EXHIBIT 99.1
CC MASTER CREDIT CARD TRUST II
Excess Spread Analysis - July 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 21.01% 21.01% 21.01% 21.01% 21.01%
Less: Coupon 4.09% 4.10% 4.08% 4.07% 4.10%
Servicing Fee 1.50% 1.50% 1.50% 1.50% 1.50%
Net Credit Losses 9.83% 9.83% 9.83% 9.83% 9.83%
Excess Spread:
July-01 5.60% 5.58% 5.60% 5.62% 5.59%
June-01 4.39% 4.38% 4.40% 4.41% 4.39%
May-01 5.19% 5.17% 5.19% 5.21% 5.18%
Three month Average Excess Spread 5.06% 5.05% 5.07% 5.08% 5.05%
Delinquency:
30 to 59 days 2.16% 2.16% 2.16% 2.16% 2.16%
60 to 89 days 1.54% 1.54% 1.54% 1.54% 1.54%
90 + days 2.94% 2.94% 2.94% 2.94% 2.94%
Total 6.64% 6.64% 6.64% 6.64% 6.64%
Payment Rate 14.30% 14.30% 14.30% 14.30% 14.30%