Spreadsheet: louise_kitchen__23061__0111MarginRequirements
Sheet: 1120

FUTURES MARGIN REQUIREMENTS
2001-11-21 00:00:00
2001-11-20 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 | 348319.0260000248 |  | 348319.0260000248 | 0 | 421300 |  | 421300 |  |  |  | -72980.97399997525
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. | 2388353.650537477 |  | 2388353.650537477 | 0 | 2461885.99 |  | 2461885.99 |  |  |  | -73532.33946252288
CREDIT SUISSE FIRST BOSTON | 395849.0900000036 |  | 395849.0900000036 | 0 | 559852 |  | 559852 |  |  |  | -164002.9099999964
EDF MAN   (see note below) | 43175380.89599977 |  | 43175380.89599977 | -34975670 | 9891900 |  | 9891900 |  |  |  | -1692189.104000233
FIMAT * | 11014237.91999999 | 3723267.560000005 | 7290970.359999989 | 0 | 10294536 | 0 | 10294536 | 1 | -719702.16 |  | -0.2400000056950375
HSBC - US$ | 453486.318591 |  | 453486.318591 | 0 | 370311 |  | 370311 |  |  |  | 83175.31859100005
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 227606.5 | 199720
JP Morgan | 653619.93 |  | 653619.93 | 0 | 1037620 |  | 1037620 |  |  |  | -384000.07
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 90201583.13000003 |  | 90201583.13000003 | 0 | 111368742.4 |  | 111368742.4 |  |  |  | -21167159.26999998
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 | 26000.28 |  | 26000.28 | 0 | 26000 |  | 26000 |  |  |  | 0.279999999969732
SAUL STONE & COMPANY | 66422.13 |  | 66422.13 | 0 | 58500 |  | 58500 |  |  |  | 7922.12999999999
SMITH BARNEY, INC ** | 4239582.379999993 |  | 4239582.379999993 | 0 | 5402393 | 5402393 | 0 |  | 134561 |  | -1028249.620000007
SMITH BARNEY, INC ** (Financial) | 91199.23000000045 |  | 91199.23000000045 | 0 | 67200.23 |  | 67200.23 |  |  |  | 23999.00000000045
TOTAL EXCLUDING MID-DAY CALLS | 153054034.2705495 | 3723267.560000005 | 149330766.7105495 | -34975670 | 141960240.62 | 5402393 | 136557847.62 |  | -585141.16 |  | -24467017.50945047 |  | 227606.5 | 199720
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 153054034.2705495
 |  |  |  |  |  |  |  |  |  |  |  |  | -24467017.5094505
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 5402393 | 5402393 | 44597607
 |  |  |  |  |  |  |  |  |  |  |  |  | -24467017.5094505
Fimat | 20000000 | 3723267.560000005 | 0 | 3723267.560000005 | 16276732.43999999
 | 70000000 | 3723267.560000005 | 5402393 | 9125660.560000006 | 60874339.44
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.