3868金融与交易中等derivationmedium
Final Margin Balance 3
题目
A long futures account has initial margin 5000, maintenance margin 4300, contract multiplier 60, and settlements [210, 205, 198, 201, 194]. 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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