margin 11 05 xls futures margin requirements wire date 11 6 01 stmt date 11 5 01 us canadian broker ote credit facility covering ote ote less creditcoverage net option value initial margin line credit covering initial margin except edf mann see calc initial margin less line credit covering initial margin line credit covering realized unrealized gains losses ote initial margin abn amro inc 503 712 00 503 712 00 0 00 388 300 00 388 300 00 0 00 adm investor 316 250 00 316 250 00 0 00 0 00 0 00 bank one 0 00 0 00 0 00 0 00 0 00 carr futures ng 0 00 0 00 0 00 0 00 0 00 carr futures inc 1 460 680 58 1 460 680 58 0 00 2 511 837 81 2 511 837 81 credit suisse first boston 1 160 915 45 1 160 915 45 0 00 1 142 964 00 1 142 964 00 edf man see note 18 655 272 50 9 936 510 00 28 591 782 50 34 511 776 60 15 063 490 00 15 063 490 00 0 00 0 00 fimat 42 199 731 06 42 199 731 06 0 00 10 646 516 00 10 646 516 00 1 0 00 hsbc us 3 323 112 50 3 323 112 50 0 00 375 311 00 375 311 00 hsbc canadian 0 00 0 00 0 00 31 670 00 417 220 00 jp morgan 873 969 37 873 969 37 0 00 512 020 00 512 020 00 mann financial 0 00 0 00 0 00 0 00 0 00 paribas 83 022 463 80 83 022 463 80 0 00 25 608 872 00 25 608 872 00 0 00 0 00 prudential si 555 085 40 555 085 40 0 00 492 800 00 492 800 00 refco inc 0 00 0 00 0 00 0 00 0 00 r j brien 1 870 00 1 870 00 0 00 70 000 00 70 000 00 saul stone company 77 154 00 77 154 00 0 00 147 000 00 147 000 00 smith barney inc 9 569 912 00 9 569 912 00 0 00 5 570 731 00 5 570 731 00 0 00 0 00 smith barney inc financial 148 500 48 148 500 48 0 00 86 400 00 86 400 00 total excluding mid day calls 112 367 926 12 9 936 510 00 102 431 416 12 34 511 776 60 62 616 241 81 46 243 093 00 16 373 148 81 0 00 31 670 00 417 220 00 mid day calls based solely market movement edf mann 0 00 total including mid day calls 112 367 926 12 smith barney initial margin include delivery margin 0 00 used line credit lines line ote initial margin total line used total line unused smith barney 50 000 000 00 5 570 731 00 5 570 731 00 44 429 269 00 paribas 75 000 000 00 25 608 872 00 25 608 872 00 49 391 128 00 edf 25 000 000 00 9 936 510 00 15 063 490 00 25 000 000 00 fimat 20 000 000 00 20 000 000 00 170 000 000 00 9 936 510 00 46 243 093 00 56 179 603 00 113 820 397 00 note edf man positive net option value collateral futures requirement initial margin 15 063 490 00 option value used cover margin 0 00 initial margin less positive option value 15 063 490 00 edf man line credit analysis initial margin 15 063 490 00 ote 18 655 272 50 limit 20 000 000 net option value 34 511 776 60 line credit balance 25 000 000 00 limit 50 000 000 paribas line credit limit 75 000 000 1 includes amounts withheld payments due enron fimat customer agreement states excess margin including ote due enron must first used pay advances facility