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3866金融与交易中等derivationmedium

Final Margin Balance 1

题目

A long futures account has initial margin 7000, maintenance margin 5600, contract multiplier 200, and settlements [100, 95, 92, 95]. Whenever the end-of-day balance drops below maintenance, treasury tops it back up to the initial margin the same evening. Ignoring interest, how much cash is deposited over the life of the trade?

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