An investor takes a long position in four September oil futures contracts on July 10. The contract size is 100 barrels, the futures price is US$100 per barrel (the spot price of oil at the time), the margin requirement is US$2,000/contract, the maintenance margin is US$1,000/contract. At the end of the day oil price drops by $3 per barrel, as it does each of the following 10 days. What was the total size of the 1^st margin call investor received: