CAPITAL ONE MASTER TRUST Trust Excess Spread Analysis 02-AUG Card Trust COMT 96-3 COMT 98-1 Deal Size $500MM $591MM Expected Maturity(Class A): 1/15/2004 4/15/2008 ---------------------------------------------------------------------...
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
02-AUG
Card Trust COMT 96-3 COMT 98-1
Deal Size $500MM $591MM
Expected Maturity(Class A): 1/15/2004 4/15/2008
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Portfolio Yield 21.29% 21.29%
LESS: (Wt Avg) Coupon 1.85% 6.08%
SVC Fees 1.50% 1.50%
Net Charge-Offs 4.15% 4.15%
Excess Spread: Aug-02 13.79% 9.56%
Jul-02 13.48% 9.37%
Jun-02 12.50% 8.62%
3-Mo Avg Excess Spread 13.26% 9.18%
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Delinquents:30 to 59 days 1.71% 1.71%
60 to 89 days 1.19% 1.19%
90+ days 2.42% 2.42%
Gross Monthly Payment Rate 16.46% 16.46%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
02-AUG
Card Trust COMT 98-4 COMT 99-1
Deal Size $750MM $625MM
Expected Maturity(Class A): 11/15/2003 05/15/2004
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Portfolio Yield 21.29% 21.29%
LESS: (Wt Avg) Coupon 5.03% 2.24%
SVC Fees 1.50% 1.50%
Net Charge-Offs 4.15% 4.15%
Excess Spread: Aug-02 10.61% 13.40%
Jul-02 10.43% 13.07%
Jun-02 9.70% 12.03%
3-Mo Avg Excess Spread 10.25% 12.83%
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Delinquents:30 to 59 days 1.71% 1.71%
60 to 89 days 1.19% 1.19%
90+ days 2.42% 2.42%
Gross Monthly Payment Rate 16.46% 16.46%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
02-AUG
Card Trust COMT 99-3 COMT 00-1
Deal Size $500MM $600MM
Expected Maturity(Class A): 07/17/06 02/17/2003
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Portfolio Yield 21.29% 21.29%
LESS: (Wt Avg) Coupon 2.40% 7.16%
SVC Fees 1.50% 1.50%
Net Charge-Offs 4.15% 4.15%
Excess Spread: Aug-02 13.24% 8.48%
Jul-02 12.91% 8.28%
Jun-02 11.86% 7.52%
3-Mo Avg Excess Spread 12.67% 8.09%
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Delinquents:30 to 59 days 1.71% 1.71%
60 to 89 days 1.19% 1.19%
90+ days 2.42% 2.42%
Gross Monthly Payment Rate 16.46% 16.46%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
02-AUG
Card Trust COMT 00-2 COMT 00-3
Deal Size $750MM $1000MM
Expected Maturity(Class A): 06/15/2005 08/15/2007
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Portfolio Yield 21.29% 21.29%
LESS: (Wt Avg) Coupon 7.26% 2.42%
SVC Fees 2.00% 2.00%
Net Charge-Offs 4.15% 4.15%
Excess Spread: Aug-02 7.88% 12.73%
Jul-02 7.68% 12.39%
Jun-02 6.92% 11.33%
3-Mo Avg Excess Spread 7.49% 12.15%
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Delinquents:30 to 59 days 1.71% 1.71%
60 to 89 days 1.19% 1.19%
90+ days 2.42% 2.42%
Gross Monthly Payment Rate 16.46% 16.46%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
02-AUG
Card Trust COMT 00-4 COMT 00-5
Deal Size $1200MM $1250MM
Expected Maturity(Class A): 10/17/2005 10/15/2003
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Portfolio Yield 21.29% 21.29%
LESS: (Wt Avg) Coupon 5.97% 5.87%
SVC Fees 2.00% 2.00%
Net Charge-Offs 4.15% 4.15%
Excess Spread: Aug-02 9.18% 9.27%
Jul-02 8.98% 9.07%
Jun-02 8.26% 8.35%
3-Mo Avg Excess Spread 8.81% 8.90%
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Delinquents:30 to 59 days 1.71% 1.71%
60 to 89 days 1.19% 1.19%
90+ days 2.42% 2.42%
Gross Monthly Payment Rate 16.46% 16.46%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
02-AUG
Card Trust COMT 01-1 COMT 01-2
Deal Size $1200MM $1200MM
Expected Maturity(Class A): 02/15/08 03/15/06
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Portfolio Yield 21.29% 21.29%
LESS: (Wt Avg) Coupon 1.97% 5.03%
SVC Fees 2.00% 2.00%
Net Charge-Offs 4.15% 4.15%
Excess Spread: Aug-02 13.17% 10.12%
Jul-02 12.86% 9.92%
Jun-02 11.88% 9.20%
3-Mo Avg Excess Spread 12.64% 9.75%
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Delinquents:30 to 59 days 1.71% 1.71%
60 to 89 days 1.19% 1.19%
90+ days 2.42% 2.42%
Gross Monthly Payment Rate 16.46% 16.46%
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Page 55 of 58
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
02-AUG
Card Trust COMT 01-3 COMT 01-4
Deal Size $750MM $1000MM
Expected Maturity(Class A): 05/15/06 06/15/04
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Portfolio Yield 21.29% 21.29%
LESS: (Wt Avg) Coupon 5.03% 2.00%
SVC Fees 2.00% 2.00%
Net Charge-Offs 4.15% 4.15%
Excess Spread: Aug-02 10.11% 13.15%
Jul-02 9.92% 12.88%
Jun-02 9.20% 12.88%
3-Mo Avg Excess Spread 9.74% 12.97%
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Delinquents:30 to 59 days 1.71% 1.71%
60 to 89 days 1.19% 1.19%
90+ days 2.42% 2.42%
Gross Monthly Payment Rate 16.46% 16.46%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
02-AUG
Card Trust COMT 01-5 COMT 01-6
Deal Size $1000MM $1300MM
Expected Maturity(Class A): 08/15/06 08/15/08
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Portfolio Yield 21.29% 21.29%
LESS: (Wt Avg) Coupon 4.90% 2.25%
SVC Fees 2.00% 2.00%
Net Charge-Offs 4.15% 4.15%
Excess Spread: Aug-02 10.24% 12.89%
Jul-02 10.05% 12.56%
Jun-02 9.32% 11.52%
3-Mo Avg Excess Spread 9.87% 12.33%
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Delinquents:30 to 59 days 1.71% 1.71%
60 to 89 days 1.19% 1.19%
90+ days 2.42% 2.42%
Gross Monthly Payment Rate 16.46% 16.46%
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Page 56 of 58
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
02-AUG
Card Trust COMT 01-7 COMT 01-8
Deal Size $1000MM $1000MM
Expected Maturity(Class A): 10/15/04 10/16/06
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Portfolio Yield 21.29% 21.29%
LESS: (Wt Avg) Coupon 3.68% 4.33%
SVC Fees 2.00% 2.00%
Net Charge-Offs 4.15% 4.15%
Excess Spread: Aug-02 11.46% 10.81%
Jul-02 11.27% 10.62%
Jun-02 10.54% 9.90%
3-Mo Avg Excess Spread 11.09% 10.44%
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Delinquents:30 to 59 days 1.71% 1.71%
60 to 89 days 1.19% 1.19%
90+ days 2.42% 2.42%
Gross Monthly Payment Rate 16.46% 16.46%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
02-AUG
Card Trust COMT 02-1 COMT 02-2
Deal Size $985MM $620MM
Expected Maturity(Class A): 1/15/09 3/15/07
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Portfolio Yield 21.29% 21.29%
LESS: (Wt Avg) Coupon 2.00% 1.93%
SVC Fees 2.00% 2.00%
Net Charge-Offs 4.15% 4.15%
Excess Spread: Aug-02 13.14% 13.21%
Jul-02 12.83% 12.89%
Jun-02 11.85% 11.92%
3-Mo Avg Excess Spread 12.61% 12.67%
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Delinquents:30 to 59 days 1.71% 1.71%
60 to 89 days 1.19% 1.19%
90+ days 2.42% 2.42%
Gross Monthly Payment Rate 16.46% 16.46%
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Page 57 of 58
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
02-AUG
Card Trust COMT 02-3 COMT 02-4
Deal Size $1350MM $750MM
Expected Maturity(Class A): 04/15/05 05/15/07
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Portfolio Yield 21.29% 21.29%
LESS: (Wt Avg) Coupon 2.09% 4.60%
SVC Fees 2.00% 2.00%
Net Charge-Offs 4.15% 4.15%
Excess Spread: Aug-02 13.06% 10.54%
Jul-02 12.73% 10.35%
Jun-02 11.71% 10.33%
3-Mo Avg Excess Spread 12.50% 10.41%
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Delinquents:30 to 59 days 1.71% 1.71%
60 to 89 days 1.19% 1.19%
90+ days 2.42% 2.42%
Gross Monthly Payment Rate 16.46% 16.46%
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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:
xxxx://xxx.xxxxxxxxxx.xxx/xxxxx/xxxxxx/xxxxxxxxxx/xxx.xxxxx
-----------------------------------------------------------
* Represents Non-US Denominated Transactions.
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