Spreadsheet: louise_kitchen__23067__0111MarginRequirements
Sheet: 1107

FUTURES MARGIN REQUIREMENTS
2001-11-08 00:00:00
2001-11-07 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 | 368421.0260000248 |  | 368421.0260000248 | 0 | 421300 |  | 421300 |  |  |  | -52878.97399997525
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. | 2740328.789365183 |  | 2740328.789365183 | 0 | 2634927.2 |  | 2634927.2 |  |  |  | 105401.5893651829
CREDIT SUISSE FIRST BOSTON | 754661.3800000064 |  | 754661.3800000064 | 0 | 1264464 |  | 1264464 |  |  |  | -509802.6199999936
EDF MAN   (see note below) | 47526365.04599978 |  | 47526365.04599978 | -34940777.59999999 | 15831923 |  | 15831923 |  |  |  | 0.4459997862577438
FIMAT * | 11003943.06499999 |  | 11003943.06499999 | 0 | 11059016 | 219632 | 10839384 | 1 | 55072.94 |  | 0.004999993892852217
HSBC - US$ | 270136.3085910003 |  | 270136.3085910003 | 0 | 375311 |  | 375311 |  |  |  | -105174.6914089997
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 253341.9 | 179720
JP Morgan | 802688.02 |  | 802688.02 | 0 | 641520 |  | 641520 |  |  |  | 161168.02
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 38152577.12000015 |  | 38152577.12000015 | 0 | 25328862 |  | 25328862 |  |  |  | -29999999.87999985
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 | 56531.56 |  | 56531.56 | 0 | 30400 |  | 30400 |  |  |  | 26131.56
SAUL STONE & COMPANY | 149809.83 |  | 149809.83 | 0 | 125000 |  | 125000 |  |  |  | 24809.83
SMITH BARNEY, INC ** | 5091174.379999993 |  | 5091174.379999993 | 0 | 5490248 | 5490248 | 0 |  | -16559 |  | -415632.6200000066
SMITH BARNEY, INC ** (Financial) | -48256.28999999954 |  | -48256.28999999954 | 0 | 86400 |  | 86400 |  |  |  | -134656.29
TOTAL EXCLUDING MID-DAY CALLS | 106868381.0943774 | 0 | 106868381.0943774 | -34940777.59999999 | 63289371.2 | 5709880 | 57579491.2 |  | 38513.94 |  | -30900632.76562262 |  | 253341.9 | 179720
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 106868381.0943774
 |  |  |  |  |  |  |  |  |  |  |  |  | 8676746.234377386
 |  | Used Line |  |  |  |  |  |  |  |  |  |  | -30000000 | PF [NAME]
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused |  |  |  |  |  |  |  | -12823715 | PF not rec
Smith Barney | 50000000 | 0 | 5490248 | 5490248 | 44509752 |  |  |  |  |  |  |  | 3246336 | EDF not paid
Fimat | 20000000 | 0 | 219632 | 219632 | 19780368
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.