Spreadsheet: sara_shackleton__36591__0111MarginRequirements
Sheet: 1130

FUTURES MARGIN REQUIREMENTS
2001-12-03 00:00:00
2001-11-30 00:00:00
 | US $$$ |  |  |  |  |  |  |  |  |  |  |  | CANADIAN $$$ |  | US $$$
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 | OTE
ABN-Amro Inc | 239387.8660000246 |  | 239387.8660000246 | 0 | 0 |  | 0 |  |  |  | 239387.8660000246
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. | 3771108.227998286 |  | 3771108.227998286 | 0 | 2162700.19 |  | 2162700.19 |  |  |  | 1608408.037998287 |  |  |  | -1851380
CREDIT SUISSE FIRST BOSTON | 29258.32000000402 |  | 29258.32000000402 | 0 | 0 |  | 0 |  |  |  | 29258.32000000402
EDF MAN | 42416298.99599978 |  | 42416298.99599978 | -34771900 | 9928738 |  | 9928738 |  |  |  | -2284339.004000217 |  |  |  | -2329686
FIMAT | 2257971.65 |  | 2257971.65 | 0 | 0 |  | 0 | 1 | 0 |  | 2257971.65
HSBC - US$ | -2131.681408999983 |  | -2131.681408999983 | 0 | 0 |  | 0 |  |  |  | -2131.681408999983
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 64204.5 | 0
JP Morgan | 735234.85 |  | 735234.85 | 0 | 0 |  | 0 |  |  |  | 735234.85
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 108667333.58 |  | 108667333.58 | 0 | 52834137 |  | 52834137 |  |  |  | 55833196.58000003 |  |  |  | -7317910
PRUDENTIAL SI | -5.488578790565953 |  | -5.488578790565953 | 0 | 0 |  | 0 |  |  |  | -5.488578790565953
REFCO, INC | 0.2590000069403686 |  | 0.2590000069403686 | 0 | 0 |  | 0 |  |  |  | 0.2590000069403686
R J O'BRIEN | -0.3200000000069849 |  | -0.3200000000069849 | 0 | 0 |  | 0 |  |  |  | -0.3200000000069849
SAUL STONE & COMPANY | 0.1799999999930151 |  | 0.1799999999930151 | 0 | 0 |  | 0 |  |  |  | 0.1799999999930151
SMITH BARNEY, INC | 53592.45999999158 |  | 53592.45999999158 | 0 | 0 | 0 | 0 |  | 0 |  | 53592.45999999158
SMITH BARNEY, INC  (Financial) | 0.4900000002235174 |  | 0.4900000002235174 | 0 | 0 |  | 0 |  |  |  | 0.4900000002235174
TOTAL EXCLUDING MID-DAY CALLS | 158168049.3080104 | 0 | 158168049.3080104 | -34771900 | 64925575.19 | 0 | 64925575.19 |  | 0 |  | 58470574.11801036 |  | 64204.5 | 0
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 158168049.3080104
 |  |  |  |  |  |  |  |  |  |  |  |  | 58470574.11801037
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 0 | 0 | 50000000
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.
CARR | 842 | 2162700 | From [NAME]
 | 460 | 0
 | 364 | 0
EDF | 842
 | 460
 | 364
Paribas | 842
 | 460 | 273900
 | 364
 |  | 0163 | 0168 | Total Deposit (Hyperion)
Total | 842 |  |  | 14582822
 | 460 |  |  | 18226275
 | 364 |  |  | 141248510