An investor has short-short stock ABC and has to give them back in 4 month time.
Against adverse evolution of ABC price this investor hedges his position with future contract based on ABC maturing in 4 month.
Contract size=10. Initial margin = 15% and maintenance margin = 75%. simple IR=2%
Time	Future price
0	150
1	140
2	160
3	125
5	100
a) Determine the position, the initial margin and the maintenance margin.
b) Determine the movements in the outstanding balance.