An investor shorts (sells) one British pound future contract (62,500 BP) at a price of 1.2860 $/BP. The contract initial margin is $2,000 and the maintenance margin is $1,600. At the end of the day and the following two days the settle price is 1.2850 $/BP, 1.2965 $/BP and 1.2810 $/BP. Describe the marking to market cash flows in those three days, the final margin account (assume no withdrawals) and the total trade profit.