EXHIBIT 99.1
CC MASTER CREDIT CARD TRUST II
Excess Spread Analysis - January 2002
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Series 1995-A 1995-C 1996-C 1998-A
Deal Size $400 MM $400 MM $271.50 MM $600 MM
Expected Maturity 08/15/02 02/18/03 02/16/04 09/15/03
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Yield 20.74% 20.74% 20.74% 20.74%
Less: Coupon 2.08% 2.09% 2.06% 2.09%
Servicing Fee 1.50% 1.50% 1.50% 1.50%
Net Credit Losses 7.94% 7.94% 7.94% 7.94%
Excess Spread:
January-02 9.23% 9.22% 9.25% 9.22%
December-01 8.33% 8.32% 8.36% 8.33%
November-01 9.03% 9.02% 9.05% 9.02%
Three month Average Excess Spread 8.86% 8.85% 8.89% 8.86%
Delinquency:
30 to 59 days 2.27% 2.27% 2.27% 2.27%
60 to 89 days 1.83% 1.83% 1.83% 1.83%
90 + days 3.35% 3.35% 3.35% 3.35%
Total 7.45% 7.45% 7.45% 7.45%
Payment Rate 13.04% 13.04% 13.04% 13.04%