At the end of one day (t=1), a clearinghouse member is long 100 futures contracts, and the settlement price is $50,000 per contract. On the following day (t=2), the member becomes responsible for clearing additional new 20 long futures contracts (day trades), entered into at a price of $51,000 per contract. The settlement price at the end of this day is $50,400. The initial margin is $2,000 per contract. How much does the member still have to add to its margin account with the exchange clearinghouse (on t=2) to meet the initial margin requirement for the 20 new futures contracts, after considering the gain/loss of the 100 old futures contracts and the 20 new futures contracts?