LONDON--(BUSINESS WIRE)--
| ISSUER | ISIN | CCY | Nominal | Markdown Amount | Remaining Balance | Value date | |||||||
| MORGAN STANLEY | XS0629747022 | GBP | 364,290.00 | 21,000.00 | 343,290.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1084565156 | GBP | 381,770.00 | 17,930.00 | 363,840.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0996772520 | GBP | 2,793,526.00 | 1,000.00 | 2,792,526.00 | 02/09/2016 | |||||||
| MORGAN STANLEY | XS1131309202 | EUR | 811,000.00 | 55,000.00 | 756,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY | XS1029697155 | EUR | 698,000.00 | 58,000.00 | 640,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY | XS0820785250 | EUR | 2,557,000.00 | 100,000.00 | 2,457,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY | XS1042453313 | EUR | 745,000.00 | 33,000.00 | 712,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY | XS0852744654 | EUR | 8,559,000.00 | 20,000.00 | 8,539,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY | XS0991297606 | EUR | 455,000.00 | 45,000.00 | 410,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1060731475 | GBP | 4,425,380.00 | 22,979.00 | 4,402,401.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1084811881 | GBP | 819,750.00 | 3,500.00 | 816,250.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0975851725 | GBP | 368,850.00 | 10,000.00 | 358,850.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0956295041 | GBP | 2,654,671.00 | 41,351.00 | 2,613,320.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0669208018 | EUR | 2,562,000.00 | 70,000.00 | 2,492,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0975413294 | GBP | 1,069,000.00 | 29,000.00 | 1,040,000.00 | 02/09/2016 | |||||||
| WESTPAC BANKING CORPORATION | XS0801654475 | USD | 87,000,000.00 | 87,000,000.00 | 0.00 | 13/07/2016 | |||||||
| MORGAN STANLEY B.V. | XS0669882796 | GBP | 3,496,850.00 | 5,000.00 | 3,491,850.00 | 02/09/2016 | |||||||
| MORGAN STANLEY | XS0691555964 | GBP | 527,458.00 | 43,000.00 | 484,458.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V. | XS0722506481 | GBP | 2,159,956.00 | 70,000.00 | 2,089,956.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V. | XS0831920979 | GBP | 4,136,806.00 | 67,170.00 | 4,069,636.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V. | XS0674426951 | GBP | 859,031.00 | 19,747.00 | 839,284.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V. | XS0742816993 | GBP | 1,845,990.00 | 75,780.00 | 1,770,210.00 | 02/09/2106 | |||||||
| MORGAN STANLEY B.V. | XS1067866076 | GBP | 840,430.00 | 50,000.00 | 790,430.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V. | XS0669882366 | GBP | 1,060,779.00 | 75,000.00 | 985,779.00 | 02/09/2016 | |||||||
| MORGAN STANLEY | XS0580519691 | GBP | 9,028,453.00 | 575,687.00 | 8,452,766.00 | 02/09/2016 | |||||||
| MORGAN STANLEY | XS0580520277 | GBP | 2,335,332.00 | 182,500.00 | 2,152,832.00 | 02/09/2016 | |||||||
| MORGAN STANLEY | XS0604214394 | GBP | 2,672,523.00 | 140,000.00 | 2,532,523.00 | 02/09/2016 | |||||||
| MORGAN STANLEY | XS1003007884 | USD | 1,408,000.00 | 240,000.00 | 1,168,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY & CO INT'L PLC | XS0999556433 | EUR | 17,900,000.00 | 100,000.00 | 17,800,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V. | XS1138832784 | GBP | 388,773.00 | 24,363.00 | 364,410.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V. | XS1289402270 | USD | 3,000,000.00 | 40,000.00 | 2,960,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V. | XS1289423607 | USD | 1,650,000.00 | 100,000.00 | 1,550,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1289415769 | USD | 1,250,000.00 | 240,000.00 | 1,010,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1099723980 | GBP | 630,206.00 | 57,319.00 | 572,887.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1043551883 | GBP | 3,091,535.00 | 8,640.00 | 3,082,895.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0956291305 | GBP | 8,345,000.00 | 380,000.00 | 7,965,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1110971352 | GBP | 2,299,575.00 | 47,441.00 | 2,252,134.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0981909533 | GBP | 2,048,982.00 | 55,731.00 | 1,993,251.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0908826943 | EUR | 435,000.00 | 25,000.00 | 410,000.00 | 02/09/2106 | |||||||
| MORGAN STANLEY B.V | XS1040952837 | GBP | 1,214,280.00 | 173,380.00 | 1,040,900.00 | 02/09/2106 | |||||||
| MORGAN STANLEY | XS1108842813 | EUR | 3,267,000.00 | 20,000.00 | 3,247,000.00 | 02/09/2106 | |||||||
| MORGAN STANLEY | XS0763741633 | GBP | 1,084,946.00 | 5,000.00 | 1,079,946.00 | 02/09/2106 | |||||||
| MORGAN STANLEY & CO INTL PLC | XS1138843476 | EUR | 2,300,000.00 | 50,000.00 | 2,250,000.00 | 02/09/2106 | |||||||
| MORGAN STANLEY B.V | XS0955612170 | USD | 3,752,000.00 | 1,031,000.00 | 2,721,000.00 | 02/09/2106 | |||||||
| MORGAN STANLEY B.V | XS0847971206 | USD | 4,060,000.00 | 70,000.00 | 3,990,000.00 | 02/09/2106 | |||||||
| MORGAN STANLEY | XS0626195209 | GBP | 1,245,497.00 | 146,782.00 | 1,098,715.00 | 02/09/2106 | |||||||
| MORGAN STANLEY B.V | XS1073007244 | GBP | 2,352,304.00 | 21,800.00 | 2,330,504.00 | 02/09/2106 | |||||||
| MORGAN STANLEY B.V. | XS1084305751 | GBP | 2,849,369.00 | 10,003.00 | 2,839,366.00 | 02/09/2106 | |||||||
| MORGAN STANLEY B.V. | XS0956290752 | GBP | 990,956.00 | 9,952.00 | 981,004.00 | 02/09/2106 | |||||||
| MORGAN STANLEY B.V. | XS1289411263 | EUR | 600,000.00 | 15,000.00 | 585,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1023432120 | GBP | 1,767,992.00 | 29,930.00 | 1,738,062.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0966319369 | GBP | 5,525,534.00 | 43,239.00 | 5,482,295.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1099723717 | GBP | 4,805,593.00 | 15,707.00 | 4,789,886.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1048225178 | GBP | 1,591,940.00 | 10,000.00 | 1,581,940.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1289426618 | USD | 1,750,000.00 | 50,000.00 | 1,700,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0578778390 | GBP | 1,979,329.00 | 50,025.00 | 1,929,304.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0605908267 | GBP | 808,576.00 | 18,545.00 | 790,031.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0805377354 | EUR | 1,288,000.00 | 31,000.00 | 1,257,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0664403382 | GBP | 17,500.00 | 17,500.00 | 0.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0731405956 | GBP | 248,384.00 | 21,924.00 | 226,460.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0955858500 | GBP | 2,299,362.00 | 22,884.00 | 2,276,478.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0772552732 | GBP | 504,148.00 | 14,000.00 | 490,148.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0536150153 | GBP | 2,812,362.00 | 17,000.00 | 2,795,362.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0620542398 | GBP | 1,612,270.00 | 26,864.00 | 1,585,406.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0644061599 | GBP | 1,274,181.00 | 57,720.00 | 1,216,461.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0778043405 | GBP | 4,283,078.00 | 29,535.00 | 4,253,543.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0871506662 | GBP | 1,355,088.00 | 73,563.00 | 1,281,525.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0869234087 | GBP | 1,625,938.00 | 15,462.00 | 1,610,476.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0751134809 | GBP | 4,931,689.00 | 21,960.00 | 4,909,729.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS0572325016 | GBP | 1,263,653.00 | 25,500.00 | 1,238,153.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1138840704 | USD | 1,021,000.00 | 145,000.00 | 876,000.00 | 02/09/2016 | |||||||
| MORGAN STANLEY B.V | XS1129692767 | SHS | 3,422.00 | 102.00 | 3,320.00 | 07/09/2016 |
Category Code: MSCU
Sequence Number: 546927
Time of Receipt (offset from UTC): 20160907T160409+0100