EXHIBIT 99.1
CC MASTER CREDIT CARD TRUST II
Excess Spread Analysis - March 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 22.73% 22.73% 22.73% 22.73%
Less: Coupon 2.16% 2.17% 2.14% 2.17%
Servicing Fee 1.50% 1.50% 1.50% 1.50%
Net Credit Losses 8.77% 8.77% 8.77% 8.77%
Excess Spread:
March-02 10.30% 10.29% 10.32% 10.29%
February-02 7.19% 7.18% 7.21% 7.18%
January-02 9.23% 9.22% 9.25% 9.22%
Three month Average Excess Spread 8.90% 8.89% 8.93% 8.90%
Delinquency:
30 to 59 days 2.35% 2.35% 2.35% 2.35%
60 to 89 days 1.58% 1.58% 1.58% 1.58%
90 + days 3.24% 3.24% 3.24% 3.24%
Total 7.17% 7.17% 7.17% 7.17%
Payment Rate 13.44% 13.44% 13.44% 13.44%