CAPITAL ONE MASTER TRUST Trust Excess Spread Analysis JANUARY-03 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
JANUARY-03
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 18.27% 18.27%
LESS: (Wt Avg) Coupon 1.33% 6.06%
SVC Fees 1.50% 1.50%
Net Charge-Offs 5.30% 5.30%
Excess Spread: Jan-03 10.14% 5.41%
Dec-02 11.40% 6.98%
Nov-02 11.14% 6.61%
3-Mo Avg Excess Spread 10.89% 6.33%
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Delinquents: 30 to 59 days 1.73% 1.73%
60 to 89 days 1.19% 1.19%
90+ days 2.69% 2.69%
Gross Monthly Payment Rate 17.09% 17.09%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
January-03
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 18.27% 18.27%
LESS: (Wt Avg) Coupon 4.98% 1.73%
SVC Fees 1.50% 1.50%
Net Charge-Offs 5.30% 5.30%
Excess Spread: Jan-03 6.49% 9.74%
Dec-02 8.07% 10.94%
Nov-02 7.69% 10.69%
3-Mo Avg Excess Spread 7.41% 10.45%
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Delinquents: 30 to 59 days 1.73% 1.73%
60 to 89 days 1.19% 1.19%
90+ days 2.69% 2.69%
Gross Monthly Payment Rate 17.09% 17.09%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
January-03
Card Trust COMT 99-3 COMT 00-1
Deal Size $500MM $600MM
Expected Maturity(Class A): 7/17/2006 02/18/2003
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Portfolio Yield 18.27% 18.27%
LESS: (Wt Avg) Coupon 1.89% 7.16%
SVC Fees 1.50% 1.50%
Net Charge-Offs 5.30% 5.30%
Excess Spread: Jan-03 9.58% 4.30%
Dec-02 10.77% 5.85%
Nov-02 10.52% 5.48%
3-Mo Avg Excess Spread 10.29% 5.21%
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Delinquents: 30 to 59 days 1.73% 1.73%
60 to 89 days 1.19% 1.19%
90+ days 2.69% 2.69%
Gross Monthly Payment Rate 17.09% 17.09%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
January-03
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 18.27% 18.27%
LESS: (Wt Avg) Coupon 7.26% 1.90%
SVC Fees 2.00% 2.00%
Net Charge-Offs 5.30% 5.30%
Excess Spread: Jan-03 3.70% 9.07%
Dec-02 5.25% 10.25%
Nov-02 4.88% 10.00%
3-Mo Avg Excess Spread 4.61% 9.77%
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Delinquents: 30 to 59 days 1.73% 1.73%
60 to 89 days 1.19% 1.19%
90+ days 2.69% 2.69%
Gross Monthly Payment Rate 17.09% 17.09%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
January-03
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 18.27% 18.27%
LESS: (Wt Avg) Coupon 5.91% 5.82%
SVC Fees 2.00% 2.00%
Net Charge-Offs 5.30% 5.30%
Excess Spread: Jan-03 5.06% 5.15%
Dec-02 6.65% 6.74%
Nov-02 6.27% 6.37%
3-Mo Avg Excess Spread 5.99% 6.09%
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Delinquents: 30 to 59 days 1.73% 1.73%
60 to 89 days 1.19% 1.19%
90+ days 2.69% 2.69%
Gross Monthly Payment Rate 17.09% 17.09%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
January-03
Card Trust COMT 01-1 COMT 01-2
Deal Size $1200MM $1200MM
Expected Maturity(Class A): 2/15/2008 3/15/2006
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Portfolio Yield 18.27% 18.27%
LESS: (Wt Avg) Coupon 1.45% 4.97%
SVC Fees 2.00% 2.00%
Net Charge-Offs 5.30% 5.30%
Excess Spread: Jan-03 9.51% 5.99%
Dec-02 10.78% 7.59%
Nov-02 10.52% 7.21%
3-Mo Avg Excess Spread 10.27% 6.93%
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Delinquents: 30 to 59 days 1.73% 1.73%
60 to 89 days 1.19% 1.19%
90+ days 2.69% 2.69%
Gross Monthly Payment Rate 17.09% 17.09%
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Page 55 of 59
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
January-03
Card Trust COMT 01-3 COMT 01-4
Deal Size $750MM $1000MM
Expected Maturity(Class A): 5/15/2006 6/15/2004
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Portfolio Yield 18.27% 18.27%
LESS: (Wt Avg) Coupon 4.98% 1.40%
SVC Fees 2.00% 2.00%
Net Charge-Offs 5.30% 5.30%
Excess Spread: Jan-03 5.98% 9.56%
Dec-02 7.57% 10.87%
Nov-02 7.20% 10.87%
3-Mo Avg Excess Spread 6.92% 10.43%
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Delinquents: 30 to 59 days 1.73% 1.73%
60 to 89 days 1.19% 1.19%
90+ days 2.69% 2.69%
Gross Monthly Payment Rate 17.09% 17.09%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
January-03
Card Trust COMT 01-5 COMT 01-6
Deal Size $1000MM $1300MM
Expected Maturity(Class A): 8/15/2006 8/15/2008
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Portfolio Yield 18.27% 18.27%
LESS: (Wt Avg) Coupon 4.85% 1.74%
SVC Fees 2.00% 2.00%
Net Charge-Offs 5.30% 5.30%
Excess Spread: Jan-03 6.11% 9.23%
Dec-02 7.70% 10.43%
Nov-02 7.33% 10.18%
3-Mo Avg Excess Spread 7.05% 9.95%
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Delinquents: 30 to 59 days 1.73% 1.73%
60 to 89 days 1.19% 1.19%
90+ days 2.69% 2.69%
Gross Monthly Payment Rate 17.09% 17.09%
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Page 56 of 59
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
January-03
Card Trust COMT 01-7 COMT 01-8
Deal Size $1000MM $1000MM
Expected Maturity(Class A): 10/15/2004 10/16/2006
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Portfolio Yield 18.27% 18.27%
LESS: (Wt Avg) Coupon 3.63% 4.29%
SVC Fees 2.00% 2.00%
Net Charge-Offs 5.30% 5.30%
Excess Spread: Jan-03 7.33% 6.68%
Dec-02 8.92% 8.27%
Nov-02 8.55% 7.90%
3-Mo Avg Excess Spread 8.27% 7.62%
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Delinquents: 30 to 59 days 1.73% 1.73%
60 to 89 days 1.19% 1.19%
90+ days 2.69% 2.69%
Gross Monthly Payment Rate 17.09% 17.09%
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
January-03
Card Trust COMT 02-1 COMT 02-2
Deal Size $985MM $620MM
Expected Maturity(Class A): 1/15/2009 3/15/2007
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Portfolio Yield 18.27% 18.27%
LESS: (Wt Avg) Coupon 1.48% 1.41%
SVC Fees 2.00% 2.00%
Net Charge-Offs 5.30% 5.30%
Excess Spread: Jan-03 9.49% 9.55%
Dec-02 10.75% 10.82%
Nov-02 10.49% 10.55%
3-Mo Avg Excess Spread 10.24% 10.31%
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Delinquents: 30 to 59 days 1.73% 1.73%
60 to 89 days 1.19% 1.19%
90+ days 2.69% 2.69%
Gross Monthly Payment Rate 17.09% 17.09%
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Page 57 of 59
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CAPITAL ONE MASTER TRUST
Trust Excess Spread Analysis
January-03
Card Trust COMT 02-3 COMT 02-4
Deal Size $1350MM $750MM
Expected Maturity(Class A): 4/15/2005 5/15/2007
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Portfolio Yield 18.27% 18.27%
LESS: (Wt Avg) Coupon 1.58% 4.56%
SVC Fees 2.00% 2.00%
Net Charge-Offs 5.30% 5.30%
Excess Spread: Jan-03 9.38% 6.40%
Dec-02 10.60% 8.00%
Nov-02 10.35% 7.62%
3-Mo Avg Excess Spread 10.11% 7.34%
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Delinquents: 30 to 59 days 1.73% 1.73%
60 to 89 days 1.19% 1.19%
90+ days 2.69% 2.69%
Gross Monthly Payment Rate 17.09% 17.09%
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Page 58 of 59
CAPITAL ONE MASTER TRUST
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.
Page 59 of 59
