Spreadsheet: louise_kitchen__23061__0111MarginRequirements
Sheet: 1108

FUTURES MARGIN REQUIREMENTS
2001-11-09 00:00:00
2001-11-08 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 | 308836.0260000248 |  | 308836.0260000248 | 0 | 421300 |  | 421300 |  |  |  | -112463.9739999752
ADM INVESTOR | 0.2690000056172721 |  | 0.2690000056172721 | 0 | 0 |  | 0 |  |  |  | 0.2690000056172721
BANK ONE | 0.2200000286102295 |  | 0.2200000286102295 | 0 | 0 |  | 0 |  |  |  | 0.2200000286102295
CARR FUTURES (NG) | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
CARR FUTURES INC. | 1973158.586012166 |  | 1973158.586012166 | 0 | 2669834.29 |  | 2669834.29 |  |  |  | -696675.7039878345
CREDIT SUISSE FIRST BOSTON | 1727786.010000005 |  | 1727786.010000005 | 0 | 1061883 |  | 1061883 |  |  |  | 665903.0100000054
EDF MAN   (see note below) | 50195010.99599977 |  | 50195010.99599977 | -26946280 | 10060545 |  | 10060545 |  |  |  | 13188185.99599977
FIMAT * | 9673253.004999993 | 1330690 | 8342563.004999993 | 0 | 11070016 | 285705 | 10784311 | 1 | 1396763 |  | 0.004999993368983269
HSBC - US$ | 555123.8085910003 |  | 555123.8085910003 | 0 | 375311 |  | 375311 |  |  |  | 179812.8085910003
HSBC - Canadian | 0 |  | 0 | 0 |  |  | 0 |  |  |  | 0 |  | 160544.9 | 163770
JP Morgan | 367026.58 |  | 367026.58 | 0 | 676520 |  | 676520 |  |  |  | -309493.42
[NAME] | 0 |  | 0 | 0 | 0 |  | 0 |  |  |  | 0
PARIBAS | 34237866.32000005 |  | 34237866.32000005 | 0 | 29120356 |  | 29120356 |  |  |  | 5117510.320000052
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 | 37279.28 |  | 37279.28 | 0 | 26000 |  | 26000 |  |  |  | 11279.28
SAUL STONE & COMPANY | 166822.63 |  | 166822.63 | 0 | 81000 |  | 81000 |  |  |  | 85822.63
SMITH BARNEY, INC ** | 3291884.379999993 |  | 3291884.379999993 | 0 | 5352992 | 5352992 | 0 |  | -137256 |  | -2198363.620000007
SMITH BARNEY, INC ** (Financial) | -19101.28999999954 |  | -19101.28999999954 | 0 | 1158900 |  | 1158900 |  |  |  | -1178001.29
TOTAL EXCLUDING MID-DAY CALLS | 102514947.1910242 | 1330690 | 101184257.1910242 | -26946280 | 62074657.29 | 5638697 | 56435960.29 |  | 1259507 |  | 14753516.90102425 |  | 160544.9 | 163770
MID-DAY CALLS: (based solely on Market Movement)
EDF Mann | 0
TOTAL INCLUDING MID-DAY CALLS | 102514947.1910242
 |  |  |  |  |  |  |  |  |  |  |  |  | 14753516.90102424
 |  | Used Line
Credit Lines: | Line | OTE | Initial Margin | Total Line Used | Total Line Unused
Smith Barney | 50000000 | 0 | 5352992 | 5352992 | 44647008
 |  |  |  |  |  |  |  |  |  |  |  |  | 14753516.90102424
Fimat | 20000000 | 1330690 | 285705 | 1616395 | 18383605
 | 70000000 | 1330690 | 5638697 | 6969387 | 63030613
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.