Exhibit 99.1
CC MASTER CREDIT CARD TRUST II
Excess Spread Analysis - September 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 18.61% 18.61% 10.99% 18.61% 18.61%
Less:Coupon 3.75% 3.76% 0.75% 3.72% 3.75%
Servicing Fee 1.50% 1.50% 0.27% 1.50% 1.50%
Net Credit Losses 8.15% 8.15% 4.81% 8.15% 8.15%
Excess Spread:
September-01 5.21% 5.20% 5.15% 5.23% 5.20%
August-01 7.54% 7.53% 8.43% 7.56% 7.53%
July-01 5.60% 5.58% 5.60% 5.62% 5.59%
Three month Average Excess Spread 6.11% 6.10% 6.40% 6.13% 6.11%
Delinquency:
30 to 59 days 2.28% 2.28% 2.28% 2.28% 2.28%
60 to 89 days 1.60% 1.60% 1.60% 1.60% 1.60%
90 + days 3.00% 3.00% 3.00% 3.00% 3.00%
Total 6.89% 6.89% 6.89% 6.89% 6.89%
Payment Rate 11.98% 11.98% 11.98% 11.98% 11.98%