Spreadsheet: louise_kitchen__23061__0111MarginRequirements
Sheet: 1112

FUTURES MARGIN REQUIREMENTS
2001-11-13 00:00:00
2001-11-12 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 | 395586.0260000248 |  | 395586.0260000248 | 0 | 421300 |  | 421300 |  |  |  | -25713.97399997525
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) | 5866.49 |  | 5866.49 | 0 | 0 |  | 0 |  |  |  | 5866.49
CARR FUTURES INC. | 2213225.628991948 |  | 2213225.628991948 | 0 | 2500670 |  | 2500670 |  |  |  | -287444.3710080525
CREDIT SUISSE FIRST BOSTON | 1156283.8 |  | 1156283.8 | 0 | 1005183 |  | 1005183 |  |  |  | 151100.8000000045
EDF MAN   (see note below) | 43336520.79599977 |  | 43336520.79599977 | -32429330 | 11587234 |  | 11587234 |  |  |  | -680043.2040002272
FIMAT * | 14319575.02499999 |  | 14319575.02499999 | 0 | 12331991 |  | 12331991 | 1 | -1616395.06 |  | 371188.9649999929
HSBC - US$ | 438786.318591 |  | 438786.318591 | 0 | 375311 |  | 375311 |  |  |  | 63475.31859100005
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 164945.5 | 197970
JP Morgan | 647115.6 |  | 647115.6 | 0 | 763520 |  | 763520 |  |  |  | -116404.4
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 39600791.35000011 |  | 39600791.35000011 | 0 | 26613765.4 |  | 26613765.4 |  |  |  | 12987025.95000011
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 | 32659.28 |  | 32659.28 | 0 | 26000 |  | 26000 |  |  |  | 6659.27999999997
SAUL STONE & COMPANY | 67168.53 |  | 67168.53 | 0 | 59000 |  | 59000 |  |  |  | 8168.529999999984
SMITH BARNEY, INC ** | 5601640.379999993 |  | 5601640.379999993 | 0 | 5284224 | 5284224 | 0 |  | -68768 |  | 248648.3799999934
SMITH BARNEY, INC ** (Financial) | 1327568.23 |  | 1327568.23 | 0 | 86400 |  | 86400 |  |  |  | 1241168.23
TOTAL EXCLUDING MID-DAY CALLS | 109142787.7440041 | 0 | 109142787.7440041 | -32429330 | 61054598.4 | 5284224 | 55770374.4 |  | -1685163.06 |  | 13973696.28400409 |  | 164945.5 | 197970
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 109142787.7440041
 |  |  |  |  |  |  |  |  |  |  |  |  | 13973696.2840041
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 5284224 | 5284224 | 44715776
 |  |  |  |  |  |  |  |  |  |  |  |  | 13973696.2840041
Fimat | 20000000 | 0 | 0 | 0 | 20000000
 | 70000000 | 0 | 5284224 | 5284224 | 64715776
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.