EX-20.24 26 w64487exv20w24.htm TRUST EXCESS SPREAD ANALYSIS exv20w24
 

  >CAPITAL ONE MASTER TRUST
>Trust Excess Spread Analysis
>September-02

         
Card Trust   COMT 96-3   COMT 98-1
Deal Size   $500MM   $591MM
Expected Maturity(Class A):   1/15/2004   4/15/2008
                     
Portfolio Yield         21.08%       21.08 %
LESS:   (Wt Avg) Coupon     2.09%       6.06 %
    SVC Fees     1.50%       1.50 %
    Net Charge-Offs     4.70%       4.70 %
                     
Excess Spread:   Sep-02     12.80%       8.82 %
    Aug-02     13.79%       9.56 %
    Jul-02     13.48%       9.37 %
3-Mo Avg Excess Spread       13.36%       9.25 %
                     
Delinquents:   30 to 59 days     1.79%       1.79 %
    60 to 89 days     1.26%       1.26 %
    90+ days     2.66%       2.66 %
Gross Monthly Payment Rate     15.50%       15.50 %

  >CAPITAL ONE MASTER TRUST
>Trust Excess Spread Analysis
>September-02

         
Card Trust   COMT 98-4   COMT 99-1
Deal Size   $750MM   $625MM
Expected Maturity(Class A):   11/15/2003   05/15/2004
                     
Portfolio Yield         21.08%       21.08 %
LESS:   (Wt Avg) Coupon     4.99%       2.54 %
    SVC Fees     1.50%       1.50 %
    Net Charge-Offs     4.70%       4.70 %
                     
Excess Spread:   Sep-02     9.89%       12.34 %
    Aug-02     10.61%       13.40 %
    Jul-02     10.43%       13.07 %
3-Mo Avg Excess Spread       10.31%       12.94 %
                     
Delinquents:   30 to 59 days     1.79%       1.79 %
    60 to 89 days     1.26%       1.26 %
    90+ days     2.66%       2.66 %
Gross Monthly Payment Rate     15.50%       15.50 %

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  >CAPITAL ONE MASTER TRUST
>Trust Excess Spread Analysis
>September-02

         
Card Trust   COMT 99-3   COMT 00-1
Deal Size   $500MM   $600MM
Expected Maturity(Class A):   7/17/06   02/17/2003
                     
Portfolio Yield         21.08%       21.08 %
LESS:   (Wt Avg) Coupon     2.71%       7.16 %
    SVC Fees     1.50%       1.50 %
    Net Charge-Offs     4.70%       4.70 %
                     
Excess Spread:   Sep-02     12.17%       7.72 %
    Aug-02     13.24%       8.48 %
    Jul-02     12.91%       8.28 %
3-Mo Avg Excess Spread         12.77%       8.16 %
                     
Delinquents:   30 to 59 days     1.79%       1.79 %
    60 to 89 days     1.26%       1.26 %
    90+ days     2.66%       2.66 %
Gross Monthly Payment Rate     15.50%       15.50 %

  >CAPITAL ONE MASTER TRUST
>Trust Excess Spread Analysis
>September-02

         
Card Trust   COMT 00-2   COMT 00-3
Deal Size   $750MM   $1000MM
Expected Maturity(Class A):   06/15/2005   08/15/2007
                     
Portfolio Yield         21.08%       21.08 %
LESS:   (Wt Avg) Coupon     7.26%       2.73 %
    SVC Fees     2.00%       2.00 %
    Net Charge-Offs     4.70%       4.70 %
                     
Excess Spread:   Sep-02     7.12%       11.66 %
    Aug-02     7.88%       12.73 %
    Jul-02     7.68%       12.39 %
3-Mo Avg Excess Spread         7.56%       12.26 %
                     
Delinquents:   30 to 59 days     1.79%       1.79 %
    60 to 89 days     1.26%       1.26 %
    90+ days     2.66%       2.66 %
Gross Monthly Payment Rate     15.50%       15.50 %

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  >CAPITAL ONE MASTER TRUST
>Trust Excess Spread Analysis
>September-02

         
Card Trust   COMT 00-4   COMT 00-5
Deal Size   $1200MM   $1250MM
Expected Maturity(Class A):   10/17/2005   10/15/2003
                     
Portfolio Yield         21.08%       21.08 %
LESS:   (Wt Avg) Coupon     5.93%       5.84 %
    SVC Fees     2.00%       2.00 %
    Net Charge-Offs     4.70%       4.70 %
                     
Excess Spread:   Sep-02     8.45%       8.55 %
    Aug-02     9.18%       9.27 %
    Jul-02     8.98%       9.07 %
3-Mo Avg Excess Spread         8.87%       8.96 %
                     
Delinquents:   30 to 59 days     1.79%       1.79 %
    60 to 89 days     1.26%       1.26 %
    90+ days     2.66%       2.66 %
Gross Monthly Payment Rate     15.50%       15.50 %

  >CAPITAL ONE MASTER TRUST
>Trust Excess Spread Analysis
>September-02

         
Card Trust   COMT 01-1   COMT 01-2
Deal Size   $1200MM   $1200MM
Expected Maturity(Class A):   2/15/08   3/15/06
                     
Portfolio Yield         21.08%       21.08 %
LESS:   (Wt Avg) Coupon     2.21%       4.99 %
    SVC Fees     2.00%       2.00 %
    Net Charge-Offs     4.70%       4.70 %
                     
Excess Spread:   Sep-02     12.18%       9.40 %
    Aug-02     13.17%       10.12 %
    Jul-02     12.86%       9.92 %
3-Mo Avg Excess Spread       12.73%       9.81 %
                     
Delinquents:   30 to 59 days     1.79%       1.79 %
    60 to 89 days     1.26%       1.26 %
    90+ days     2.66%       2.66 %
Gross Monthly Payment Rate     15.50%       15.50 %

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  >CAPITAL ONE MASTER TRUST
>Trust Excess Spread Analysis
>September-02

         
Card Trust   COMT 01-3   COMT 01-4
Deal Size   $750MM   $1000MM
Expected Maturity(Class A):   5/15/06   6/15/04
                     
Portfolio Yield         21.08%       21.08 %
LESS:   (Wt Avg) Coupon     5.00%       2.20 %
    SVC Fees     2.00%       2.00 %
    Net Charge-Offs     4.70%       4.70 %
                     
Excess Spread:   Sep-02     9.39%       12.18 %
    Aug-02     10.11%       13.15 %
    Jul-02     9.92%       13.15 %
3-Mo Avg Excess Spread       9.81%       12.83 %
                     
Delinquents:   30 to 59 days     1.79%       1.79 %
    60 to 89 days     1.26%       1.26 %
    90+ days     2.66%       2.66 %
Gross Monthly Payment Rate     15.50%       15.50 %

  >CAPITAL ONE MASTER TRUST
>Trust Excess Spread Analysis
>September-02

         
Card Trust   COMT 01-5   COMT 01-6
Deal Size   $1000MM   $1300MM
Expected Maturity(Class A):   8/15/06   8/15/08
                     
Portfolio Yield         21.08%       21.08 %
LESS:   (Wt Avg) Coupon     4.87%       2.54 %
    SVC Fees     2.00%       2.00 %
    Net Charge-Offs     4.70%       4.70 %
                     
Excess Spread:   Sep-02     9.52%       11.84 %
    Aug-02     10.24%       12.89 %
    Jul-02     10.05%       12.56 %
3-Mo Avg Excess Spread       9.94%       12.43 %
                     
Delinquents:   30 to 59 days     1.79%       1.79 %
    60 to 89 days     1.26%       1.26 %
    90+ days     2.66%       2.66 %
Gross Monthly Payment Rate     15.50%       15.50 %

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  >CAPITAL ONE MASTER TRUST
>Trust Excess Spread Analysis
>September-02

         
Card Trust   COMT 01-7   COMT 01-8
Deal Size   $1000MM   $1000MM
Expected Maturity(Class A):   10/15/04   10/16/06
                     
Portfolio Yield         21.08%       21.08 %
LESS:   (Wt Avg) Coupon     3.65%       4.30 %
    SVC Fees     2.00%       2.00 %
    Net Charge-Offs     4.70%       4.70 %
                     
Excess Spread:   Sep-02     10.74%       10.09 %
    Aug-02     11.46%       10.81 %
    Jul-02     11.27%       10.62 %
3-Mo Avg Excess Spread         11.16%       10.51 %
                     
Delinquents:   30 to 59 days     1.79%       1.79 %
    60 to 89 days     1.26%       1.26 %
    90+ days     2.66%       2.66 %
Gross Monthly Payment Rate     15.50%       15.50 %

  >CAPITAL ONE MASTER TRUST
>Trust Excess Spread Analysis
>September-02

         
Card Trust   COMT 02-1   COMT 02-2
Deal Size   $985MM   $620MM
Expected Maturity(Class A):   1/15/09   3/15/07
                     
Portfolio Yield         21.08%       21.08 %
LESS:   (Wt Avg) Coupon     2.24%       2.17 %
    SVC Fees     2.00%       2.00 %
    Net Charge-Offs     4.70%       4.70 %
                     
Excess Spread:   Sep-02     12.15%       12.21 %
    Aug-02     13.14%       13.21 %
    Jul-02     12.83%       12.89 %
3-Mo Avg Excess Spread       12.71%       12.77 %
                     
Delinquents:   30 to 59 days     1.79%       1.79 %
    60 to 89 days     1.26%       1.26 %
    90+ days     2.66%       2.66 %
Gross Monthly Payment Rate     15.50%       15.50 %

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  >CAPITAL ONE MASTER TRUST
>Trust Excess Spread Analysis
>September-02

         
Card Trust   COMT 02-3   COMT 02-4
Deal Size   $1350MM   $750MM
Expected Maturity(Class A):   4/15/05   5/15/07
                     
Portfolio Yield         21.08%       21.08 %
LESS:   (Wt Avg) Coupon     2.36%       4.57 %
    SVC Fees     2.00%       2.00 %
    Net Charge-Offs     4.70%       4.70 %
                     
Excess Spread:   Sep-02     12.02%       9.82 %
    Aug-02     13.06%       10.54 %
    Jul-02     12.73%       10.35 %
3-Mo Avg Excess Spread       12.60%       10.23 %
                     
Delinquents:   30 to 59 days     1.79%       1.79 %
    60 to 89 days     1.26%       1.26 %
    90+ days     2.66%       2.66 %
Gross Monthly Payment Rate     15.50%       15.50 %

>CAPITAL ONE MASTER TRUST

(**) This material is for informational purposes only and is not an offer of securities for sale in the United States. These securities will not be and have not been registered under the Securities Act of 1933 and may not be offered or sold in the United States absent registration or an applicable exemption from the registration requirements.

Capital One Master Trust performance statistics are also available at the Capital One web site:
http://www.capitalone.com/about/invest/financials/abs.shtml

* Represents Non-US Denominated Transactions.

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