| Date Updated : 25/08/2006 |
Simulation hypothesis : | BASE | 1 | |
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| DELINQUENCIES | |
| MONTH 1 | MONTH 2 | MONTH 3 | MONTH 4 | MONTH 5 | |
| 1.00% | 50.00% | 55.00% | 65.00% | 65.00% | |
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| PREPAYMENT | | | DEFAULT | | | RECOVERY | | PERIOD | | RATE | | | PERIOD | | RATE | | | PERIOD | | RATE | | TIMING | | 999 | | 1.64% | | | 999 | | 50.00% | | | 999 | | 50.00% | | 36 | |
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| PAYMENT : | QUARTERLY | | AVERAGE LIFE (YEARS) : | 0.00 | |
| Date | Outstanding balance | Interest | Principal | Payment | Currency | | 25/01/1999 | 100,000.00 | 0.00 | 0.00 | 0.00 | FRF | | 25/02/1999 | 100,000.00 | 926.14 | 0.00 | 926.14 | FRF | | 25/05/1999 | 100,000.00 | 850.19 | 0.00 | 850.19 | FRF | | 25/08/1999 | 100,000.00 | 751.07 | 0.00 | 751.07 | FRF | | 25/11/1999 | 100,000.00 | 778.42 | 0.00 | 778.42 | FRF | | 25/02/2000 | 100,000.00 | 972.64 | 0.00 | 972.64 | FRF | | 25/05/2000 | 100,000.00 | 998.00 | 0.00 | 998.00 | FRF | | 25/08/2000 | 100,000.00 | 1,228.71 | 0.00 | 1,228.71 | FRF | | 25/11/2000 | 100,000.00 | 1,364.04 | 0.00 | 1,364.04 | FRF | | 25/02/2001 | 100,000.00 | 1,372.83 | 0.00 | 1,372.83 | FRF | | 25/05/2001 | 100,000.00 | 1,263.04 | 0.00 | 1,263.04 | FRF | | 25/08/2001 | 15,244.90 | 195.80 | 0.00 | 195.80 | EUR | | 25/11/2001 | 14,626.42 | 180.00 | 618.48 | 798.48 | EUR | | 25/02/2002 | 13,672.55 | 138.09 | 953.87 | 1,091.96 | EUR | | 25/05/2002 | 12,752.38 | 128.39 | 920.17 | 1,048.56 | EUR | | 25/08/2002 | 11,794.08 | 123.87 | 958.30 | 1,082.17 | EUR | | 25/11/2002 | 10,976.29 | 111.14 | 817.79 | 928.93 | EUR | | 25/02/2003 | 10,212.64 | 95.45 | 763.65 | 859.10 | EUR | | 25/05/2003 | 9,497.86 | 75.36 | 714.78 | 790.14 | EUR | | 25/08/2003 | 8,718.68 | 64.94 | 779.18 | 844.12 | EUR | | 25/11/2003 | 7,806.40 | 55.85 | 912.28 | 968.13 | EUR | | 25/02/2004 | 6,995.95 | 49.99 | 810.45 | 860.44 | EUR | | 25/05/2004 | 6,313.16 | 42.60 | 682.79 | 725.39 | EUR | | 25/08/2004 | 5,700.20 | 39.57 | 612.96 | 652.53 | EUR | | 25/11/2004 | 5,178.92 | 36.05 | 521.28 | 557.33 | EUR | | 25/02/2005 | 4,694.86 | 33.56 | 484.06 | 517.62 | EUR | | 25/05/2005 | 4,297.36 | 28.97 | 397.50 | 426.47 | EUR | | 25/08/2005 | 3,845.59 | 27.30 | 451.77 | 479.07 | EUR | | 25/11/2005 | 3,408.54 | 24.49 | 437.05 | 461.54 | EUR | | 25/02/2006 | 3,046.78 | 25.00 | 361.76 | 386.76 | EUR | | 25/05/2006 | 2,696.06 | 22.11 | 350.72 | 372.83 | EUR | | 25/08/2006 | 0.00 | 22.49 | 2,696.06 | 2,718.55 | EUR | | | 27/11/2006 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | Array created by LINCOLN |
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