Assume today's settlement price on a CME EUR futures contract is $$\frac{1\mathrm{.}3150}{E}UR.$ You have a short position in one contract. Your performance bond account currently has a balance of $$1,600.$ The next three days' settlement prices are $$1\mathrm{.}3116,$ $$1\mathrm{.}3133,$ and $$1\mathrm{.}3044.$ Calculate the changes in the performance bond account from daily markingto$-$market and the balance of the performance bond account after the third day. Assume a contract size is EUR $115,000.$