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<SEC-DOCUMENT>0001325358-07-000017.txt : 20070118
<SEC-HEADER>0001325358-07-000017.hdr.sgml : 20070118
<ACCEPTANCE-DATETIME>20070118171929
ACCESSION NUMBER:		0001325358-07-000017
CONFORMED SUBMISSION TYPE:	NSAR-B/A
PUBLIC DOCUMENT COUNT:		4
CONFORMED PERIOD OF REPORT:	20061031
FILED AS OF DATE:		20070118
DATE AS OF CHANGE:		20070118
EFFECTIVENESS DATE:		20070118

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			MORGAN STANLEY  INSURED MUNICIPAL INCOME TRUST
		CENTRAL INDEX KEY:			0000885601
		IRS NUMBER:				133647663
		STATE OF INCORPORATION:			MA
		FISCAL YEAR END:			1031

	FILING VALUES:
		FORM TYPE:		NSAR-B/A
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-06590
		FILM NUMBER:		07538557

	BUSINESS ADDRESS:	
		STREET 1:		C/O MORGAN STANLEY TRUST
		STREET 2:		HARBORSIDE FINANCIAL CENTER, PLAZA TWO
		CITY:			JERSEY CITY
		STATE:			NJ
		ZIP:			07311
		BUSINESS PHONE:		(212) 869-6397

	MAIL ADDRESS:	
		STREET 1:		NULL

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	MORGAN STANLEY DEAN WITTER INSURED MUNICIPAL INCOME TRUST
		DATE OF NAME CHANGE:	19981221

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	INTERCAPITAL INSURED MUNICIPAL INCOME TRUST
		DATE OF NAME CHANGE:	19930211

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	INTERCAPITAL INSURED MUNICIPAL TRUST II
		DATE OF NAME CHANGE:	19930112
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000 G000000 Y
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000 I000000 6.1
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001 B000000 811-06590
001 C000000 2127625260
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014 B000019 8-00000
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014 B000020 8-44766
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014 B000021 8-45262
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014 B000022 8-37795
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014 A000024 PRIME DEALER SERVICES CORP.
014 B000024 8-47025
014 A000025 VAN KAMPEN FUNDS INC.
014 B000025 8-19412
015 A000001 THE BANK OF NEW YORK
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022 B000001 13-3224016
022 C000001     45840
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022 B000002 13-5674085
022 C000002     33905
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022 A000003 CITIGROUP GLOBAL MARKETS INC.
022 B000003 11-2418191
022 C000003     11704
022 D000003     18823
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022 B000004 13-3224016
022 C000004      8800
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022 B000005 13-5108880
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022 B000006 13-3299429
022 C000006     10416
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022 B000007 13-3873456
022 C000007      4422
022 D000007      2345
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022 B000008 41-0953246
022 C000008      6705
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022 B000009 13-2518466
022 C000009      6181
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022 B000010 95-2495390
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SIGNATURE   Sonya Martirosyan
TITLE        Superviser
</TEXT>
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<DOCUMENT>
<TYPE>EX-99.77B ACCT LTTR
<SEQUENCE>2
<FILENAME>exh77b.htm
<DESCRIPTION>ACC LTTR
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<PRE>


REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To the Board of Directors, Trustees and Shareholders of
Morgan Stanley New York Quality Municipal Securities:
In planning and performing our audit of the financial statements of Morgan Stanley New York Quality Municipal Securities (the &#147;Trust&#148;) as of and for the year ended October 31, 2006 (on which we have issued our report dated January 12, 2007), in accordance with the standards of the Public Company Accounting Oversight Board (United States), we considered its internal control over financial reporting, including control activities for safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-SAR, but not for the purpose of expressing an opinion on the effectiveness of the Trust&#146;s internal control over financial reporting.  Accordingly, we express no such opinion.
The management of the Trust is responsible for establishing and maintaining effective internal control over financial reporting.  In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls.  The Trust&#146;s internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles.  Such internal control includes policies and procedures that provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a Trust&#146;s assets that could have a material effect on the financial statements.
Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements.  Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.
A control deficiency exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis.  A significant deficiency is a control deficiency, or combination of control deficiencies, that adversely affect the Trust&#146;s ability to initiate, authorize, record, process or report  external financial data reliably in accordance with generally accepted accounting principles such that there is more than a remote likelihood that a misstatement of the Trust&#146;s annual or interim financial statements that is more than inconsequential will not be prevented or detected.  A material weakness is a significant deficiency, or combination of significant deficiencies, that results in more than a remote likelihood that a material misstatement of the annual or interim financial statements will not be prevented or detected.
Our consideration of the Trust&#146;s internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in  internal control that might be significant deficiencies or material weaknesses under standards established by the Public Company Accounting Oversight Board (United States).  However, as discussed below, we noted the following deficiency in the design of the Trust&#146;s internal control over financial reporting, that we consider to be a material weakness, as defined above, as of October 31, 2006.

The Trust&#146;s controls related to the review and analysis of the relevant terms and conditions of certain transfers of securities were not designed to appropriately determine whether the transfers qualified for sale accounting under the provisions of Statement of Financial Accounting Standards No. 140 "Accounting for Transfers and Servicing of Financial Assets and Extinguishments of Liabilities." Although this weakness did not result in an actual misstatement, there is more than a remote likelihood that a material error could occur and not be detected.  The financial statement line items that could be impacted as a result of improperly recognizing transfers of securities as a sale rather than secured borrowings are assets and liabilities generally by corresponding and equal amounts, and to increase interest income and interest expense generally by corresponding and equal amounts. Additionally, certain ratios reported in the financial highlights could be impacted.  This material weakness was considered in 
determining the nature, timing, and extent of audit tests applied in our audit of the financial statements as of and for the year ended October 31, 2006, of the Trust and this report does not affect our report on such financial statements.
This report is intended solely for the information and use of shareholders, management and the Board of Directors and Trustees of Morgan Stanley New York Quality Municipal Securities and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.


New York, New York
January 12, 2007

















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<DOCUMENT>
<TYPE>EX-99.77D POLICIES
<SEQUENCE>3
<FILENAME>exhib77d.htm
<DESCRIPTION>POLICIES
<TEXT>
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<HEAD></HEAD>
<BODY>
<PRE>
Item 77(D)
Morgan Stanley New York Quality Municipal Securities (the
"Fund")

The Board recently approved the following:

The Fund may enter into interest rate swaps and may purchase
or sell interest rate caps, floors and collars. The Fund
expects to enter into these transactions primarily to manage
interest rate risk, hedge portfolio positions and preserve a
return or spread on a particular investment or portion of
its portfolio. The Fund may also enter into these
transactions to protect against any increase in the price of
securities the Fund anticipates purchasing at a later date.
The Fund does not intend to use these transactions as
speculative investments and will not enter into interest
rate swaps or sell interest rate caps or floors where it
does not own or have the right to acquire the underlying
securities or other  instruments providing the income stream
the Fund may be obligated to pay. Interest rate swaps
involve the exchange by the Fund with another party of their
respective commitments to pay or receive interest, e.g., an
exchange of floating rate payments for fixed-rate payments.
The purchase of an interest rate cap entitles the purchaser,
to the extent that a specified index exceeds a predetermined
interest rate, to receive payments of interest on a
contractually-based principal amount from the party selling
the interest rate cap. The purchase of an interest rate
floor entitles the purchaser, to the extent that a specified
index falls below a predetermined interest rate, to receive
payments of interest on a contractually-based principal
amount from the party selling the interest rate floor. An
interest rate collar combines the elements of purchasing a
cap and selling a floor. The collar protects against an
interest rate rise above the maximum amount but foregoes the
benefit of an interest rate decline below the minimum
amount.

The Fund may enter into interest rate swaps, caps, floors
and collars on either an asset-based or liability-based
basis, and will usually enter into interest rate swaps on a
net basis, i.e., the two payment streams are netted out,
with the Fund receiving or paying, as the case may be, only
the net amount of the two payments. The net amount of the
excess, if any, of the Fund's obligations over its
entitlements with respect to each interest rate swap will be
accrued on a daily basis and the Fund segregates an amount
of cash and/or liquid securities having an aggregate net
asset value at least equal to the accrued excess. If the
Fund enters into an interest rate swap on other than a net
basis, the Fund would segregate the full amount accrued on a
daily basis of the Fund's obligations with respect to the
swap. Interest rate transactions do not constitute senior
securities under the 1940 Act when the Fund segregates
assets to cover the obligations under the transactions. The
Fund will enter into interest rate swap, cap or floor
transactions only with counterparties approved by the Fund's
Board of Trustees.  The Adviser will monitor the
reditworthiness of counterparties to the Fund's interest
rate swap, cap, floor and collar transactions on an ongoing
basis. If there is a default by the other party to such a
transaction, the Fund will have contractual remedies
pursuant to the agreements related to the transaction. To
the extent the Fund sells (i.e., writes) caps, floors and
collars, it will segregate cash and/or liquid securities
having an aggregate net asset value at least equal to the
full amount, accrued on a daily basis, of the Fund's net
obligations with respect to the caps, floors or collars. The
use of interest rate swaps is a highly specialized activity
which involves investment techniques and risks different
from those associated with
ordinary portfolio securities transactions. If the Adviser
is incorrect in its forecasts of the market values, interest
rates and other applicable factors, the investment
performance of the Fund would diminish compared with what it
would have been if these investment techniques were not
used. The use of interest rate swaps, caps, collars and
floors may also have the effect of shifting the recognition
of income between current and future periods.

These transactions do not involve the delivery of securities
or other underlying assets or principal. Accordingly, the
risk of loss with respect to interest rate swaps is limited
to the net amount of interest payments that the Fund is
contractually obligated to make. If the other party to an
interest rate swap defaults, the Fund's risk of loss
consists of the net amount of interest payments that the
Fund contractually is entitled to receive.
August 24, 2006
Supplement

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<TYPE>EX-99.77O RULE 10F-3
<SEQUENCE>4
<FILENAME>exhib77o.htm
<DESCRIPTION>RULE 10F-3
<TEXT>
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<PRE>
              Morgan Stanley New York Quality Municipal Securities
                          Item 77(O) 10F-3 Transactions
                         May 1, 2006 - October 31, 2006



Securi  Purch   Size   Offeri  Total   Amount    % of    % of
  ty     ase/    of      ng    Amount    of     Offeri  Funds   Broker  Purcha
Purcha  Trade  Offeri  Price     of    Shares     ng    Total     s       sed
  sed    Date    ng      of   Offerin  Purcha   Purcha  Assets           From
                       Shares    g       sed      sed
                                         By       By
                                        Fund     Fund
Puerto  5/18/    -     $102.6 $740,00  1,000,    0.14%  1.16%   Goldma  Goldma
 Rico     06             3     0,000     000                      n,       n
Govern                                                          Sachs    Sachs
 ment                                                           & Co.,
Develo                                                          Lehman
 pment                                                          Brothe
 Bank                                                            rs,
 2006                                                            Banc
Series                                                            of
   B                                                            Americ
                                                                  a
                                                                Securi
                                                                 ties
                                                                 LLC,
                                                                JPMorg
                                                                 an,
                                                                Morgan
                                                                Stanle
                                                                  y,
                                                                Raymon
                                                                  d
                                                                James
                                                                  &
                                                                Associ
                                                                ates,
                                                                Inc.,
                                                                Wachov
                                                                  ia
                                                                Bank,
                                                                Nation
                                                                  al
                                                                Associ
                                                                ation,
                                                                Citigr
                                                                 oup,
                                                                Merril
                                                                  l
                                                                Lynch
                                                                & Co.,
                                                                Popula
                                                                  r
                                                                Securi
                                                                ties,
                                                                Samuel
                                                                  A
                                                                Ramire
                                                                 z &
                                                                 Co.




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