| Date Updated : 11/10/2007 |
Simulation hypothesis : | TS3 Simulation | 1 | |
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| DELINQUENCIES | |
| MONTH 1 | MONTH 2 | MONTH 3 | MONTH 4 | MONTH 5 | |
| 2.30% | 33.00% | 45.00% | 57.00% | 65.00% | |
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| PREPAYMENT | | | DEFAULT | | | RECOVERY | | PERIOD | | RATE | | | PERIOD | | RATE | | | PERIOD | | RATE | | 36 | | 1.20% | | | 36 | | 78.00% | | | 36 | | 1.00% | | | 999 | | 1.20% | | | 999 | | 78.00% | | | 999 | | 0.00% | | |
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| PAYMENT : | QUARTERLY | | AVERAGE LIFE (YEARS) : | 0.14 | |
| Date | Outstanding balance | Interest | Principal | Payment | Currency | | 25/03/2004 | 1,000.00 | 0.00 | 0.00 | 0.00 | EUR | | 25/08/2004 | 853.32 | 9.02 | 146.68 | 155.70 | EUR | | 25/11/2004 | 750.71 | 4.87 | 102.61 | 107.48 | EUR | | 25/02/2005 | 647.63 | 4.40 | 103.08 | 107.48 | EUR | | 25/05/2005 | 547.76 | 3.61 | 99.87 | 103.48 | EUR | | 25/08/2005 | 455.95 | 3.14 | 91.81 | 94.95 | EUR | | 25/11/2005 | 380.30 | 2.62 | 75.65 | 78.27 | EUR | | 25/02/2006 | 313.08 | 2.54 | 67.22 | 69.76 | EUR | | 25/05/2006 | 251.99 | 2.10 | 61.09 | 63.19 | EUR | | 25/08/2006 | 199.46 | 1.92 | 52.53 | 54.45 | EUR | | 25/11/2006 | 156.41 | 1.75 | 43.05 | 44.80 | EUR | | 25/02/2007 | 120.97 | 1.47 | 35.44 | 36.91 | EUR | | 25/05/2007 | 89.46 | 1.17 | 31.51 | 32.68 | EUR | | 25/08/2007 | 63.67 | 0.98 | 25.79 | 26.77 | EUR | | | 26/11/2007 | 0.00 | 0.69 | 63.67 | 64.36 | EUR | | Array created by LINCOLN |
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