Spreadsheet: louise_kitchen__23058__0111MarginRequirements
Sheet: 1113

FUTURES MARGIN REQUIREMENTS
2001-11-14 00:00:00
2001-11-13 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 | 382407.0260000248 |  | 382407.0260000248 | 0 | 421300 |  | 421300 |  |  |  | -38892.97399997525
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. | 2738952.161556927 |  | 2738952.161556927 | 0 | 2815209.76 |  | 2815209.76 |  |  |  | -76257.59844307229
CREDIT SUISSE FIRST BOSTON | 1224385.55 |  | 1224385.55 | 0 | 1169883 |  | 1169883 |  |  |  | 54502.55000000447
EDF MAN   (see note below) | 40367544.99599978 |  | 40367544.99599978 | -32064000 | 10661789 |  | 10661789 |  |  |  | -2358244.004000224
FIMAT * | 10453279.66499999 | 1878709.640000005 | 8574570.024999987 | 0 | 12539011 | 207020 | 12331991 | 1 | 2085731.34 |  | 0.004999993601813912
HSBC - US$ | 491161.318591 |  | 491161.318591 | 0 | 375311 |  | 375311 |  |  |  | 115850.318591
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 132034.5 | 135120
JP Morgan | 555894.6 |  | 555894.6 | 0 | 763520 |  | 763520 |  |  |  | -207625.4
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 20774800.2500001 |  | 20774800.2500001 | 0 | 28921074 |  | 28921074 |  |  |  | -8146273.749999903
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 | 23799.28 |  | 23799.28 | 0 | 26000 |  | 26000 |  |  |  | -2200.72000000003
SAUL STONE & COMPANY | 57740.23 |  | 57740.23 | 0 | 45500 |  | 45500 |  |  |  | 12240.23
SMITH BARNEY, INC ** | 4717429.979999995 |  | 4717429.979999995 | 0 | 4958992 | 4958992 | 0 |  | -325232 |  | -566794.0200000051
SMITH BARNEY, INC ** (Financial) | 128970.23 |  | 128970.23 | 0 | 86400 |  | 86400 |  |  |  | 42570.23000000045
TOTAL EXCLUDING MID-DAY CALLS | 81916365.57656907 | 1878709.640000005 | 80037655.93656906 | -32064000 | 62783989.76 | 5166012 | 57617977.76 |  | 1760499.34 |  | -11171124.84343093 |  | 132034.5 | 135120
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 81916365.57656907
 |  |  |  |  |  |  |  |  |  |  |  |  | -11171124.84343093
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 4958992 | 4958992 | 45041008
 |  |  |  |  |  |  |  |  |  |  |  |  | -11171124.84343093
Fimat | 20000000 | 1878709.640000005 | 207020 | 2085729.640000005 | 17914270.36
 | 70000000 | 1878709.640000005 | 5166012 | 7044721.640000005 | 62955278.36
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.