Key Terms

Index:	The Dow Jones — AIG Commodity IndexSM (the “Index”)
Upside Leverage Factor:	2
Payment at Maturity:	If the Ending Index Level is greater than the Initial Index Level, you will receive a cash payment that provides you with a return per $1,000 principal amount note equal to the Index Return multiplied by 2, subject to a Maximum Total Return on the notes of 90%*.  For example, if the Index Return is more than 45%, you will receive the Maximum Total Return on the notes of 90%*, which entitles you to a maximum payment at maturity of $1,900 for every $1,000 principal amount note that you hold.  Accordingly, if the Index Return is positive, your payment per $1,000 principal amount note will be calculated as follows, subject to the Maximum Total Return:
	$1,000 + [$1,000 x (Index Return x 2)]
	* The actual Maximum Total Return on the notes will be set on the pricing date and will not be less than 90%.
	Your principal is protected against up to a 10% decline of the Index at maturity.  If the Ending Index Level declines from the Initial Index Level by up to 10%, you will receive the principal amount of your notes at maturity.
	If the Ending Index Level declines from the Initial Index Level by more than 10%, you will lose 1% of the principal amount of your notes for every 1% that the Index declines beyond 10%.  Under these circumstances, your final payment per $1,000 principal amount note will be calculated as follows:
	$1,000 + [$1,000 x (Index Return + 10%)]
	If the Ending Index Level declines from the Initial Index Level by more than 10%, you could lose up to $900 per $1,000 principal amount note.
Buffer Amount:	10%, which results in a minimum payment at maturity of $100 per $1,000 principal amount note.
Index Return:	Ending Index Level – Initial Index Level               Initial Index Level
Initial Index Level:	The Index closing level on the pricing date, which is expected to be on or about April 5, 2007.
Ending Index Level:	The Index closing level on the Observation Date.
Observation Date:	April 27, 2010††
Maturity Date:	April 30, 2010††
CUSIP:	48123JUS6

Investing in the Buffered Return Enhanced Notes involves a number of risks.  See “Risk Factors” beginning on page PS-5 of the accompanying product supplement no. 60-I and “Selected Risk Considerations” beginning on page TS-1 of this term sheet no. 9-A.

JPMorgan Chase & Co. has filed a registration statement (including a prospectus) with the Securities and Exchange Commission, or SEC, for the offering to which this term sheet no. 9-A relates.  Before you invest, you should read the prospectus in that registration statement, and the other documents relating to this offering that JPMorgan Chase & Co. has filed with the SEC for more complete information about JPMorgan Chase & Co. and this offering.  You may get these documents without cost by visiting EDGAR on the SEC Web site at www.sec.gov.  Alternatively, JPMorgan Chase & Co., any agent or any dealer participating in this offering will arrange to send you the prospectus, each prospectus supplement, product supplement no. 60-I and this term sheet no. 9-A if you so request by calling toll-free 866-535-9248.

You may revoke your offer to purchase the notes at any time prior to the time at which we accept such offer by notifying the applicable agent.  We reserve the right to change the terms of, or reject any offer to purchase the notes prior to their issuance.  In the event of any changes to the terms of the notes, we will notify you and you will be asked to accept such changes in connection with your purchase.  You may also choose to reject such changes in which case we may reject your offer to purchase.

Neither the Securities and Exchange Commission nor any state securities commission has approved or disapproved of the notes or passed upon the accuracy or the adequacy of this term sheet no. 9-A or the accompanying prospectus supplements and prospectus.  Any representation to the contrary is a criminal offense.

	Price to Public	Fees and Commissions (1)	Proceeds to Us
Per note	$	$	$
Total	$	$	$

(1) If the notes priced today, J.P. Morgan Securities Inc., whom we refer to as JPMSI, acting as agent for JPMorgan Chase & Co., would receive a commission of approximately $15.00 per $1,000 principal amount note and would use a portion of that commission to pay selling concessions to other dealers of approximately $2.50 per $1,000 principal amount note.  The actual commission received by JPMSI may be more or less than $15.00 and will depend on market conditions on the pricing date.  In no event will the commission received by JPMSI, which includes concessions to be paid to other dealers, exceed $27.50 per $1,000 principal amount note.  See “Underwriting” beginning on page PS-28 of the accompanying product supplement no. 60-I.

The notes are not bank deposits and are not insured by the Federal Deposit Insurance Corporation or any other governmental agency, nor are they obligations of, or guaranteed by, a bank.

JPMorgan

April 4, 2007

ADDITIONAL TERMS SPECIFIC TO THE NOTES

You should read this term sheet no. 9-A together with the prospectus dated December 1, 2005, as supplemented by the prospectus supplement dated October 12, 2006 relating to our Series E medium-term notes of which these notes are a part, and the more detailed information contained in product supplement no. 60-I dated December 20, 2006.  This term sheet no. 9-A, together with the documents listed below, contains the terms of the notes and supersedes all other prior or contemporaneous oral statements as well as any other written materials including preliminary or indicative pricing terms, correspondence, trade ideas, structures for implementation, sample structures, fact sheets, brochures or other educational materials of ours.  This term sheet no. 9-A amends and restates and supersedes term sheet no. 9 dated March 30, 2007 to product supplement no. 60-I in its entirety.  You should rely only on the information contained in this term sheet no. 9-A and in the documents listed below in making your decision to invest in the notes.  You should carefully consider, among other things, the matters set forth in “Risk Factors” in the accompanying product supplement no. 60-I, as the notes involve risks not associated with conventional debt securities.  We urge you to consult your investment, legal, tax, accounting and other advisers before you invest in the notes.

You may access these documents on the SEC Web site at www.sec.gov as follows (or if such address has changed, by reviewing our filings for the relevant date on the SEC Web site):

Our Central Index Key, or CIK, on the SEC Web site is 19617.  As used in this term sheet no. 9-A, the “Company,” “we,” “us,” or “our” refers to JPMorgan Chase & Co.

Selected Purchase Considerations

Selected Risk Considerations

An investment in the notes involves significant risks.  Investing in the notes is not equivalent to investing directly in the Index or any of the component stocks of the Index.  These risks are explained in more detail in the “Risk Factors” section of the accompanying product supplement no. 60-I dated December 20, 2006.

What is the Total Return on the Notes at Maturity Assuming a Range of Performance for the Index?

The following table illustrates the hypothetical total return at maturity on the notes.  The “total return” as used in this term sheet no. 9-A is the number, expressed as a percentage, that results from comparing the payment at maturity per $1,000 principal amount note to $1,000.  The hypothetical total returns set forth below assume an Initial Index Level of 170 and a Maximum Total Return on the notes of 90%.  The hypothetical total returns set forth below are for illustrative purposes only and may not be the actual total returns applicable to a purchaser of the notes.  The numbers appearing in the following table and examples have been rounded for ease of analysis.

Hypothetical Examples of Amounts Payable at Maturity

The following examples illustrate how the total returns set forth in the table on the previous page are calculated.

Example 1: The level of the Index increases from the Initial Index Level of 170 to an Ending Index Level of 178.50.  Because the Ending Index Level of 178.50 is greater than the Initial Index Level of 170 and the Index Return of 5% multiplied by 2 does not exceed the hypothetical Maximum Total Return of 90%, the investor receives a payment at maturity of $1,100 per $1,000 principal amount note, calculated as follows:

$1,000 + [$1,000 x (5% x 2)] = $1,100

Example 2: The level of the Index decreases from the Initial Index Level of 170 to an Ending Index Level of 153.  Because the Ending Index Level of 153 is less than the Initial Index Level of 170 by not more than the Buffer Amount of 10%, the investor receives a payment at maturity of $1,000 per $1,000 principal amount note.

Example 3: The level of the Index increases from the Initial Index Level of 170 to an Ending Index Level of 255.  Because the Index Return of 50% multiplied by 2 exceeds the hypothetical Maximum Total Return of 90%, the investor receives a payment at maturity of $1,900 per $1,000 principal amount note, the maximum payment on the notes.

Example 4: The level of the Index decreases from the Initial Index Level of 170 to an Ending Index Level of 136.  Because the Ending Index Level of 136 is less than the Initial Index Level of 170 by more than the Buffer Amount of 10%, the Index Return is negative and the investor receives a payment at maturity of $900 per $1,000 principal amount note, calculated as follows:

$1,000 + [$1,000 x (-20% + 10%)] = $900

Example 5: The level of the Index decreases from the Initial Index Level of 170 to an Ending Index Level of 0.  Because the Ending Index Level of 0 is less than the Initial Index Level of 170 by more than the Buffer Amount of 10%, the Index Return is negative and the investor receives a payment at maturity of $100 per $1,000 principal amount note, which reflects the principal protection provided by the 10% Buffer Amount, calculated as follows:

$1,000 + [$1,000 x (-100% + 10%)] = $100

Historical Information

The following graph sets forth the historical performance of the Dow Jones — AIG Commodity Index^SM based on the weekly Index closing level from January 4, 2002 through March 30, 2007.  The Index closing level on April 3, 2007 was 170.83.  We obtained the Index closing levels below from Bloomberg Financial Markets.  We make no representation or warranty as to the accuracy or completeness of the information obtained from Bloomberg Financial Markets.

The historical levels of the Index should not be taken as an indication of future performance, and no assurance can be given as to the Index closing level on the Observation Date.  We cannot give you assurance that the performance of the Index will result in the return of any of your initial investment in excess of $100 per $1,000 principal amount note.  

Supplemental Underwriting Information

We expect that delivery of the notes will be made against payment for the notes on or about the settlement date set forth on the front cover of this term sheet no. 9-A, which will be the twelfth business day following the expected pricing date of the notes (this settlement cycle being referred to as T+12).  Under Rule 15c6-1 under the Securities Exchange Act of 1934, as amended, trades in the secondary market generally are required to settle in three business days, unless the parties to that trade expressly agree otherwise.  Accordingly, purchasers who wish to trade notes on the pricing date or the eight succeeding business days will be required to specify an alternate settlement cycle at the time of any such trade to prevent a failed settlement and should consult their own advisors.