Spreadsheet: louise_kitchen__23078__0111MarginRequirements
Sheet: 1115

FUTURES MARGIN REQUIREMENTS
2001-11-16 00:00:00
2001-11-15 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 | 635253.0260000248 |  | 635253.0260000248 | 0 | 421300 |  | 421300 |  |  |  | 213953.0260000248
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. | 2306035.595418407 |  | 2306035.595418407 | 0 | 3086224.27 |  | 3086224.27 |  |  |  | -780188.6745815934
CREDIT SUISSE FIRST BOSTON | 719919.1100000069 |  | 719919.1100000069 | 0 | 562383 |  | 562383 |  |  |  | 157536.1100000069
EDF MAN   (see note below) | 45508760.59599978 |  | 45508760.59599978 | -34629390 | 13115429 |  | 13115429 |  |  |  | -2236058.404000215
FIMAT * | 14463762.50499999 | 0 | 14463762.50499999 | 0 | 12690921 | 0 | 12690921 | 1 | -409035.82 |  | 1363805.684999993
HSBC - US$ | 888948.318591 |  | 888948.318591 | 0 | 375311 |  | 375311 |  |  |  | 513637.318591
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 45599 | 31420
JP Morgan | 16032.40999999922 |  | 16032.40999999922 | 0 | 823520 |  | 823520 |  |  |  | -807487.5900000008
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 63829478.19000005 |  | 63829478.19000005 | 0 | 54802054.6 |  | 54802054.6 |  |  |  | 9027423.590000048
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 | 8619.27999999997 |  | 8619.27999999997 | 0 | 26000 |  | 26000 |  |  |  | -17380.72
SAUL STONE & COMPANY | 18204.13 |  | 18204.13 | 0 | 58500 |  | 58500 |  |  |  | -40295.87
SMITH BARNEY, INC ** | 7896334.579999993 |  | 7896334.579999993 | 0 | 4664400 | 4664400 | 0 |  | -148149 |  | 3083785.579999993
SMITH BARNEY, INC ** (Financial) | 207083.71 |  | 207083.71 | 0 | 86400 |  | 86400 |  |  |  | 120683.71
TOTAL EXCLUDING MID-DAY CALLS | 136498431.7404305 | 0 | 136498431.7404305 | -34629390 | 90712442.87 | 4664400 | 86048042.87 |  | -557184.82 |  | 10599414.05043051 |  | 45599 | 31420
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 136498431.7404305
 |  |  |  |  |  |  |  |  |  |  |  |  | 10599414.0504305
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 4664400 | 4664400 | 45335600
 |  |  |  |  |  |  |  |  |  |  |  |  | 10599414.0504305
Fimat | 20000000 | 0 | 0 | 0 | 20000000
 | 70000000 | 0 | 4664400 | 4664400 | 65335600
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.