J.P.Morgan Acquires Bear Sterns

INVESTOR PRESENTATION Risk positions Mortgage exposure as of 2/29/08 (unaudited) - $ in billions Asset CMBS Prime and Alt-A mortgages Subprime Total BSC estimated gross exposure $16 JPMorgan Chase $15 $2 $33 Assets managed via non-recourse facility ($20) Incremental estimated net exposure $13 Credit exposure as of 2/29/08 (unaudited) BSC leveraged lending funded and unfunded commitments of $8.9B; a portion of which could be pledged against the non-recourse facility

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