EXHIBIT 99.1
CC MASTER CREDIT CARD TRUST II
Excess Spread Analysis - February 2001
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Series 1995-A 1995-C 1996-A 1996-C 1998-A
Deal Size $400 MM $400 MM $407.25 MM $271.50 MM $600 MM
Expected Maturity 08/15/02 02/18/03 11/15/01 02/16/04 09/15/03
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Yield 19.10% 19.10% 19.10% 19.10% 19.10%
Less: Coupon 5.83% 5.84% 5.82% 5.81% 5.83%
Servicing Fee 1.50% 1.50% 1.50% 1.50% 1.50%
Net Credit Losses 9.15% 9.15% 9.15% 9.15% 9.15%
Excess Spread:
February-01 2.62% 2.60% 2.62% 2.64% 2.61%
January-01 5.17% 5.16% 5.18% 5.19% 5.16%
December-00 4.02% 4.01% 4.03% 4.04% 4.01%
Three month Average Excess Spread 3.93% 3.92% 3.94% 3.96% 3.93%
Delinquency:
30 to 59 days 2.27% 2.27% 2.27% 2.27% 2.27%
60 to 89 days 1.73% 1.73% 1.73% 1.73% 1.73%
90 + days 3.45% 3.45% 3.45% 3.45% 3.45%
Total 7.45% 7.45% 7.45% 7.45% 7.45%
Payment Rate 12.03% 12.03% 12.03% 12.03% 12.03%