| 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 | 98,126.91 | 1,018.22 | 1,873.09 | 2,891.31 | FRF | | 25/05/1999 | 95,211.16 | 928.88 | 2,915.75 | 3,844.63 | FRF | | 25/08/1999 | 92,319.02 | 810.00 | 2,892.14 | 3,702.14 | FRF | | 25/11/1999 | 89,439.57 | 810.64 | 2,879.45 | 3,690.09 | FRF | | 25/02/2000 | 86,550.98 | 959.07 | 2,888.59 | 3,847.66 | FRF | | 25/05/2000 | 83,679.66 | 948.16 | 2,871.32 | 3,819.48 | FRF | | 25/08/2000 | 80,834.35 | 1,111.58 | 2,845.31 | 3,956.89 | FRF | | 25/11/2000 | 78,028.67 | 1,184.93 | 2,805.68 | 3,990.61 | FRF | | 25/02/2001 | 75,273.73 | 1,148.12 | 2,754.94 | 3,903.06 | FRF | | 25/05/2001 | 72,582.11 | 1,022.50 | 2,691.62 | 3,714.12 | FRF | | 25/08/2001 | 10,661.87 | 153.38 | 403.20 | 556.58 | EUR | | 25/11/2001 | 10,257.99 | 136.39 | 403.88 | 540.27 | EUR | | 25/02/2002 | 9,868.08 | 106.96 | 389.91 | 496.87 | EUR | | 25/05/2002 | 9,486.27 | 102.39 | 381.81 | 484.20 | EUR | | 25/08/2002 | 9,118.70 | 101.50 | 367.57 | 469.07 | EUR | | 25/11/2002 | 8,755.01 | 94.92 | 363.69 | 458.61 | EUR | | 25/02/2003 | 8,405.75 | 84.86 | 349.26 | 434.12 | EUR | | 25/05/2003 | 8,066.54 | 70.23 | 339.21 | 409.44 | EUR | | 25/08/2003 | 7,735.93 | 63.10 | 330.61 | 393.71 | EUR | | 25/11/2003 | 7,417.36 | 57.27 | 318.57 | 375.84 | EUR | | 25/02/2004 | 7,102.28 | 54.89 | 315.08 | 369.97 | EUR | | 25/05/2004 | 6,794.03 | 50.17 | 308.25 | 358.42 | EUR | | 25/08/2004 | 6,485.82 | 49.36 | 308.21 | 357.57 | EUR | | 25/11/2004 | 6,186.45 | 47.48 | 299.37 | 346.85 | EUR | | 25/02/2005 | 5,896.88 | 46.25 | 289.57 | 335.82 | EUR | | 25/05/2005 | 5,607.95 | 42.07 | 288.93 | 331.00 | EUR | | 25/08/2005 | 5,331.60 | 41.21 | 276.35 | 317.56 | EUR | | 25/11/2005 | 5,051.94 | 39.26 | 279.66 | 318.92 | EUR | | 25/02/2006 | 4,783.43 | 42.21 | 268.51 | 310.72 | EUR | | 25/05/2006 | 4,522.06 | 39.23 | 261.37 | 300.60 | EUR | | 25/08/2006 | 0.00 | 42.23 | 4,522.06 | 4,564.29 | EUR | | | 27/11/2006 | 0.00 | 0.00 | 0.00 | 0.00 | EUR | | Array created by LINCOLN |
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