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The stated principal amount divided by the initial underlier value rounded to the nearest hundred thousandth. August 29, , November 28, , February 27, and June 1, We also refer to June 1, as the final determination date.

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With respect to each determination date, the third business day after the related determination date, provided that the payment of the contingent quarterly payment, if any, with respect to the final determination date will be made on the maturity date. The securities will not be listed on any securities exchange. Selected dealer: In the event that we make any change to the pricing date or the original issue date, the determination dates and the maturity date may be changed so that the stated term of the securities remains the same. In addition, the maturity date, contingent payment dates and determination dates are subject to postponement.

The physical delivery amount, the initial underlier value and other amounts may change due to stock splits or other corporate actions. Barclays Capital Inc.

Page 2. Additional Terms of the Securities. You should read this document together with the prospectus dated July 19, , as supplemented by the prospectus supplement dated July 19, relating to our Global Medium-Term Notes, Series A, of which the securities are a part.

This document, together with the documents listed below, contains the terms of the securities and supersedes all prior or contemporaneous oral statements as well as any other written materials including preliminary or indicative pricing terms, correspondence, trade ideas, structures for implementation, sample structures, brochures or other educational materials of ours. We urge you to consult your investment, legal, tax, accounting and other advisors before you invest in the securities. You may access these documents on the SEC website at www.

Prospectus supplement dated July 19, Federal Deposit Insurance Corporation or any other governmental agency of the United States, the United Kingdom or any other jurisdiction. In connection with this offering, Morgan Stanley Wealth Management is acting in its capacity as a selected dealer. Our internal pricing models take into account a number of variables and are based on a number of subjective assumptions, which may or may not materialize, typically including volatility, interest rates , and our internal funding rates.

Our internal funding rates which are our internally published borrowing rates based on variables such as market benchmarks, our appetite for borrowing, and our existing obligations coming to maturity may vary from the levels at which our benchmark debt securities trade in the secondary market. Our estimated value on the pricing date is based on our internal funding rates.

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Our estimated value of the securities may be lower if such valuation were based on the levels at which our benchmark debt securities trade in the secondary market. Our estimated value of the securities on the pricing date is expected to be less than the initial issue price of the securities. The difference between the initial issue price of the securities and our estimated value of the securities is expected to result from several factors, including any sales commissions expected to be paid to Barclays Capital Inc.

Our estimated value on the pricing date is not a prediction of the price at which the securities may trade in the secondary market, nor will it be the price at which Barclays Capital Inc. Subject to normal market and funding conditions, Barclays Capital Inc. Assuming that all relevant factors remain constant after the pricing date, the price at which Barclays Capital Inc.

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We made such discretionary election and determined this temporary reimbursement period on the basis of a number of factors, including the tenor of the securities and any agreement we may have with the distributors of the securities. The amount of our estimated costs that we effectively reimburse to investors in this way may not be allocated ratably throughout the reimbursement period, and we may discontinue such reimbursement at any time or revise the duration of the reimbursement period after the initial issue date of the securities based on changes in market conditions and other factors that cannot be predicted.

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You may revoke your offer to purchase the securities at any time prior to the pricing date. We reserve the right to change the terms of, or reject any offer to purchase, the securities prior to their pricing date. In the event of any changes to the terms of the securities, we will notify you and you will be asked to accept such changes in connection with your purchase.

You may also choose to reject such changes in which case we may reject your offer to purchase. Page 3. Investment Summary. Contingent Income Auto-Callable Securities. It is possible that the closing price of the underlier 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 no contingent quarterly payments on certain contingent payment dates or potentially no contingent quarterly payments at all over the term of the securities. If the closing price of the underlier is greater than or equal to the initial underlier value on any determination date other than the final determination date, 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, in which case investors will earn no further contingent quarterly payments.

If the securities have not previously been redeemed and the final underlier value 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 final determination date. Investors in the securities must be willing to accept the risk of losing their entire initial investment and also the risk of not receiving any contingent quarterly payment. In addition, investors will not participate in any appreciation of the underlier.

Key Investment Rationale. If, on any determination date other than the final determination date, the closing price of the underlier is greater than or equal to the initial underlier value, the securities will be automatically redeemed prior to maturity for the stated principal amount per security plus the applicable contingent quarterly payment. The following scenarios reflect the potential payments, if any, on the securities: Scenario 1. On any determination date other than the final determination date, the closing price of the underlier is greater than or equal to the initial underlier value.

Scenario 2.

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Morgan Stanley Wealth Management clients may contact their local Morgan Stanley branch office or our principal executive offices at Broadway, New York, New York telephone number Buyers should rely upon the prospectus, prospectus supplement and any relevant free writing prospectus or pricing supplement for complete details. Supplemental Plan of Distribution. I want a real guy! Mandy Flores. Great video Mandy. Payment or delivery at maturity per security:

The securities are not automatically redeemed prior to maturity and the final underlier value is greater than or equal to the downside threshold level. Scenario 3. The securities are not automatically redeemed prior to maturity and the final underlier value is less than the downside threshold level.

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Investors will lose some and may lose all of their principal in this scenario. Page 4. How the Securities Work. The following diagrams illustrate the potential outcomes for the securities depending on the closing price of the underlier on the determination dates. Diagram 1: Diagram 2: Page 5. Hypothetical Examples. The numbers appearing in the following table and examples may have been rounded for ease of analysis.

The below examples are based on the following terms: Hypothetical Initial Underlier Value: Hypothetical Downside Threshold Level: Hypothetical Exchange Ratio: Hypothetical Contingent Quarterly Payment: The actual contingent quarterly payment will be set on the pricing date and will be at least 2. Stated Principal Amount: The actual initial underlier value, downside threshold level, exchange ratio and contingent quarterly payment applicable to the securities will be determined on the pricing date.

The examples below assume that the securities will be held until maturity or earlier redemption and do not take into account the tax consequences of an investment in the securities. Because the closing price of the underlier is greater than or equal to the initial underlier value on one of the first three determination dates, the securities are automatically redeemed following the relevant determination date. In Examples 3 and 4, the closing price of the underlier on the first three determination dates is less than the initial underlier value, and, consequently, the securities are not automatically redeemed prior to, and remain outstanding until, maturity.

Example 1. Example 2.

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Closing Price. Final Determination Date. Payment at Maturity. In Example 1, the securities are automatically redeemed following the first determination date, as the closing price of the underlier on the first determination date is equal to the initial underlier value. Following the first determination date, you receive the early redemption payment, calculated as follows: In this example, the early redemption feature limits the term of your investment to approximately 3 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 quarterly payments. In Example 2, the securities are automatically redeemed following the third determination date, as the closing price of the underlier on the third determination date is greater than the initial underlier value. In this example, the early redemption feature limits the term of your investment to approximately 9 months and you may not be able to reinvest at comparable terms or returns.

Page 6. Example 3. Example 4.

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Payment per. Payment at. Examples 3 and 4 illustrate the payment at maturity per security based on the final underlier value. In Example 3, the closing price of the underlier remains below the downside threshold level throughout the term of the securities. As a result, you do not receive any contingent quarterly payments during the term of the securities and, at maturity, you are fully exposed to the decline in the closing price of the underlier. Although the final underlier value is less than the initial underlier value, because the final underlier value is still not less 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: Page 7. Risk Factors. An investment in the securities involves significant risks. We also urge you to consult your investment, legal, tax, accounting and other advisors before you invest in the securities. Investing in the securities is not equivalent to investing directly in the underlier.

The following is a non-exhaustive list of certain key risk factors for investors in the securities.