
                            ***************************************************************************
                            *                                CCP                                      *
                            *                                                                         *
                            *                       C O N F I D E N T I A L                           *
                            *                                                                         *
                            *                    DAILY SECURITY COLLATERAL FEE STATEMENT              *
                            *                                                                         *
                            *                    XXXXX                                                *
                            *                                                                         *
                            *                    AS OF DATE:                 99-99-99                 *
                            *                                                                         *
                            *                    RUN DATE  :                 99-99-99                 *
                            *                                                                         *
                            *                    BEGINNING OF REPORT                                  *
                            *                                                                         *
                            ***************************************************************************


CCP                                            DAILY SECURITY COLLATERAL FEE STATEMENT                               PAGE:        9
RPTCB235                                                                                                       AS OF DATE: 99-99-99
                                                                                                                 RUN DATE: 99-99-99

CLEARING MEMBER: XXXXX                     POOL ID: XXXXXXXXXXXXXXX                                         CLEARING CCURRENCY: XXX

Adjusted        Collateral      CashColl        ReqMargnFeeCalc SecurityValue   ReuseColl       SecurityColl  ReuseSecurity
RequiredMargin  Shortfall       Amount          minus CashColl  Amount          Amount          Fee           Coll Fee
--------------- --------------- --------------- --------------- --------------- --------------- ------------- -------------
999999999999.99 999999999999.99 999999999999.99 999999999999.99 999999999999.99 999999999999.99 99999999.9999 99999999.9999

                                                                                        ----------------- -----------------
Total month-to-date in (XXX):                                                           999999999999.9999 999999999999.9999

                                                     * * * END OF REPORT * * *                                                     
