An oil refining company enters into 200 long one-month crude oil futures contracts on NYMEX at a futures price of $94.3 per barrel. At maturity of the contract, the company rolls half of its position forward into new one-month futures and closes the remaining half. At this point, the spot price of oil is $93.6 per barrel, and the new one-month futures price is $90.9 per barrel. At maturity of this second contract, the company closes out its remaining position. Assume the spot price at this point is $93.3 per barrel. Ignoring interest, what are the company's gains or losses from its futures positions? Express the gains/losses in $ with a margin of error +/0.00 An oil refining company enters into 200 long one-month crude oil futures contracts on NYMEX at a futures price of $94.3 per barrel. At maturity of the contract, the company rolls half of its position forward into new one-month futures and closes the remaining half. At this point, the spot price of oil is $93.6 per barrel, and the new one-month futures price is $90.9 per barrel. At maturity of this second contract, the company closes out its remaining position. Assume the spot price at this point is $93.3 per barrel. Ignoring interest, what are the company's gains or losses from its futures positions? Express the gains/losses in $ with a margin of error +/0.00