes, Series F, Fixed Rate Senior Notes Due 2019 (the “fixed rate notes due 2019”) or the Global Medium-Term Notes, Series F, Floating Rate Senior Notes Due 2019 (the “floating rate notes due 2019”) prior to the maturities thereof. We may redeem some or all of the Global Medium‑Term Notes, Series F, Fixed Rate Senior Notes Due 2026 (the “fixed rate notes due 2026” and, together with the fixed rate notes due 2019 and the floating rate notes due 2019, the “notes”) at any time on or after July 27, 2016 in accordance with the provisions described in the accompanying prospectus under the heading “Description of Debt Securities—Redemption and Repurchase of Debt Securities—Optional Make-whole Redemption of Debt Securities,” as supplemented by the provisions below.

We will issue the notes only in registered form, which form is further described under “Description of Notes—Forms of Notes” in the accompanying prospectus supplement.

We describe the basic features of the notes in the section of the accompanying prospectus supplement called “Description of Notes.” In addition, we describe the basic features of the fixed rate notes due 2019 and the fixed rate notes due 2026 in the section of the accompanying prospectus called “Description of Debt Securities—Fixed Rate Debt Securities” and we describe the basic features of the floating rate notes due 2019 in the section of the accompanying prospectus called “Description of Debt Securities—Floating Rate Debt Securities,” in each case subject to and as modified by the provisions described below.

With respect to the fixed rate notes due 2019 and the fixed rate notes due 2026, we describe how interest is calculated, accrued and paid, including where a scheduled interest payment date is not a business day (the following unadjusted business day convention), under “Description of Debt Securities—Fixed Rate Debt Securities” in the accompanying prospectus. With respect to the floating rate notes due 2019, we describe how interest is calculated, accrued and paid, including the adjustment of scheduled interest payment dates for business days (except at maturity), under “Description of Debt Securities—Floating Rate Debt Securities” in the accompanying prospectus.

Terms not defined herein have the meanings given to such terms in the accompanying prospectus supplement and prospectus, as applicable.

Investing in the notes involves risks. See “Risk Factors” beginning on page 5 of the accompanying prospectus.

Fixed Rate Notes Due 2019 — Principal Amount: $2,000,000,000 Floating Rate Notes Due 2019 — Principal Amount: $500,000,000
Maturity Date: February 1, 2019 Maturity Date: February 1, 2019
Settlement Date Settlement Date
(Original Issue Date): January 27, 2016 (T+3) (Original Issue Date): January 27, 2016 (T+3)
Interest Accrual Date: January 27, 2016 Interest Accrual Date: January 27, 2016
Issue Price: 99.933% Issue Price: 100.00%
Specified Currency: U.S. dollars Specified Currency: U.S. dollars
Redemption Percentage Redemption Percentage
at Maturity: 100% at Maturity: 100%
Interest Rate: 2.450% per annum Base Rate: LIBOR
(calculated on a 30/360 day Spread (Plus or Minus): Plus 1.375%
count basis) Index Maturity: Three months
Interest Payment Period: Semi-annual Index Currency: U.S. dollars
(continued on the next page) (continued on the next page)

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

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 or prospectus is truthful or complete. Any representation to the contrary is a criminal offense.

MORGAN STANLEY

MUFG

Fixed Rate Notes Due 2019 (continued) — Interest Payment Dates: Each February 1 and August Floating Rate Notes Due 2019 (continued) — Initial Interest Rate: The Base Rate plus 1.375% (to
1, commencing August 1, be determined by the
2016 Calculation Agent on the second
Business Day: New York London banking day prior to the
Business Day Convention: Following unadjusted Original Issue Date)
Minimum Denominations: $1,000 and integral multiples Interest Payment Period: Quarterly
of $1,000 in excess thereof Interest Payment Dates: Each February 1, May 1, August
CUSIP: 61746B DX1 1 and November 1, commencing
ISIN: US61746BDX10 May 1, 2016
Other Provisions: None Interest Reset Period: Quarterly
Interest Reset Dates: Each Interest Payment Date
Interest Determination
Dates: The second London banking day
prior to each Interest Reset Date
Reporting Service: Reuters (Page LIBOR01)
Business Day: New York
Calculation Agent: The Bank of New York Mellon
(as successor to JPMorgan
Chase Bank, N.A. (formerly
known as JPMorgan Chase
Bank))
Minimum Denominations: $1,000 and integral multiples of
$1,000 in excess thereof
CUSIP: 61746B DY9
ISIN: US61746BDY92
Other Provisions: None
Fixed Rate Notes Due 2026 — Principal Amount: $3,000,000,000 Interest Payment Period: Semi-annual
Maturity Date: January 27, 2026 Interest Payment Dates: Each January 27 and July 27,
Settlement Date commencing July 27, 2016
(Original Issue Date): January 27, 2016 (T+3) Business Day: New York
Interest Accrual Date: January 27, 2016 Business Day Convention: Following unadjusted
Issue Price: 99.795% Minimum Denominations: $1,000 and integral multiples
Specified Currency: U.S. dollars of $1,000 in excess thereof
Redemption Percentage CUSIP: 61746B DZ6
at Maturity: 100% ISIN: US61746BDZ67
Interest Rate: 3.875% per annum Other Provisions: Optional make-whole
(calculated on a 30/360 day redemption on or after
count basis) July 27, 2016 (spread over
treasury rate: plus 30
basis points)

PS-2

Supplemental Information Concerning Plan of Distribution; Conflicts of Interest

On January 22, 2016, we agreed to sell to the managers listed below, and they severally agreed to purchase, the principal amounts of notes set forth opposite their respective names below at a net price of 99.683%, plus accrued interest, if any, for the fixed rate notes due 2019, at a net price of 99.75%, plus accrued interest, if any, for the floating rate notes due 2019 and at a net price of 99.345%, plus accrued interest, if any, for the fixed rate notes due 2026, each of which we refer to as the “purchase price” for the respective notes. The purchase price for the fixed rate notes due 2019 equals the stated issue price of 99.933%, plus accrued interest, if any, less a combined management and underwriting commission of 0.25% of the principal amount of the fixed rate notes due 2019, the purchase price for the floating rate notes due 2019 equals the stated issue price of 100.00%, plus accrued interest, if any, less a combined management and underwriting commission of 0.25% of the principal amount of the floating rate notes due 2019 and the purchase price for the fixed rate notes due 2026 equals the stated issue price of 99.795%, plus accrued interest, if any, less a combined management and underwriting commission of 0.45% of the principal amount of the fixed rate notes due 2026 .

Name Principal Amount of Fixed Rate Notes Due 2019 Principal Amount of Floating Rate Notes Due 2019 Principal Amount of Fixed Rate Notes Due 2026
Morgan Stanley & Co. LLC $1,480,000,000 $370,000,000 $2,160,000,000
Mitsubishi UFJ Securities (USA), Inc. 200,000,000 50,000,000 300,000,000
ABN AMRO Securities (USA) LLC 30,000,000
Academy Securities, Inc. 20,000,000 5,000,000
ANZ Securities, Inc. 30,000,000
Barclays Capital Inc. 20,000,000 5,000,000
BB&T Capital Markets, a division of BB&T Securities, LLC 20,000,000 5,000,000
BBVA Securities Inc. 30,000,000
BMO Capital Markets Corp. 20,000,000 5,000,000
BNY Mellon Capital Markets, LLC 20,000,000 5,000,000
Capital One Securities, Inc. 30,000,000
CastleOak Securities, L.P. 30,000,000
Comerica Securities, Inc. 20,000,000 5,000,000
Commerz Markets LLC 20,000,000 5,000,000
Credit Agricole Securities (USA) Inc. 20,000,000 5,000,000
Danske Markets Inc. 30,000,000
Fifth Third Securities, Inc. 30,000,000
FTN Financial Securities Corp. 20,000,000 5,000,000
ING Financial Markets LLC 30,000,000
KeyBanc Capital Markets Inc. 30,000,000
Lloyds Securities Inc. 30,000,000
Mischler Financial Group, Inc. 30,000,000
nabSecurities, LLC 20,000,000 5,000,000
Natixis Securities Americas LLC 20,000,000 5,000,000
RBC Capital Markets, LLC 30,000,000
RBS Securities Inc. 30,000,000
Regions Securities LLC 30,000,000

PS-3

Santander Investment Securities Inc. 20,000,000 5,000,000
Scotia Capital (USA) Inc. 20,000,000 5,000,000
SG Americas Securities LLC 30,000,000
Skandinaviska Enskilda Banken AB (publ) 20,000,000 5,000,000
SunTrust Robinson Humphrey, Inc. 30,000,000
TD Securities (USA) LLC 30,000,000
The Huntington Investment Company 20,000,000 5,000,000
The Williams Capital Group, LP 20,000,000 5,000,000
U.S. Bancorp Investments, Inc. 30,000,000
Total $2,000,000,000 $500,000,000 $3,000,000,000

Morgan Stanley & Co. LLC is our wholly-owned subsidiary. Mitsubishi UFJ Financial Group, Inc., the ultimate parent of Mitsubishi UFJ Securities (USA), Inc. (one of the managers), holds an approximately 22% interest in Morgan Stanley. This offering will be conducted in compliance with the requirements of 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. In accordance with Rule 5121 of FINRA, Morgan Stanley & Co. LLC and Mitsubishi UFJ Securities (USA), Inc. may not make sales in this offering to any discretionary accounts without the prior written approval of the customer.

Skandinaviska Enskilda Banken AB (publ) is not a U.S. registered broker-dealer and, therefore, to the extent that it intends to effect any sales of the notes in the United States, it will do so through one or more U.S. registered broker-dealers as permitted by FINRA regulations.

In addition to the selling and other restrictions set forth in “Plan of Distribution (Conflicts of Interest)” in the accompanying prospectus supplement, the following applies with respect to Canada:

The notes may be sold only to purchasers purchasing, or deemed to be purchasing, as principal that are accredited investors, as defined in National Instrument 45-106 Prospectus Exemptions or subsection 73.3(1) of the Securities Act (Ontario), and are permitted clients, as defined in National Instrument 31-103 Registration Requirements, Exemptions and Ongoing Registrant Obligations. Any resale of the notes must be made in accordance with an exemption from, or in a transaction not subject to, the prospectus requirements of applicable securities laws.

Securities legislation in certain provinces or territories of Canada may provide a purchaser with remedies for rescission or damages if this document (including any amendment thereto) contains a misrepresentation, provided that the remedies for rescission or damages are exercised by the purchaser within the time limit prescribed by the securities legislation of the purchaser’s province or territory. The purchaser should refer to any applicable provisions of the securities legislation of the purchaser’s province or territory for particulars of these rights or consult with a legal advisor.

Pursuant to section 3A.3 (or, in the case of securities issued or guaranteed by the government of a non-Canadian jurisdiction, section 3A.4) of National Instrument 33-105 Underwriting Conflicts (“NI 33-105”), the managers are not required to comply with the disclosure requirements of NI 33-105 regarding underwriter conflicts of interest in connection with this offering.

Validity of the Notes

In the opinion of Davis Polk & Wardwell LLP, as special counsel to Morgan Stanley, when the notes offered by this pricing supplement have been executed and issued by Morgan Stanley, authenticated by the trustee pursuant to the Senior Debt Indenture (as defined in the accompanying prospectus) and delivered against payment as contemplated herein, such notes will be valid and binding obligations of Morgan Stanley, enforceable in accordance with their terms, subject to applicable bankruptcy, insolvency and similar laws affecting creditors’ rights generally, concepts of reasonableness and equitable principles of general applicability (including, without limitation, concepts of good faith, fair dealing and the lack of bad faith), provided that such counsel expresses no opinion as to (i) the effect of fraudulent conveyance, fraudulent transfer or similar provision of applicable law on the conclusions expressed above and (ii) the validity, legally binding effect or enforceability of any provision that permits holders to collect any portion of the stated principal amount upon acceleration of the notes to the extent determined to constitute

PS-4

unearned interest. This opinion is given as of the date hereof and is limited to the laws of the State of New York and the General Corporation Law of the State of Delaware. In addition, this opinion is subject to customary assumptions about the trustee’s authorization, execution and delivery of the Senior Debt Indenture and its authentication of the notes and the validity, binding nature and enforceability of the Senior Debt Indenture with respect to the trustee, all as stated in the letter of such counsel dated November 19, 2014, which is Exhibit 5-a to the Registration Statement on Form S-3 filed by Morgan Stanley on November 19, 2014.

PS-5