Attached files
| file | filename |
|---|---|
| 8-K - FORM 8-K - JPMorgan Chase Bank, National Association | d314491d8k.htm |
| EX-99.2 - EX-99.2 - JPMorgan Chase Bank, National Association | d314491dex992.htm |
Exhibit 99.1
Chase Credit Card Master Trust
Excess Spread Analysis - February 2012
| Series Deal Size Expected Maturity |
2003-4 $725MM 10/15/2013 | |||
| Yield |
17.80 | % | ||||
| Less: |
Coupon |
0.61 | % | |||
| Servicing Fee |
1.50 | % | ||||
| Net Credit Losses |
4.01 | % | ||||
| Excess Spread: |
||||||
| February-12 |
11.68 | % | ||||
| January-12 |
10.44 | % | ||||
| December-11 |
11.20 | % | ||||
| Three Month Average Excess Spread |
11.11 | % | ||||
| Delinquency: |
||||||
| 30 to 59 Days |
0.60 | % | ||||
| 60 to 89 Days |
0.53 | % | ||||
| 90+ Days |
1.29 | % | ||||
| Total |
2.42 | % | ||||
| Principal Payment Rate |
21.46 | % | ||||