Spreadsheet: louise_kitchen__23058__0111MarginRequirements
Sheet: 1105

FUTURES MARGIN REQUIREMENTS
2001-11-06 00:00:00
2001-11-05 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 | 414371.0260000248 |  | 414371.0260000248 | 0 | 388300 |  | 388300 |  |  |  | 26071.02600002475
ADM INVESTOR | 0.2690000056172721 |  | 0.2690000056172721 | 0 | 0 |  | 0 |  |  |  | 0.2690000056172721
BANK ONE | 0.2200000286102295 |  | 0.2200000286102295 | 0 | 0 |  | 0 |  |  |  | 0.2200000286102295
CARR FUTURES (NG) | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
CARR FUTURES INC. | 2739530.094352746 |  | 2739530.094352746 | 0 | 2511837.81 |  | 2511837.81 |  |  |  | 227692.2843527463
CREDIT SUISSE FIRST BOSTON | 932350.1200000048 |  | 932350.1200000048 | 0 | 1142964 |  | 1142964 |  |  |  | -210613.8799999952
EDF MAN   (see note below) | 47035408.19599979 | 9936510 | 37098898.19599979 | -34511776.59999999 | 15063490 | 15063490 | 0 |  | 0 |  | -2539858.404000208
FIMAT * | 15165996.005 |  | 15165996.005 | 0 | 10646516 |  | 10646516 | 1 | -1148514.6 |  | 3370965.404999999
HSBC - US$ | 315448.3085910003 |  | 315448.3085910003 | 0 | 375311 |  | 375311 |  |  |  | -59862.69140899973
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 358839.4 | 417220
JP Morgan | 730137.54 |  | 730137.54 | 0 | 512020 |  | 512020 |  |  |  | 218117.54
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 32323387.72000005 |  | 32323387.72000005 | 0 | 25608872 | 25608872 | 0 |  | -1979942 |  | 4734573.720000047
PRUDENTIAL SI | 492799.7414212093 |  | 492799.7414212093 | 0 | 492800 |  | 492800 |  |  |  | -0.2585787907009944
REFCO, INC | 0.05900000694032315 |  | 0.05900000694032315 | 0 | 0 |  | 0 |  |  |  | 0.05900000694032315
R J O'BRIEN | 64008.08 |  | 64008.08 | 0 | 70000 |  | 70000 |  |  |  | -5991.919999999984
SAUL STONE & COMPANY | 127421.93 |  | 127421.93 | 0 | 147000 |  | 147000 |  |  |  | -19578.07
SMITH BARNEY, INC ** | 6129837.179999994 |  | 6129837.179999994 | 0 | 5570731 | 5570731 | 0 |  | 25030 |  | 584136.1799999941
SMITH BARNEY, INC ** (Financial) | 65399.23000000045 |  | 65399.23000000045 | 0 | 86400 |  | 86400 |  |  |  | -21000.76999999955
TOTAL EXCLUDING MID-DAY CALLS | 106536095.7193649 | 9936510 | 96599585.71936485 | -34511776.59999999 | 62616241.81 | 46243093 | 16373148.81 |  | -3103426.6 |  | 6304650.709364859 |  | 358839.4 | 417220
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 106536095.7193649
 |  |  |  |  |  |  |  |  |  |  | 6304650.709364856
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 5570731 | 5570731 | 44429269
Paribas | 75000000 | 0 | 25608872 | 25608872 | 49391128
EDF | 25000000 | 9936510 | 15063490 | 25000000 | 0
Fimat | 20000000 |  |  | 0 | 20000000
 | 170000000 | 9936510 | 46243093 | 56179603 | 113820397
Note:  EDF Man - Positive Net Option value is collateral for futures requirement.
Initial Margin |  |  |  |  | 15063490
Option value used to cover Margin |  |  |  |  | 0
Initial Margin less positive option value |  |  |  |  | 15063490
[NAME] of Credit Analysis:
Initial Margin |  |  |  |  | 15063490
OTE |  |  |  |  | 18655272.5 | (limit 20,000,000)
Net Option Value |  |  |  |  | 34511776.59999999
Line of Credit Balance |  |  |  |  | 25000000 | (limit 50,000,000)
Paribas Line of Credit Limit is $75,000,000
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.