Spreadsheet: louise_kitchen__23069__0111MarginRequirements
Sheet: 1106

FUTURES MARGIN REQUIREMENTS
2001-11-07 00:00:00
2001-11-06 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 | 401733.0260000248 |  | 401733.0260000248 | 0 | 388300 |  | 388300 |  |  |  | 13433.02600002475
ADM INVESTOR | 0.2690000056172721 |  | 0.2690000056172721 | 0 | 0 |  | 0 |  |  |  | 0.2690000056172721
BANK ONE | -0.7799999713897705 |  | -0.7799999713897705 | 0 | 0 |  | 0 |  |  |  | -0.7799999713897705
CARR FUTURES (NG) | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
CARR FUTURES INC. | 2914496.923546442 |  | 2914496.923546442 | 0 | 2556195.27 |  | 2556195.27 |  |  |  | 358301.6535464423
CREDIT SUISSE FIRST BOSTON | 1006198.760000005 |  | 1006198.760000005 | 0 | 1264464 |  | 1264464 |  |  |  | -258265.2399999946
EDF MAN   (see note below) | 53235570.39599977 |  | 53235570.39599977 | -34945905.2 | 13036837 |  | 13036837 |  |  |  | 5252828.195999771
FIMAT * | 10674383.94499999 |  | 10674383.94499999 | 0 | 10894016 | 219632 | 10674384 | 1 | 219632.06 |  | 0.00499999470775947
HSBC - US$ | 167711.3085910002 |  | 167711.3085910002 | 0 | 375311 |  | 375311 |  |  |  | -207599.6914089998
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 427279.4 | 227220
JP Morgan | 543612.58 |  | 543612.58 | 0 | 704020 |  | 704020 |  |  |  | -160407.42
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 40451767.02000014 |  | 40451767.02000014 | 0 | 30352815 | 30352815 | 0 |  | 4743943 |  | 14842895.02000014
PRUDENTIAL SI | -78261.15857879072 |  | -78261.15857879072 | 0 | 0 |  | 0 |  |  |  | -78261.15857879072
REFCO, INC | 0.05900000694032315 |  | 0.05900000694032315 | 0 | 0 |  | 0 |  |  |  | 0.05900000694032315
R J O'BRIEN | 53786.68 |  | 53786.68 | 0 | 48000 |  | 48000 |  |  |  | 5786.679999999993
SAUL STONE & COMPANY | 103001.93 |  | 103001.93 | 0 | 147000 |  | 147000 |  |  |  | -43998.07
SMITH BARNEY, INC ** | 5798134.979999995 |  | 5798134.979999995 | 0 | 5506807 | 5506807 | 0 |  | -63924 |  | 227403.9799999949
SMITH BARNEY, INC ** (Financial) | 97154.71000000046 |  | 97154.71000000046 | 0 | 86400 |  | 86400 |  |  |  | 10754.71000000046
TOTAL EXCLUDING MID-DAY CALLS | 115369290.6485586 | 0 | 115369290.6485586 | -34945905.2 | 65360165.27 | 36079254 | 29280911.27 |  | 4899651.06 |  | 19962871.23855863 |  | 427279.4 | 227220
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 115369290.6485586
 |  |  |  |  |  |  |  |  |  |  | 19962871.23855862
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 5506807 | 5506807 | 44493193
Paribas | 75000000 | 0 | 30352815 | 30352815 | 44647185
Fimat | 20000000 | 0 | 219632 | 219632 | 19780368
 | 145000000 | 0 | 36079254 | 36079254 | 108920746
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.