Spreadsheet: louise_kitchen__23069__0111MarginRequirements
Sheet: 1119

FUTURES MARGIN REQUIREMENTS
2001-11-20 00:00:00
2001-11-19 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 | 405163.0260000248 |  | 405163.0260000248 | 0 | 421300 |  | 421300 |  |  |  | -16136.97399997525
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. | 3320992.559209522 |  | 3320992.559209522 | 0 | 2938627.11 |  | 2938627.11 |  |  |  | 382365.449209522
CREDIT SUISSE FIRST BOSTON | 435045.9900000058 |  | 435045.9900000058 | 0 | 364905 |  | 364905 |  |  |  | 70140.99000000581
EDF MAN   (see note below) | 41087448.89599977 |  | 41087448.89599977 | -32093970 | 10353214 |  | 10353214 |  |  |  | -1359735.104000233
FIMAT * | 8560238.319999995 | 4442969.720000005 | 4117268.599999989 | 0 | 11743786 | 0 | 11743786 | 1 | 3183547.44 |  | -0.2400000053457916
HSBC - US$ | 54211.31859100002 |  | 54211.31859100002 | 0 | 370311 |  | 370311 |  |  |  | -316099.681409
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 787 | 157220
JP Morgan | 1234259.87 |  | 1234259.87 | 0 | 610120 |  | 610120 |  |  |  | 624139.8699999992
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 68307126.23000008 |  | 68307126.23000008 | 0 | 82475755.2 |  | 82475755.2 |  |  |  | -14168628.96999992
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 | 33259.28 |  | 33259.28 | 0 | 26000 |  | 26000 |  |  |  | 7259.27999999997
SAUL STONE & COMPANY | 67412.13 |  | 67412.13 | 0 | 58500 |  | 58500 |  |  |  | 8912.12999999999
SMITH BARNEY, INC ** | 4593002.579999993 |  | 4593002.579999993 | 0 | 5267832 | 5267832 | 0 |  | 315001 |  | -359828.4200000074
SMITH BARNEY, INC ** (Financial) | -301.769999999553 |  | -301.769999999553 | 0 | 67200.23 |  | 67200.23 |  |  |  | -67501.99999999955
TOTAL EXCLUDING MID-DAY CALLS | 128097858.7192216 | 4442969.720000005 | 123654888.9992216 | -32093970 | 114697550.54 | 5267832 | 109429718.54 |  | 3498548.44 |  | -15195113.38077837 |  | 787 | 157220
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 128097858.7192216
 |  |  |  |  |  |  |  |  |  |  |  |  | -15195113.38077837
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 5267832 | 5267832 | 44732168
 |  |  |  |  |  |  |  |  |  |  |  |  | -15195113.38077837
Fimat | 20000000 | 4442969.720000005 | 0 | 4442969.720000005 | 15557030.27999999
 | 70000000 | 4442969.720000005 | 5267832 | 9710801.720000006 | 60289198.27999999
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.