EXHIBIT 99.1
CC MASTER CREDIT CARD TRUST II
Excess Spread Analysis - November 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 20.62% 20.62% 15.66% 20.62% 20.62%
Less: Coupon 2.34% 2.35% 1.63% 2.32% 2.35%
Servicing Fee 1.50% 1.50% 0.79% 1.50% 1.50%
Net Credit Losses 7.75% 7.75% 5.92% 7.75% 7.75%
Excess Spread:
November-01 9.03% 9.02% 7.33% 9.05% 9.02%
October-01 8.41% 8.39% 8.76% 8.43% 8.40%
September-01 5.21% 5.20% 5.15% 5.23% 5.20%
Three month Average Excess Spread 7.55% 7.54% 7.08% 7.57% 7.54%
Delinquency:
30 to 59 days 2.45% 2.45% 2.45% 2.45% 2.45%
60 to 89 days 1.80% 1.80% 1.80% 1.80% 1.80%
90 + days 3.03% 3.03% 3.03% 3.03% 3.03%
Total 7.29% 7.29% 7.29% 7.29% 7.29%
Payment Rate 12.60% 12.60% 12.60% 12.60% 12.60%