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Barclays Aggregate Index Excess Return represents a hypothetical index constructed from the returns of the Barclays Aggregate Index with the returns of the Cash Index deducted. The risks identified above are not exhaustive. Morgan and the offering of any securities. Volatility represents the annualized standard deviation of the relevant index's arithmetic daily returns since October 29, For purposes of these examples, each index was set equal to at the beginning of the relevant measurement period and returns are calculated arithmetically not compounded. Morgan, any agent, or any dealer participating in the particular offering will arrange to send you the prospectus and the prospectus supplement, as well as any product supplement and term sheet or pricing supplement, if you so request by calling toll-free

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