Spreadsheet: louise_kitchen__23069__0111MarginRequirements
Sheet: 1116

FUTURES MARGIN REQUIREMENTS
2001-11-19 00:00:00
2001-11-16 00:00:00
 | US $$$ |  |  |  |  |  |  |  |  |  |  |  | CANADIAN $$$
Broker | TE | Credit Facility Covering TE | TE Less CreditCoverage | Net Option Value | Initial Margin | Line of Credit Covering Initial Margin (except EDF [NAME] see calc below) | Initial Margin Less Line of Credit Covering Initial Margin |  | Daily Facility Movement Inc/(Dec) Line |  | Wire Day Cash In/(Out) |  | OTE | Initial Margin
ABN-Amro Inc | 351859.0260000248 |  | 351859.0260000248 | 0 | 421300 |  | 421300 |  |  |  | -69440.97399997525
ADM INVESTOR | -0.3009999946807511 |  | -0.3009999946807511 | 0 | 0 |  | 0 |  |  |  | -0.3009999946807511
BANK ONE | 0.2200000286102295 |  | 0.2200000286102295 | 0 | 0 |  | 0 |  |  |  | 0.2200000286102295
CARR FUTURES (NG) | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
CARR FUTURES INC. | 2630046.640595087 |  | 2630046.640595087 | 0 | 2863078.18 |  | 2863078.18 |  |  |  | -233031.5394049133
CREDIT SUISSE FIRST BOSTON | 686038.3600000069 |  | 686038.3600000069 | 0 | 503361 |  | 503361 |  |  |  | 182677.3600000069
EDF MAN   (see note below) | 44410199.89599977 |  | 44410199.89599977 | -33572170 | 11954062 |  | 11954062 |  |  |  | -1116032.104000233
FIMAT * | 11255736.77999999 | 1259422.280000005 | 9996314.499999989 | 0 | 12515161 | 0 | 12515161 | 1 | 1259423.98 |  | -0.2400000062771142
HSBC - US$ | 536186.318591 |  | 536186.318591 | 0 | 375311 |  | 375311 |  |  |  | 160875.318591
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 82258.5 | 29720
JP Morgan | 160607.9099999992 |  | 160607.9099999992 | 0 | 785120 |  | 785120 |  |  |  | -624512.0900000008
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 71316461.8300001 |  | 71316461.8300001 | 0 | 87217755 |  | 87217755 |  |  |  | -15901293.1699999
PRUDENTIAL SI | 0.111421209294349 |  | 0.111421209294349 | 0 | 0 |  | 0 |  |  |  | 0.111421209294349
REFCO, INC | 0.2590000069403686 |  | 0.2590000069403686 | 0 | 0 |  | 0 |  |  |  | 0.2590000069403686
R J O'BRIEN | 29299.28 |  | 29299.28 | 0 | 26000 |  | 26000 |  |  |  | 3299.27999999997
SAUL STONE & COMPANY | 65927.13 |  | 65927.13 | 0 | 58500 |  | 58500 |  |  |  | 7427.12999999999
SMITH BARNEY, INC ** | 3669751.979999995 |  | 3669751.979999995 | 0 | 4952831 | 4952831 | 0 |  | 288431 |  | -994648.0200000051
SMITH BARNEY, INC ** (Financial) | 155398.71 |  | 155398.71 | 0 | 67200.23 |  | 67200.23 |  |  |  | 88198.48000000043
TOTAL EXCLUDING MID-DAY CALLS | 135267514.1506072 | 1259422.280000005 | 134008091.8706072 | -33572170 | 121739679.41 | 4952831 | 116786848.41 |  | 1547854.98 |  | -18496480.27939278 |  | 82258.5 | 29720
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 135267514.1506072
 |  |  |  |  |  |  |  |  |  |  |  |  | -18496480.27939278
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 4952831 | 4952831 | 45047169
 |  |  |  |  |  |  |  |  |  |  |  |  | -18496480.27939278
Fimat | 20000000 | 1259422.280000005 | 0 | 1259422.280000005 | 18740577.72
 | 70000000 | 1259422.280000005 | 4952831 | 6212253.280000005 | 63787746.72
1 Includes amounts withheld from payments due Enron.  Fimat's customer agreement states that excess margin including OTE due to Enron must first be used to pay down advances on the facility.