Spreadsheet: louise_kitchen__23066__0111MarginRequirements
Sheet: 1123

FUTURES MARGIN REQUIREMENTS
2001-11-26 00:00:00
2001-11-23 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 | 455151.0260000248 |  | 455151.0260000248 | 0 | 421300 |  | 421300 |  |  |  | 33851.02600002475
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. | 4619803.970561706 |  | 4619803.970561706 | 0 | 4833283.96 |  | 4833283.96 |  |  |  | -213479.9894382935
CREDIT SUISSE FIRST BOSTON | 636229.320000004 |  | 636229.320000004 | 0 | 484191 |  | 484191 |  |  |  | 152038.320000004
EDF MAN   (see note below) | 47407264.89599977 |  | 47407264.89599977 | -32637730 | 14767110 |  | 14767110 |  |  |  | 2424.895999766886
FIMAT | 10491510.49999999 |  | 10491510.49999999 | 0 | 10949679 | 0 | 10949679 | 1 | 0 |  | -458168.5000000056
HSBC - US$ | 504698.818591 |  | 504698.818591 | 0 | 370311 |  | 370311 |  |  |  | 134387.818591
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 203589.5 | 199720
JP Morgan | 970151.85 |  | 970151.85 | 0 | 917620 |  | 917620 |  |  |  | 52531.84999999963
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 150035197.1800001 |  | 150035197.1800001 | 0 | 150063397 |  | 150063397 |  |  |  | -28199.81999993324
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 | 20939.28 |  | 20939.28 | 0 | 26000 |  | 26000 |  |  |  | -5060.72000000003
SAUL STONE & COMPANY | 69896.13 |  | 69896.13 | 0 | 81279 |  | 81279 |  |  |  | -11382.87
SMITH BARNEY, INC | 8812016.379999993 |  | 8812016.379999993 | 0 | 5882652 | 5882652 | 0 |  | -2563224 |  | 366140.3799999934
SMITH BARNEY, INC  (Financial) | 329648.71 |  | 329648.71 | 0 | 347700 |  | 347700 |  |  |  | -18051.28999999957
TOTAL EXCLUDING MID-DAY CALLS | 224352508.3505738 | 0 | 224352508.3505738 | -32637730 | 189144522.96 | 5882652 | 183261870.96 |  | -2563224 |  | 7031.390573806944 |  | 203589.5 | 199720
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 224352508.3505738
 |  |  |  |  |  |  |  |  |  |  |  |  | 7031.39057379961
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 5882652 | 5882652 | 44117348
 |  |  |  |  |  |  |  |  |  |  |  |  | 7031.39057379961
Smith Barney | 50000000 | 0 | 5882652 | 5882652 | 44117348
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.