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BA Master Credit Card Trust II- 2—2001 Series
Trust Excess Spread Analysis—October 2009
| Trust Performance |
October-09 |
September-09 |
August-09 |
| Cash Yield |
24.54% |
21.89% |
23.27% |
| Cash Yield without Recoveries |
24.08% |
21.52% |
22.92% |
| |
|
|
|
| Gross Charge-Offs |
13.53% |
14.63% |
14.88% |
| Net Charge-Offs |
13.08% |
14.25% |
14.53% |
| |
|
|
|
| Monthly Payment Rate |
14.18% |
12.93% |
13.86% |
| |
|
|
|
| Delinquency |
| 30 to 59 days |
1.95% |
2.01% |
1.95% |
| 60 to 89 days |
1.70% |
1.65% |
1.56% |
| 90 + days |
3.94% |
3.87% |
3.96% |
| Total |
7.59% |
7.53% |
7.47% |
2001
Series |
Size
(MM- Millions) |
Expected
Maturity |
Base
Rate |
EXCESS SPREAD |
3 Month
Average |
| October-09 |
September-09 |
August-09 |
| 2001-B |
$817 |
3/15/11 |
2.98% |
8.03% |
4.30% |
5.45% |
5.93% |
| 2001-C |
$865 |
4/15/11 |
2.69% |
8.32% |
4.42% |
5.55% |
6.10% |
Footnotes
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