Spreadsheet: louise_kitchen__23102__0112MarginRequirements
Sheet: 1206

FUTURES MARGIN REQUIREMENTS
2001-12-07 00:00:00
2001-12-06 00:00:00
 | US $$$ |  |  |  |  |  |  |  |  |  |  |  | CANADIAN $$$ |  | US $$$
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) |  | TE | Initial Margin | OTE
ABN-Amro Inc | 194899.5360000264 |  | 194899.5360000264 | 0 | 0 |  | 0 |  |  |  | 194899.5360000264 |  |  |  | 0
ADM INVESTOR | 0.1990000053192489 |  | 0.1990000053192489 | 0 | 0 |  | 0 |  |  |  | 0.1990000053192489 |  |  |  | 0
BANK ONE | 0.2200000286102295 |  | 0.2200000286102295 | 0 | 0 |  | 0 |  |  |  | 0.2200000286102295 |  |  |  | 0
CARR FUTURES (NG) | 1.28 |  | 1.28 | 0 | 0 |  | 0 |  |  |  | 1.28 |  |  |  | 0
CARR FUTURES INC. | 4155680.044906906 |  | 4155680.044906906 | 0 | 2094227.32 |  | 2094227.32 |  |  |  | 2061452.724906906 |  |  |  | -1469880.86
CREDIT SUISSE FIRST BOSTON | 29847.82000000402 |  | 29847.82000000402 | 0 | 0 |  | 0 |  |  |  | 29847.82000000402 |  |  |  | 0
EDF MAN | 38309432.59599978 |  | 38309432.59599978 | -30811120 | 882648 |  | 882648 |  |  |  | 6615664.595999777 |  |  |  | 5847070
FIMAT | 2257971.65 |  | 2257971.65 | 0 | 0 |  | 0 | 1 | 0 |  | 2257971.65 |  |  |  | 0
HSBC - US$ | -2131.681408999983 |  | -2131.681408999983 | 0 | 0 |  | 0 |  |  |  | -2131.681408999983 |  |  |  | 0
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 64204.5 | 0 | 0
JP Morgan | 735234.85 |  | 735234.85 | 0 | 0 |  | 0 |  |  |  | 735234.85 |  |  |  | 0
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0 |  |  |  | 0
PARIBAS | 80981337.16000006 |  | 80981337.16000006 | 0 | 1629870 |  | 1629870 |  |  |  | 79351467.16000006 |  |  |  | 200590
PRUDENTIAL SI | 0.01142121106386185 |  | 0.01142121106386185 | 0 | 0 |  | 0 |  |  |  | 0.01142121106386185 |  |  |  | 0
REFCO, INC | 0.2590000069403686 |  | 0.2590000069403686 | 0 | 0 |  | 0 |  |  |  | 0.2590000069403686 |  |  |  | 0
R J O'BRIEN | -0.3200000000069849 |  | -0.3200000000069849 | 0 | 0 |  | 0 |  |  |  | -0.3200000000069849 |  |  |  | 0
SAUL STONE & COMPANY | 0.180000000000291 |  | 0.180000000000291 | 0 | 0 |  | 0 |  |  |  | 0.180000000000291 |  |  |  | 0
SMITH BARNEY, INC | 53592.45999999158 |  | 53592.45999999158 | 0 | 0 | 0 | 0 |  | 0 |  | 53592.45999999158 |  |  |  | 0
SMITH BARNEY, INC  (Financial) | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0 |  |  |  | 0
TOTAL EXCLUDING MID-DAY CALLS | 126715866.264919 | 0 | 126715866.264919 | -30811120 | 4606745.32 | 0 | 4606745.32 |  | 0 |  | 91298000.94491903 |  | 64204.5 | 0 | 4577779.14
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 126715866.264919
 |  |  |  |  |  |  |  |  |  |  |  |  | 91298000.94491902
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 0 | 0 | 50000000
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.