Spreadsheet: louise_kitchen__23067__0111MarginRequirements
Sheet: 1114

FUTURES MARGIN REQUIREMENTS
2001-11-15 00:00:00
2001-11-14 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 | 636897.0260000248 |  | 636897.0260000248 | 0 | 421300 |  | 421300 |  |  |  | 215597.0260000248
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. | 2442199.433517328 |  | 2442199.433517328 | 0 | 2705638.32 |  | 2705638.32 |  |  |  | -263438.8864826723
CREDIT SUISSE FIRST BOSTON | 1632935.630000006 |  | 1632935.630000006 | 0 | 488808 |  | 488808 |  |  |  | 1144127.630000006
EDF MAN   (see note below) | 43117752.19599978 |  | 43117752.19599978 | -33714120 | 11689418 |  | 11689418 |  |  |  | -2285785.804000221
FIMAT * | 14209766.52499999 | 207954 | 14001812.52499999 | 0 | 12533071 | 201080 | 12331991 | 1 | -1676695.52 |  | 0.004999994765967131
HSBC - US$ | 701323.818591 |  | 701323.818591 | 0 | 375311 |  | 375311 |  |  |  | 326012.818591
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 49063 | 99420
JP Morgan | 246967.02 |  | 246967.02 | 0 | 943520 |  | 943520 |  |  |  | -696552.98
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 54508313.80000007 |  | 54508313.80000007 | 0 | 43698771.6 |  | 43698771.6 |  |  |  | 10809542.20000007
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 | 45500.23 |  | 45500.23 | 0 | 45500 |  | 45500 |  |  |  | 0.2299999999886495
SMITH BARNEY, INC ** | 7036772.979999995 |  | 7036772.979999995 | 0 | 4812549 | 4812549 | 0 |  | -146443 |  | 2077780.979999995
SMITH BARNEY, INC ** (Financial) | 153899.71 |  | 153899.71 | 0 | 86400 |  | 86400 |  |  |  | 67499.71000000043
TOTAL EXCLUDING MID-DAY CALLS | 124758328.9385294 | 207954 | 124550374.9385294 | -33714120 | 77826286.92 | 5013629 | 72812657.92 |  | -1823138.52 |  | 11394783.49852945 |  | 49063 | 99420
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 124758328.9385294
 |  |  |  |  |  |  |  |  |  |  |  |  | 11394783.49852943
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 4812549 | 4812549 | 45187451
 |  |  |  |  |  |  |  |  |  |  |  |  | 11394783.49852943
Fimat | 20000000 | 207954 | 201080 | 409034 | 19590966
 | 70000000 | 207954 | 5013629 | 5221583 | 64778417
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.