FORM 2 - Corporate Substantial Shareholder Notice   1. Name of listed corporation: Yanzhou Coal Mining Co. Ltd. - H Shares  2. Stock code: 01171 3. Class of shares: H Shares  4. Number of issued shares in class: 1,958,400,000 5. Name of substantial shareholder: Morgan Stanley  6. Registered office: 1585 Broadway, New York 10036, New York, USA 7. Principal place of business in Hong Kong: No place of business in Hong Kong  13. Exchange on which listed: New York Stock Exchange 14. Name of listed parent and exchange on which parent is listed: N/A  15. Date of relevant event: 12/06/2009 (dd/mm/yyyy) 16. Date when the substantial shareholder became aware of the relevant event/ interest in the shares (if later): 15/06/2009 (dd/mm/yyyy) 17. Details of relevant event:   Relevant event code describing circumstances Code describing capacity in which shares were/are held Number of shares bought/sold or involved Currency of transaction On Exchange Off Exchange Before relevant event After relevant event Highest price per share Average price per share Average consideration per share Consideration code Long position 103 205 205 1,727,362 HKD 11.324 11.203 18. Total shares immediately before the relevant event:   Total number of shares Percentage figure (%) Long Position 97,355,596 4.97 Short Position 53,609,000 2.74 19. Total shares immediately after the relevant event:   Total number of shares Percentage figure (%) Long Position 99,172,708 5.06 Short Position 53,618,000 2.74 20. Capacity in which interests disclosed in Box 19 are held: Code describing capacity Number of shares 205 Long position 99,172,708 Short position 53,618,000 21. Further information in respect of derivative interests: Code describing derivatives Number of shares Nil   22. Further information in relation to interests of corporations controlled by substantial shareholder: Name of controlled corporation Address and place of incorporation Name of controlling shareholder % control Direct interest Number of shares Morgan Stanley Capital Management L.L.C. 1585 Broadway, New York 10036, New York, USA (Delaware) Morgan Stanley 100.00 N Long position 98,306,108 Short position 53,401,000 Morgan Stanley International Incorporated 1585 Broadway, New York 10036, New York, USA (Delaware) Morgan Stanley 90.00 N Long position 98,306,108 Short position 53,401,000 Morgan Stanley Commercial Financial Services, Inc. 1585 Broadway, New York, NY 10036, USA. Place of incorporation: Delaware Morgan Stanley 100.00 N Long position 1,996,880 Short position 0 Morgan Stanley Tower LLC 1585 Broadway, New York, NY 10036, USA. Place of incorporation: Delaware Morgan Stanley 100.00 N Long position 1,996,880 Short position 0 Morgan Stanley Domestic Holdings, Inc. 1585 Broadway, New York, 10036, New York, U.S.A. Place of Incorporation: Delaware Morgan Stanley Capital Management, L.L.C. 100.00 N Long position 98,306,108 Short position 53,401,000 Morgan Stanley International Incorporated 1585 Broadway, New York, 10036, New York, U.S.A. Place of incorporation: Delaware. Morgan Stanley Domestic Holdings, Inc. 10.00 N Long position 98,306,108 Short position 53,401,000 Morgan Stanley International Holdings Inc. Corporation Trust Center, 1209 Orange Street, Wilmington, DE19801, U.S.A. Place of incorporation: Delaware. Morgan Stanley 72.00 N Long position 76,233,880 Short position 20,000 Morgan Stanley International Holdings Inc. Corporation Trust Center, 1209 Orange Street, Wilmington, DE19801, U.S.A. Place of incorporation: Delaware. Morgan Stanley Domestic Holdings, Inc. 10.00 N Long position 76,233,880 Short position 20,000 Morgan Stanley International Holdings Inc. Corporation Trust Center, 1209 Orange Street, Wilmington, DE19801, U.S.A. Place of incorporation: Delaware. Morgan Stanley International Incorporated 18.00 N Long position 76,233,880 Short position 20,000 Morgan Stanley Asia Pacific (Holdings) Limited P.O. Box 309GT Ugland House South Church Street George Town, Grand Cayman Cayman Islands Place of Incorporation: Cayman Island Morgan Stanley International Holdings Inc. 100.00 N Long position 74,237,000 Short position 20,000 Morgan Stanley Asia Regional (Holdings) III LLC Corporation Trust Center, 1209 Orange Street, Wilmington, DE19801, U.S.A. Place of incorporation: Delaware. Morgan Stanley Asia Pacific (Holdings) Limited 100.00 N Long position 74,237,000 Short position 0 Morgan Stanley (Singapore) Holdings Pte Ltd. #16-01 Capital Square, 23 Church Street, Singapore 049481. Place of incoporation: Singapore. Morgan Stanley Asia Regional (Holdings) III LLC 100.00 N Long position 74,237,000 Short position 0 Morgan Stanley Investment Management Company #16-01 Capital Square, 23 Church Street, Singapore 049481.Place of incoporation: Singapore. Morgan Stanley (Singapore) Holdings Pte Ltd. 100.00 Y Long position 74,237,000 Short position 0 Morgan Stanley International Limited 25 Cabot Square, Canary Wharf, London E14 4QA, England. Place of incorporation: England & Wales. Morgan Stanley International Incorporated 100.00 N Long position 20,810,228 Short position 53,381,000 Morgan Stanley Group (Europe) 25 Cabot Square, Canary Wharf, London E14 4QA, England. Place of incorporation: England & Wales. Morgan Stanley International Limited 98.30 N Long position 20,810,228 Short position 53,381,000 Morgan Stanley UK Group 25 Cabot Square, Canary Wharf, London E14 4QA, England. Place of incorporation: England & Wales. Morgan Stanley Group (Europe) 100.00 N Long position 20,810,228 Short position 53,381,000 Morgan Stanley & Co. International plc. 25 Cabot Square, Canary Wharf, London E14 4QA, England. Place of incorporation: England & Wales. Morgan Stanley UK Group 100.00 Y Long position 20,810,228 Short position 53,381,000 Morgan Stanley Asset & Investment Trust Management Co., Limited Corporation Trust Center, 1209 Orange Street, Wilmington, DE19801, U.S.A. Place of incorporation: Delaware. Morgan Stanley International Incorporated 100.00 Y Long position 968,000 Short position 0 Morgan Stanley & Co, Inc. Corporation Trust Center, 1209 Orange Street, Wilmington, DE19801, U.S.A. Place of incorporation: Delaware Morgan Stanley 100.00 Y Long position 662,610 Short position 19,000 Morgan Stanley & Co, Inc. Corporation Trust Center, 1209 Orange Street, Wilmington, DE19801, U.S.A. Place of incorporation: Delaware Morgan Stanley 100.00 N Long position 1,996,880 Short position 0 MS Financing Inc. 1585 Broadway, New York, NY 10036, USA. Place of incorporation: Delaware Morgan Stanley Tower LLC 100.00 N Long position 1,996,880 Short position 0 MS Beta Holdings LLC 2000 Westchester Avenue, Purchase, NY 10577, USA. Place of incorporation: Delaware MS Financing Inc. 100.00 N Long position 1,996,880 Short position 0 MS Alpha Holdings LLC 2000 Westchester Avenue, Purchase, NY 10577, USA. Place of incorporation: Delaware Morgan Stanley & Co, Inc. 100.00 N Long position 1,996,880 Short position 0 MS Gamma Holdings LLC 2000 Westchester Avenue, Purchase, NY 10577, USA. Place of incorporation: Delaware Morgan Stanley International Holdings Inc. 100.00 N Long position 1,996,880 Short position 0 Morgan Stanley JV Holdings LLC 2000 Westchester Avenue, Purchase, NY 10577, USA. Place of incorporation: Delaware Morgan Stanley Commercial Financial Services, Inc. 0.29 N Long position 1,996,880 Short position 0 Morgan Stanley JV Holdings LLC 2000 Westchester Avenue, Purchase, NY 10577, USA. Place of incorporation: Delaware MS Alpha Holdings LLC 65.87 N Long position 1,996,880 Short position 0 Morgan Stanley JV Holdings LLC 2000 Westchester Avenue, Purchase, NY 10577, USA. Place of incorporation: Delaware MS Beta Holdings LLC 33.84 N Long position 1,996,880 Short position 0 Morgan Stanley Smith Barney Holdings LLC 2000 Westchester Avenue, Purchase, NY 10577, USA. Place of incorporation: Delaware Morgan Stanley JV Holdings LLC 51.00 Y Long position 1,996,880 Short position 0 Morgan Stanley Capital Services Inc. Corporation Trust Center, 1209 Orange Street, Wilmington, DE 19801 USA. Place of incorporation: Cayman Islands. Morgan Stanley 100.00 Y Long position 203,990 Morgan Stanley Capital (Luxembourg) S.A. 38-40 rue Sainte Zithe, L-2763 Luxembourg. Place of incorporation: Luxembourg. Morgan Stanley International Incorporated 93.75 Y Long position 198,000 Short position 0 Morgan Stanley Swiss Holdings GmbH Bahnhofstrasse 92, 8021 Zurich, Switzerland. Place of incorporation: Switzerland Morgan Stanley International Incorporated 100.00 Y Long position 96,000 Short position 0 Morgan Stanley Capital (Cayman Islands) Limited Ugland House, South Church Street, PO Box 309, George Town, Grand Cayman, Cayman Islands. Place of incoration: Cayman Islands. Morgan Stanley 100.00 Y Long position 0 Short position 198,000 Morgan Stanley (Hong Kong) Holdings Limited 46th Floor, International Commerce Centre, 1 Austin Road West,Kowloon, Hong Kong SAR. Place of incorporation: Hong Kong. Morgan Stanley Asia Pacific (Holdings) Limited 100.00 N Long position 0 Short position 20,000 Morgan Stanley Hong Kong 1238 Limited 46th Floor, International Commerce Centre, 1 Austin Road West,Kowloon, Hong Kong SAR. Place of incorporation: Hong Kong. Morgan Stanley (Hong Kong) Holdings Limited 80.00 N Long position 0 Short position 20,000 Morgan Stanley Hong Kong 1239 Limited 46th Floor, International Commerce Centre, 1 Austin Road West,Kowloon, Hong Kong SAR. Place of incorporation: Hong Kong. Morgan Stanley (Hong Kong) Holdings Limited 100.00 N Long position 0 Short position 20,000 Morgan Stanley Asia Securities Products LLC Corporation Trust Center, 1209 Orange Street, Wilmington, DE19801, U.S.A. Place of incorporation: Delaware. Morgan Stanley Hong Kong 1238 Limited 100.00 N Long position 0 Short position 20,000 Morgan Stanley Hong Kong 1238 Limited 46th Floor, International Commerce Centre, 1 Austin Road West,Kowloon, Hong Kong SAR. Place of incorporation: Hong Kong. Morgan Stanley Hong Kong 1239 Limited 20.00 N Long position 0 Short position 20,000 Morgan Stanley Hong Kong Securities Limited 46th Floor, International Commerce Centre, 1 Austin Road West,Kowloon, Hong Kong SAR. Place of incorporation: Hong Kong. Morgan Stanley Asia Securities Products LLC 100.00 Y Long position 0 Short position 20,000 23. Further information in relation to interests held by substantial shareholder jointly with another person: Name of joint shareholder Address Number of shares Nil     24. Further information from a trustee, or beneficiary of a trust, or a founder of a Discretionary Trust: Names of Trust Address Status code Number of shares Nil       25. Further information from a party to an agreement under Section 317: Names of other parties Address Number of shares Nil     Total number of shares in which substantial shareholder is interested under section 317 and 318: 26. Details of person(s) in accordance with whose directions the substantial shareholder or its directors are accustomed to act: Names Address Relationship Code % Nil         27. Date of filing this Form 2: 16/06/2009 (dd/mm/yyyy) 29. Number of attachments: 1