Spreadsheet: louise_kitchen__23066__0111MarginRequirements
Sheet: 1126

FUTURES MARGIN REQUIREMENTS
2001-11-27 00:00:00
2001-11-26 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 | 471537.0260000248 |  | 471537.0260000248 | 0 | 421300 |  | 421300 |  |  |  | 50237.02600002475
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. | 4674319.045728802 |  | 4674319.045728802 | 0 | 4835935.17 |  | 4835935.17 |  |  |  | -161616.1242711982
CREDIT SUISSE FIRST BOSTON | 546879.6100000031 |  | 546879.6100000031 | 0 | 474613 |  | 474613 |  |  |  | 72266.61000000313
EDF MAN | 51554449.39599978 |  | 51554449.39599978 | -33648840 | 16017804 |  | 16017804 |  |  |  | 1887805.395999782
FIMAT | 11468155.76 |  | 11468155.76 | 0 | 10870644 | 0 | 10870644 | 1 | -597512 |  | -0.2400000039488077
HSBC - US$ | 511660.818591 |  | 511660.818591 | 0 | 370311 |  | 370311 |  |  |  | 141349.818591
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 155752 | 242220
JP Morgan | 1264534.87 |  | 1264534.87 | 0 | 1150120 |  | 1150120 |  |  |  | 114414.87
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 157018841.9800001 |  | 157018841.9800001 | 0 | 160312634.8 |  | 160312634.8 |  |  |  | -3293792.819999933
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 | 34359.28 |  | 34359.28 | 0 | 26000 |  | 26000 |  |  |  | 8359.27999999997
SAUL STONE & COMPANY | 77310.13 |  | 77310.13 | 0 | 58500 |  | 58500 |  |  |  | 18810.13
SMITH BARNEY, INC | 8839061.759999994 |  | 8839061.759999994 | 0 | 4948402.5 | 4948402.5 | 0 |  | -3875575.5 |  | 15083.75999999419
SMITH BARNEY, INC  (Financial) | 283748.23 |  | 283748.23 | 0 | 347700 |  | 347700 |  |  |  | -63951.76999999955
TOTAL EXCLUDING MID-DAY CALLS | 236744858.1957409 | 0 | 236744858.1957409 | -33648840 | 199833964.47 | 4948402.5 | 194885561.97 |  | -4473087.5 |  | -1211033.774259081 |  | 155752 | 242220
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 236744858.1957409
 |  |  |  |  |  |  |  |  |  |  |  |  | -1211033.77425912
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 4948402.5 | 4948402.5 | 45051597.5
 |  |  |  |  |  |  |  |  |  |  |  |  | -1211033.77425912
Smith Barney | 50000000 | 0 | 4948402.5 | 4948402.5 | 45051597.5
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.