Spreadsheet: louise_kitchen__23069__0111MarginRequirements
Sheet: 1127

FUTURES MARGIN REQUIREMENTS
2001-11-28 00:00:00
2001-11-27 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 | 270619.726000024 |  | 270619.726000024 | 0 | 627000 |  | 627000 |  |  |  | -356380.273999976
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. | 5571487.686439544 |  | 5571487.686439544 | 0 | 3835460.48 |  | 3835460.48 |  |  |  | 1736027.206439544
CREDIT SUISSE FIRST BOSTON | 340796.5600000024 |  | 340796.5600000024 | 0 | 693502 |  | 693502 |  |  |  | -352705.4399999976
EDF MAN | 34123248.64599977 |  | 34123248.64599977 | -24772550 | 36249193.5 |  | 36249193.5 |  |  |  | -26898494.85400023
FIMAT | 6570265.179999996 |  | 6570265.179999996 | 0 | 11265524.5 |  | 11265524.5 | 1 | 0 |  | -4695259.32
HSBC - US$ | 129423.318591 |  | 129423.318591 | 0 | 370311 |  | 370311 |  |  |  | -240887.681409
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 189130 | 342764
JP Morgan | 886482.43 |  | 886482.43 | 0 | 1302620 |  | 1302620 |  |  |  | -416137.57
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 162260609.0300001 |  | 162260609.0300001 | 0 | 177823844 |  | 177823844 |  |  |  | -15563234.96999991
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 | 58500.13 |  | 58500.13 | 0 | 58500 |  | 58500 |  |  |  | 0.1299999999901047
SMITH BARNEY, INC | 4373202.629999993 |  | 4373202.629999993 | 0 | 5189275.5 | 5189275.5 | 0 |  | 240872.5 |  | -575200.3700000066
SMITH BARNEY, INC  (Financial) | 309793.49 |  | 309793.49 | 0 | 347700 |  | 347700 |  |  |  | -37906.50999999978
TOTAL EXCLUDING MID-DAY CALLS | 214920429.3964517 | 0 | 214920429.3964517 | -24772550 | 237788930.98 | 5189275.5 | 232599655.48 |  | 240872.5 |  | -47400179.08354832 |  | 189130 | 342764
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 214920429.3964517
 |  |  |  |  |  |  |  |  |  |  |  |  | -47400179.08354837
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 5189275.5 | 5189275.5 | 44810724.5
 |  |  |  |  |  |  |  |  |  |  |  |  | -47400179.08354837
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.